Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,328.25 |
1,343.00 |
14.75 |
1.1% |
1,349.50 |
High |
1,347.25 |
1,378.50 |
31.25 |
2.3% |
1,378.50 |
Low |
1,319.00 |
1,335.50 |
16.50 |
1.3% |
1,299.75 |
Close |
1,342.00 |
1,375.00 |
33.00 |
2.5% |
1,375.00 |
Range |
28.25 |
43.00 |
14.75 |
52.2% |
78.75 |
ATR |
39.55 |
39.79 |
0.25 |
0.6% |
0.00 |
Volume |
376,040 |
363,322 |
-12,718 |
-3.4% |
1,589,371 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.00 |
1,476.50 |
1,398.75 |
|
R3 |
1,449.00 |
1,433.50 |
1,386.75 |
|
R2 |
1,406.00 |
1,406.00 |
1,383.00 |
|
R1 |
1,390.50 |
1,390.50 |
1,379.00 |
1,398.25 |
PP |
1,363.00 |
1,363.00 |
1,363.00 |
1,367.00 |
S1 |
1,347.50 |
1,347.50 |
1,371.00 |
1,355.25 |
S2 |
1,320.00 |
1,320.00 |
1,367.00 |
|
S3 |
1,277.00 |
1,304.50 |
1,363.25 |
|
S4 |
1,234.00 |
1,261.50 |
1,351.25 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,587.25 |
1,560.00 |
1,418.25 |
|
R3 |
1,508.50 |
1,481.25 |
1,396.75 |
|
R2 |
1,429.75 |
1,429.75 |
1,389.50 |
|
R1 |
1,402.50 |
1,402.50 |
1,382.25 |
1,416.00 |
PP |
1,351.00 |
1,351.00 |
1,351.00 |
1,358.00 |
S1 |
1,323.75 |
1,323.75 |
1,367.75 |
1,337.50 |
S2 |
1,272.25 |
1,272.25 |
1,360.50 |
|
S3 |
1,193.50 |
1,245.00 |
1,353.25 |
|
S4 |
1,114.75 |
1,166.25 |
1,331.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,378.50 |
1,299.75 |
78.75 |
5.7% |
39.25 |
2.9% |
96% |
True |
False |
317,874 |
10 |
1,378.50 |
1,293.50 |
85.00 |
6.2% |
35.00 |
2.6% |
96% |
True |
False |
300,690 |
20 |
1,378.50 |
1,203.50 |
175.00 |
12.7% |
38.75 |
2.8% |
98% |
True |
False |
307,914 |
40 |
1,378.50 |
1,039.50 |
339.00 |
24.7% |
41.50 |
3.0% |
99% |
True |
False |
242,179 |
60 |
1,378.50 |
1,039.50 |
339.00 |
24.7% |
41.00 |
3.0% |
99% |
True |
False |
161,579 |
80 |
1,378.50 |
1,039.50 |
339.00 |
24.7% |
40.75 |
3.0% |
99% |
True |
False |
121,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,561.25 |
2.618 |
1,491.00 |
1.618 |
1,448.00 |
1.000 |
1,421.50 |
0.618 |
1,405.00 |
HIGH |
1,378.50 |
0.618 |
1,362.00 |
0.500 |
1,357.00 |
0.382 |
1,352.00 |
LOW |
1,335.50 |
0.618 |
1,309.00 |
1.000 |
1,292.50 |
1.618 |
1,266.00 |
2.618 |
1,223.00 |
4.250 |
1,152.75 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,369.00 |
1,365.50 |
PP |
1,363.00 |
1,356.00 |
S1 |
1,357.00 |
1,346.50 |
|