Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,343.00 |
1,368.00 |
25.00 |
1.9% |
1,349.50 |
High |
1,378.50 |
1,383.50 |
5.00 |
0.4% |
1,378.50 |
Low |
1,335.50 |
1,350.25 |
14.75 |
1.1% |
1,299.75 |
Close |
1,375.00 |
1,373.25 |
-1.75 |
-0.1% |
1,375.00 |
Range |
43.00 |
33.25 |
-9.75 |
-22.7% |
78.75 |
ATR |
39.79 |
39.33 |
-0.47 |
-1.2% |
0.00 |
Volume |
363,322 |
318,441 |
-44,881 |
-12.4% |
1,589,371 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.75 |
1,454.25 |
1,391.50 |
|
R3 |
1,435.50 |
1,421.00 |
1,382.50 |
|
R2 |
1,402.25 |
1,402.25 |
1,379.25 |
|
R1 |
1,387.75 |
1,387.75 |
1,376.25 |
1,395.00 |
PP |
1,369.00 |
1,369.00 |
1,369.00 |
1,372.50 |
S1 |
1,354.50 |
1,354.50 |
1,370.25 |
1,361.75 |
S2 |
1,335.75 |
1,335.75 |
1,367.25 |
|
S3 |
1,302.50 |
1,321.25 |
1,364.00 |
|
S4 |
1,269.25 |
1,288.00 |
1,355.00 |
|
|
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 |
1,383.50 |
1,299.75 |
83.75 |
6.1% |
36.50 |
2.7% |
88% |
True |
False |
332,059 |
10 |
1,383.50 |
1,293.50 |
90.00 |
6.6% |
36.25 |
2.6% |
89% |
True |
False |
305,674 |
20 |
1,383.50 |
1,203.50 |
180.00 |
13.1% |
39.00 |
2.8% |
94% |
True |
False |
304,507 |
40 |
1,383.50 |
1,039.50 |
344.00 |
25.1% |
41.25 |
3.0% |
97% |
True |
False |
250,126 |
60 |
1,383.50 |
1,039.50 |
344.00 |
25.1% |
41.00 |
3.0% |
97% |
True |
False |
166,885 |
80 |
1,383.50 |
1,039.50 |
344.00 |
25.1% |
40.75 |
3.0% |
97% |
True |
False |
125,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,524.75 |
2.618 |
1,470.50 |
1.618 |
1,437.25 |
1.000 |
1,416.75 |
0.618 |
1,404.00 |
HIGH |
1,383.50 |
0.618 |
1,370.75 |
0.500 |
1,367.00 |
0.382 |
1,363.00 |
LOW |
1,350.25 |
0.618 |
1,329.75 |
1.000 |
1,317.00 |
1.618 |
1,296.50 |
2.618 |
1,263.25 |
4.250 |
1,209.00 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,371.00 |
1,366.00 |
PP |
1,369.00 |
1,358.50 |
S1 |
1,367.00 |
1,351.25 |
|