Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,368.00 |
1,371.50 |
3.50 |
0.3% |
1,349.50 |
High |
1,383.50 |
1,377.50 |
-6.00 |
-0.4% |
1,378.50 |
Low |
1,350.25 |
1,351.00 |
0.75 |
0.1% |
1,299.75 |
Close |
1,373.25 |
1,360.50 |
-12.75 |
-0.9% |
1,375.00 |
Range |
33.25 |
26.50 |
-6.75 |
-20.3% |
78.75 |
ATR |
39.33 |
38.41 |
-0.92 |
-2.3% |
0.00 |
Volume |
318,441 |
283,010 |
-35,431 |
-11.1% |
1,589,371 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.50 |
1,428.00 |
1,375.00 |
|
R3 |
1,416.00 |
1,401.50 |
1,367.75 |
|
R2 |
1,389.50 |
1,389.50 |
1,365.25 |
|
R1 |
1,375.00 |
1,375.00 |
1,363.00 |
1,369.00 |
PP |
1,363.00 |
1,363.00 |
1,363.00 |
1,360.00 |
S1 |
1,348.50 |
1,348.50 |
1,358.00 |
1,342.50 |
S2 |
1,336.50 |
1,336.50 |
1,355.75 |
|
S3 |
1,310.00 |
1,322.00 |
1,353.25 |
|
S4 |
1,283.50 |
1,295.50 |
1,346.00 |
|
|
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 |
1,314.75 |
68.75 |
5.1% |
35.75 |
2.6% |
67% |
False |
False |
332,509 |
10 |
1,383.50 |
1,293.50 |
90.00 |
6.6% |
35.75 |
2.6% |
74% |
False |
False |
314,637 |
20 |
1,383.50 |
1,210.00 |
173.50 |
12.8% |
37.75 |
2.8% |
87% |
False |
False |
304,947 |
40 |
1,383.50 |
1,039.50 |
344.00 |
25.3% |
41.00 |
3.0% |
93% |
False |
False |
257,193 |
60 |
1,383.50 |
1,039.50 |
344.00 |
25.3% |
40.75 |
3.0% |
93% |
False |
False |
171,602 |
80 |
1,383.50 |
1,039.50 |
344.00 |
25.3% |
40.50 |
3.0% |
93% |
False |
False |
128,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,490.00 |
2.618 |
1,447.00 |
1.618 |
1,420.50 |
1.000 |
1,404.00 |
0.618 |
1,394.00 |
HIGH |
1,377.50 |
0.618 |
1,367.50 |
0.500 |
1,364.25 |
0.382 |
1,361.00 |
LOW |
1,351.00 |
0.618 |
1,334.50 |
1.000 |
1,324.50 |
1.618 |
1,308.00 |
2.618 |
1,281.50 |
4.250 |
1,238.50 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,364.25 |
1,360.25 |
PP |
1,363.00 |
1,359.75 |
S1 |
1,361.75 |
1,359.50 |
|