Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,371.50 |
1,359.25 |
-12.25 |
-0.9% |
1,349.50 |
High |
1,377.50 |
1,397.25 |
19.75 |
1.4% |
1,378.50 |
Low |
1,351.00 |
1,355.00 |
4.00 |
0.3% |
1,299.75 |
Close |
1,360.50 |
1,377.75 |
17.25 |
1.3% |
1,375.00 |
Range |
26.50 |
42.25 |
15.75 |
59.4% |
78.75 |
ATR |
38.41 |
38.69 |
0.27 |
0.7% |
0.00 |
Volume |
283,010 |
263,519 |
-19,491 |
-6.9% |
1,589,371 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,503.50 |
1,482.75 |
1,401.00 |
|
R3 |
1,461.25 |
1,440.50 |
1,389.25 |
|
R2 |
1,419.00 |
1,419.00 |
1,385.50 |
|
R1 |
1,398.25 |
1,398.25 |
1,381.50 |
1,408.50 |
PP |
1,376.75 |
1,376.75 |
1,376.75 |
1,381.75 |
S1 |
1,356.00 |
1,356.00 |
1,374.00 |
1,366.50 |
S2 |
1,334.50 |
1,334.50 |
1,370.00 |
|
S3 |
1,292.25 |
1,313.75 |
1,366.25 |
|
S4 |
1,250.00 |
1,271.50 |
1,354.50 |
|
|
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 |
1,397.25 |
1,319.00 |
78.25 |
5.7% |
34.75 |
2.5% |
75% |
True |
False |
320,866 |
10 |
1,397.25 |
1,299.75 |
97.50 |
7.1% |
37.50 |
2.7% |
80% |
True |
False |
312,729 |
20 |
1,397.25 |
1,210.00 |
187.25 |
13.6% |
38.00 |
2.8% |
90% |
True |
False |
302,737 |
40 |
1,397.25 |
1,039.50 |
357.75 |
26.0% |
41.25 |
3.0% |
95% |
True |
False |
263,769 |
60 |
1,397.25 |
1,039.50 |
357.75 |
26.0% |
40.75 |
3.0% |
95% |
True |
False |
175,944 |
80 |
1,397.25 |
1,039.50 |
357.75 |
26.0% |
40.50 |
2.9% |
95% |
True |
False |
132,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,576.75 |
2.618 |
1,507.75 |
1.618 |
1,465.50 |
1.000 |
1,439.50 |
0.618 |
1,423.25 |
HIGH |
1,397.25 |
0.618 |
1,381.00 |
0.500 |
1,376.00 |
0.382 |
1,371.25 |
LOW |
1,355.00 |
0.618 |
1,329.00 |
1.000 |
1,312.75 |
1.618 |
1,286.75 |
2.618 |
1,244.50 |
4.250 |
1,175.50 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,377.25 |
1,376.50 |
PP |
1,376.75 |
1,375.00 |
S1 |
1,376.00 |
1,373.75 |
|