Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,359.25 |
1,377.25 |
18.00 |
1.3% |
1,349.50 |
High |
1,397.25 |
1,417.25 |
20.00 |
1.4% |
1,378.50 |
Low |
1,355.00 |
1,376.25 |
21.25 |
1.6% |
1,299.75 |
Close |
1,377.75 |
1,393.50 |
15.75 |
1.1% |
1,375.00 |
Range |
42.25 |
41.00 |
-1.25 |
-3.0% |
78.75 |
ATR |
38.69 |
38.85 |
0.17 |
0.4% |
0.00 |
Volume |
263,519 |
289,106 |
25,587 |
9.7% |
1,589,371 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,518.75 |
1,497.00 |
1,416.00 |
|
R3 |
1,477.75 |
1,456.00 |
1,404.75 |
|
R2 |
1,436.75 |
1,436.75 |
1,401.00 |
|
R1 |
1,415.00 |
1,415.00 |
1,397.25 |
1,426.00 |
PP |
1,395.75 |
1,395.75 |
1,395.75 |
1,401.00 |
S1 |
1,374.00 |
1,374.00 |
1,389.75 |
1,385.00 |
S2 |
1,354.75 |
1,354.75 |
1,386.00 |
|
S3 |
1,313.75 |
1,333.00 |
1,382.25 |
|
S4 |
1,272.75 |
1,292.00 |
1,371.00 |
|
|
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 |
1,417.25 |
1,335.50 |
81.75 |
5.9% |
37.25 |
2.7% |
71% |
True |
False |
303,479 |
10 |
1,417.25 |
1,299.75 |
117.50 |
8.4% |
36.50 |
2.6% |
80% |
True |
False |
310,126 |
20 |
1,417.25 |
1,248.75 |
168.50 |
12.1% |
37.75 |
2.7% |
86% |
True |
False |
301,593 |
40 |
1,417.25 |
1,039.50 |
377.75 |
27.1% |
41.50 |
3.0% |
94% |
True |
False |
270,982 |
60 |
1,417.25 |
1,039.50 |
377.75 |
27.1% |
40.75 |
2.9% |
94% |
True |
False |
180,761 |
80 |
1,417.25 |
1,039.50 |
377.75 |
27.1% |
40.75 |
2.9% |
94% |
True |
False |
135,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,591.50 |
2.618 |
1,524.50 |
1.618 |
1,483.50 |
1.000 |
1,458.25 |
0.618 |
1,442.50 |
HIGH |
1,417.25 |
0.618 |
1,401.50 |
0.500 |
1,396.75 |
0.382 |
1,392.00 |
LOW |
1,376.25 |
0.618 |
1,351.00 |
1.000 |
1,335.25 |
1.618 |
1,310.00 |
2.618 |
1,269.00 |
4.250 |
1,202.00 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,396.75 |
1,390.50 |
PP |
1,395.75 |
1,387.25 |
S1 |
1,394.50 |
1,384.00 |
|