Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3,998.0 |
4,079.5 |
81.5 |
2.0% |
3,800.0 |
High |
4,119.0 |
4,090.5 |
-28.5 |
-0.7% |
4,119.0 |
Low |
3,990.5 |
3,966.5 |
-24.0 |
-0.6% |
3,698.0 |
Close |
4,085.5 |
3,985.0 |
-100.5 |
-2.5% |
3,985.0 |
Range |
128.5 |
124.0 |
-4.5 |
-3.5% |
421.0 |
ATR |
143.9 |
142.5 |
-1.4 |
-1.0% |
0.0 |
Volume |
148,389 |
168,841 |
20,452 |
13.8% |
704,902 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,386.0 |
4,309.5 |
4,053.0 |
|
R3 |
4,262.0 |
4,185.5 |
4,019.0 |
|
R2 |
4,138.0 |
4,138.0 |
4,007.5 |
|
R1 |
4,061.5 |
4,061.5 |
3,996.5 |
4,038.0 |
PP |
4,014.0 |
4,014.0 |
4,014.0 |
4,002.0 |
S1 |
3,937.5 |
3,937.5 |
3,973.5 |
3,914.0 |
S2 |
3,890.0 |
3,890.0 |
3,962.5 |
|
S3 |
3,766.0 |
3,813.5 |
3,951.0 |
|
S4 |
3,642.0 |
3,689.5 |
3,917.0 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,197.0 |
5,012.0 |
4,216.5 |
|
R3 |
4,776.0 |
4,591.0 |
4,101.0 |
|
R2 |
4,355.0 |
4,355.0 |
4,062.0 |
|
R1 |
4,170.0 |
4,170.0 |
4,023.5 |
4,262.5 |
PP |
3,934.0 |
3,934.0 |
3,934.0 |
3,980.0 |
S1 |
3,749.0 |
3,749.0 |
3,946.5 |
3,841.5 |
S2 |
3,513.0 |
3,513.0 |
3,908.0 |
|
S3 |
3,092.0 |
3,328.0 |
3,869.0 |
|
S4 |
2,671.0 |
2,907.0 |
3,753.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,119.0 |
3,698.0 |
421.0 |
10.6% |
138.5 |
3.5% |
68% |
False |
False |
140,980 |
10 |
4,119.0 |
3,698.0 |
421.0 |
10.6% |
134.0 |
3.4% |
68% |
False |
False |
134,416 |
20 |
4,119.0 |
3,405.5 |
713.5 |
17.9% |
128.5 |
3.2% |
81% |
False |
False |
104,730 |
40 |
4,262.5 |
3,405.5 |
857.0 |
21.5% |
113.5 |
2.9% |
68% |
False |
False |
52,523 |
60 |
4,533.5 |
3,405.5 |
1,128.0 |
28.3% |
108.5 |
2.7% |
51% |
False |
False |
35,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,617.5 |
2.618 |
4,415.0 |
1.618 |
4,291.0 |
1.000 |
4,214.5 |
0.618 |
4,167.0 |
HIGH |
4,090.5 |
0.618 |
4,043.0 |
0.500 |
4,028.5 |
0.382 |
4,014.0 |
LOW |
3,966.5 |
0.618 |
3,890.0 |
1.000 |
3,842.5 |
1.618 |
3,766.0 |
2.618 |
3,642.0 |
4.250 |
3,439.5 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,028.5 |
3,974.5 |
PP |
4,014.0 |
3,964.0 |
S1 |
3,999.5 |
3,953.5 |
|