Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,079.5 |
4,045.0 |
-34.5 |
-0.8% |
3,800.0 |
High |
4,090.5 |
4,054.0 |
-36.5 |
-0.9% |
4,119.0 |
Low |
3,966.5 |
3,913.0 |
-53.5 |
-1.3% |
3,698.0 |
Close |
3,985.0 |
3,936.5 |
-48.5 |
-1.2% |
3,985.0 |
Range |
124.0 |
141.0 |
17.0 |
13.7% |
421.0 |
ATR |
142.5 |
142.4 |
-0.1 |
-0.1% |
0.0 |
Volume |
168,841 |
152,466 |
-16,375 |
-9.7% |
704,902 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,391.0 |
4,304.5 |
4,014.0 |
|
R3 |
4,250.0 |
4,163.5 |
3,975.5 |
|
R2 |
4,109.0 |
4,109.0 |
3,962.5 |
|
R1 |
4,022.5 |
4,022.5 |
3,949.5 |
3,995.0 |
PP |
3,968.0 |
3,968.0 |
3,968.0 |
3,954.0 |
S1 |
3,881.5 |
3,881.5 |
3,923.5 |
3,854.0 |
S2 |
3,827.0 |
3,827.0 |
3,910.5 |
|
S3 |
3,686.0 |
3,740.5 |
3,897.5 |
|
S4 |
3,545.0 |
3,599.5 |
3,859.0 |
|
|
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 |
3,753.0 |
366.0 |
9.3% |
145.5 |
3.7% |
50% |
False |
False |
152,405 |
10 |
4,119.0 |
3,698.0 |
421.0 |
10.7% |
129.5 |
3.3% |
57% |
False |
False |
135,009 |
20 |
4,119.0 |
3,405.5 |
713.5 |
18.1% |
128.5 |
3.3% |
74% |
False |
False |
112,313 |
40 |
4,262.5 |
3,405.5 |
857.0 |
21.8% |
114.5 |
2.9% |
62% |
False |
False |
56,323 |
60 |
4,445.0 |
3,405.5 |
1,039.5 |
26.4% |
109.5 |
2.8% |
51% |
False |
False |
37,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,653.0 |
2.618 |
4,423.0 |
1.618 |
4,282.0 |
1.000 |
4,195.0 |
0.618 |
4,141.0 |
HIGH |
4,054.0 |
0.618 |
4,000.0 |
0.500 |
3,983.5 |
0.382 |
3,967.0 |
LOW |
3,913.0 |
0.618 |
3,826.0 |
1.000 |
3,772.0 |
1.618 |
3,685.0 |
2.618 |
3,544.0 |
4.250 |
3,314.0 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3,983.5 |
4,016.0 |
PP |
3,968.0 |
3,989.5 |
S1 |
3,952.0 |
3,963.0 |
|