Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3,984.0 |
3,850.0 |
-134.0 |
-3.4% |
3,800.0 |
High |
3,996.5 |
3,906.0 |
-90.5 |
-2.3% |
4,119.0 |
Low |
3,854.0 |
3,827.5 |
-26.5 |
-0.7% |
3,698.0 |
Close |
3,886.0 |
3,872.5 |
-13.5 |
-0.3% |
3,985.0 |
Range |
142.5 |
78.5 |
-64.0 |
-44.9% |
421.0 |
ATR |
142.4 |
137.8 |
-4.6 |
-3.2% |
0.0 |
Volume |
93,677 |
130,078 |
36,401 |
38.9% |
704,902 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,104.0 |
4,067.0 |
3,915.5 |
|
R3 |
4,025.5 |
3,988.5 |
3,894.0 |
|
R2 |
3,947.0 |
3,947.0 |
3,887.0 |
|
R1 |
3,910.0 |
3,910.0 |
3,879.5 |
3,928.5 |
PP |
3,868.5 |
3,868.5 |
3,868.5 |
3,878.0 |
S1 |
3,831.5 |
3,831.5 |
3,865.5 |
3,850.0 |
S2 |
3,790.0 |
3,790.0 |
3,858.0 |
|
S3 |
3,711.5 |
3,753.0 |
3,851.0 |
|
S4 |
3,633.0 |
3,674.5 |
3,829.5 |
|
|
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 |
3,827.5 |
291.5 |
7.5% |
123.0 |
3.2% |
15% |
False |
True |
138,690 |
10 |
4,119.0 |
3,698.0 |
421.0 |
10.9% |
122.5 |
3.2% |
41% |
False |
False |
131,003 |
20 |
4,119.0 |
3,405.5 |
713.5 |
18.4% |
126.5 |
3.3% |
65% |
False |
False |
123,447 |
40 |
4,257.0 |
3,405.5 |
851.5 |
22.0% |
114.5 |
3.0% |
55% |
False |
False |
61,910 |
60 |
4,360.0 |
3,405.5 |
954.5 |
24.6% |
110.5 |
2.9% |
49% |
False |
False |
41,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,239.5 |
2.618 |
4,111.5 |
1.618 |
4,033.0 |
1.000 |
3,984.5 |
0.618 |
3,954.5 |
HIGH |
3,906.0 |
0.618 |
3,876.0 |
0.500 |
3,867.0 |
0.382 |
3,857.5 |
LOW |
3,827.5 |
0.618 |
3,779.0 |
1.000 |
3,749.0 |
1.618 |
3,700.5 |
2.618 |
3,622.0 |
4.250 |
3,494.0 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3,870.5 |
3,941.0 |
PP |
3,868.5 |
3,918.0 |
S1 |
3,867.0 |
3,895.0 |
|