Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3,850.0 |
3,921.0 |
71.0 |
1.8% |
3,800.0 |
High |
3,906.0 |
3,969.0 |
63.0 |
1.6% |
4,119.0 |
Low |
3,827.5 |
3,862.5 |
35.0 |
0.9% |
3,698.0 |
Close |
3,872.5 |
3,929.5 |
57.0 |
1.5% |
3,985.0 |
Range |
78.5 |
106.5 |
28.0 |
35.7% |
421.0 |
ATR |
137.8 |
135.6 |
-2.2 |
-1.6% |
0.0 |
Volume |
130,078 |
121,215 |
-8,863 |
-6.8% |
704,902 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,240.0 |
4,191.0 |
3,988.0 |
|
R3 |
4,133.5 |
4,084.5 |
3,959.0 |
|
R2 |
4,027.0 |
4,027.0 |
3,949.0 |
|
R1 |
3,978.0 |
3,978.0 |
3,939.5 |
4,002.5 |
PP |
3,920.5 |
3,920.5 |
3,920.5 |
3,932.5 |
S1 |
3,871.5 |
3,871.5 |
3,919.5 |
3,896.0 |
S2 |
3,814.0 |
3,814.0 |
3,910.0 |
|
S3 |
3,707.5 |
3,765.0 |
3,900.0 |
|
S4 |
3,601.0 |
3,658.5 |
3,871.0 |
|
|
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 |
4,090.5 |
3,827.5 |
263.0 |
6.7% |
118.5 |
3.0% |
39% |
False |
False |
133,255 |
10 |
4,119.0 |
3,698.0 |
421.0 |
10.7% |
124.5 |
3.2% |
55% |
False |
False |
130,574 |
20 |
4,119.0 |
3,562.5 |
556.5 |
14.2% |
127.0 |
3.2% |
66% |
False |
False |
129,472 |
40 |
4,230.0 |
3,405.5 |
824.5 |
21.0% |
115.0 |
2.9% |
64% |
False |
False |
64,934 |
60 |
4,324.5 |
3,405.5 |
919.0 |
23.4% |
112.0 |
2.9% |
57% |
False |
False |
43,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,421.5 |
2.618 |
4,248.0 |
1.618 |
4,141.5 |
1.000 |
4,075.5 |
0.618 |
4,035.0 |
HIGH |
3,969.0 |
0.618 |
3,928.5 |
0.500 |
3,916.0 |
0.382 |
3,903.0 |
LOW |
3,862.5 |
0.618 |
3,796.5 |
1.000 |
3,756.0 |
1.618 |
3,690.0 |
2.618 |
3,583.5 |
4.250 |
3,410.0 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3,925.0 |
3,923.5 |
PP |
3,920.5 |
3,918.0 |
S1 |
3,916.0 |
3,912.0 |
|