Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3,921.0 |
3,970.0 |
49.0 |
1.2% |
4,045.0 |
High |
3,969.0 |
3,995.0 |
26.0 |
0.7% |
4,054.0 |
Low |
3,862.5 |
3,890.5 |
28.0 |
0.7% |
3,827.5 |
Close |
3,929.5 |
3,923.0 |
-6.5 |
-0.2% |
3,929.5 |
Range |
106.5 |
104.5 |
-2.0 |
-1.9% |
226.5 |
ATR |
135.6 |
133.4 |
-2.2 |
-1.6% |
0.0 |
Volume |
121,215 |
102,092 |
-19,123 |
-15.8% |
497,436 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,249.5 |
4,191.0 |
3,980.5 |
|
R3 |
4,145.0 |
4,086.5 |
3,951.5 |
|
R2 |
4,040.5 |
4,040.5 |
3,942.0 |
|
R1 |
3,982.0 |
3,982.0 |
3,932.5 |
3,959.0 |
PP |
3,936.0 |
3,936.0 |
3,936.0 |
3,925.0 |
S1 |
3,877.5 |
3,877.5 |
3,913.5 |
3,854.5 |
S2 |
3,831.5 |
3,831.5 |
3,904.0 |
|
S3 |
3,727.0 |
3,773.0 |
3,894.5 |
|
S4 |
3,622.5 |
3,668.5 |
3,865.5 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,616.5 |
4,499.5 |
4,054.0 |
|
R3 |
4,390.0 |
4,273.0 |
3,992.0 |
|
R2 |
4,163.5 |
4,163.5 |
3,971.0 |
|
R1 |
4,046.5 |
4,046.5 |
3,950.5 |
3,992.0 |
PP |
3,937.0 |
3,937.0 |
3,937.0 |
3,909.5 |
S1 |
3,820.0 |
3,820.0 |
3,908.5 |
3,765.0 |
S2 |
3,710.5 |
3,710.5 |
3,888.0 |
|
S3 |
3,484.0 |
3,593.5 |
3,867.0 |
|
S4 |
3,257.5 |
3,367.0 |
3,805.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,054.0 |
3,827.5 |
226.5 |
5.8% |
114.5 |
2.9% |
42% |
False |
False |
119,905 |
10 |
4,119.0 |
3,698.0 |
421.0 |
10.7% |
126.5 |
3.2% |
53% |
False |
False |
130,443 |
20 |
4,119.0 |
3,562.5 |
556.5 |
14.2% |
126.5 |
3.2% |
65% |
False |
False |
134,094 |
40 |
4,220.5 |
3,405.5 |
815.0 |
20.8% |
114.5 |
2.9% |
63% |
False |
False |
67,481 |
60 |
4,288.0 |
3,405.5 |
882.5 |
22.5% |
112.5 |
2.9% |
59% |
False |
False |
45,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,439.0 |
2.618 |
4,268.5 |
1.618 |
4,164.0 |
1.000 |
4,099.5 |
0.618 |
4,059.5 |
HIGH |
3,995.0 |
0.618 |
3,955.0 |
0.500 |
3,943.0 |
0.382 |
3,930.5 |
LOW |
3,890.5 |
0.618 |
3,826.0 |
1.000 |
3,786.0 |
1.618 |
3,721.5 |
2.618 |
3,617.0 |
4.250 |
3,446.5 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3,943.0 |
3,919.0 |
PP |
3,936.0 |
3,915.0 |
S1 |
3,929.5 |
3,911.0 |
|