Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3,970.0 |
3,910.0 |
-60.0 |
-1.5% |
4,045.0 |
High |
3,995.0 |
3,977.5 |
-17.5 |
-0.4% |
4,054.0 |
Low |
3,890.5 |
3,893.0 |
2.5 |
0.1% |
3,827.5 |
Close |
3,923.0 |
3,902.5 |
-20.5 |
-0.5% |
3,929.5 |
Range |
104.5 |
84.5 |
-20.0 |
-19.1% |
226.5 |
ATR |
133.4 |
129.9 |
-3.5 |
-2.6% |
0.0 |
Volume |
102,092 |
105,075 |
2,983 |
2.9% |
497,436 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,178.0 |
4,124.5 |
3,949.0 |
|
R3 |
4,093.5 |
4,040.0 |
3,925.5 |
|
R2 |
4,009.0 |
4,009.0 |
3,918.0 |
|
R1 |
3,955.5 |
3,955.5 |
3,910.0 |
3,940.0 |
PP |
3,924.5 |
3,924.5 |
3,924.5 |
3,916.5 |
S1 |
3,871.0 |
3,871.0 |
3,895.0 |
3,855.5 |
S2 |
3,840.0 |
3,840.0 |
3,887.0 |
|
S3 |
3,755.5 |
3,786.5 |
3,879.5 |
|
S4 |
3,671.0 |
3,702.0 |
3,856.0 |
|
|
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 |
3,996.5 |
3,827.5 |
169.0 |
4.3% |
103.5 |
2.6% |
44% |
False |
False |
110,427 |
10 |
4,119.0 |
3,753.0 |
366.0 |
9.4% |
124.5 |
3.2% |
41% |
False |
False |
131,416 |
20 |
4,119.0 |
3,683.5 |
435.5 |
11.2% |
122.5 |
3.1% |
50% |
False |
False |
138,862 |
40 |
4,220.5 |
3,405.5 |
815.0 |
20.9% |
115.5 |
3.0% |
61% |
False |
False |
70,106 |
60 |
4,262.5 |
3,405.5 |
857.0 |
22.0% |
110.0 |
2.8% |
58% |
False |
False |
46,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,336.5 |
2.618 |
4,198.5 |
1.618 |
4,114.0 |
1.000 |
4,062.0 |
0.618 |
4,029.5 |
HIGH |
3,977.5 |
0.618 |
3,945.0 |
0.500 |
3,935.0 |
0.382 |
3,925.5 |
LOW |
3,893.0 |
0.618 |
3,841.0 |
1.000 |
3,808.5 |
1.618 |
3,756.5 |
2.618 |
3,672.0 |
4.250 |
3,534.0 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3,935.0 |
3,929.0 |
PP |
3,924.5 |
3,920.0 |
S1 |
3,913.5 |
3,911.0 |
|