Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3,960.0 |
4,022.0 |
62.0 |
1.6% |
3,970.0 |
High |
4,057.0 |
4,077.0 |
20.0 |
0.5% |
4,077.0 |
Low |
3,914.5 |
3,993.5 |
79.0 |
2.0% |
3,890.5 |
Close |
4,002.5 |
4,040.5 |
38.0 |
0.9% |
4,040.5 |
Range |
142.5 |
83.5 |
-59.0 |
-41.4% |
186.5 |
ATR |
131.6 |
128.2 |
-3.4 |
-2.6% |
0.0 |
Volume |
109,305 |
113,494 |
4,189 |
3.8% |
429,966 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,287.5 |
4,247.5 |
4,086.5 |
|
R3 |
4,204.0 |
4,164.0 |
4,063.5 |
|
R2 |
4,120.5 |
4,120.5 |
4,056.0 |
|
R1 |
4,080.5 |
4,080.5 |
4,048.0 |
4,100.5 |
PP |
4,037.0 |
4,037.0 |
4,037.0 |
4,047.0 |
S1 |
3,997.0 |
3,997.0 |
4,033.0 |
4,017.0 |
S2 |
3,953.5 |
3,953.5 |
4,025.0 |
|
S3 |
3,870.0 |
3,913.5 |
4,017.5 |
|
S4 |
3,786.5 |
3,830.0 |
3,994.5 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,562.0 |
4,488.0 |
4,143.0 |
|
R3 |
4,375.5 |
4,301.5 |
4,092.0 |
|
R2 |
4,189.0 |
4,189.0 |
4,074.5 |
|
R1 |
4,115.0 |
4,115.0 |
4,057.5 |
4,152.0 |
PP |
4,002.5 |
4,002.5 |
4,002.5 |
4,021.0 |
S1 |
3,928.5 |
3,928.5 |
4,023.5 |
3,965.5 |
S2 |
3,816.0 |
3,816.0 |
4,006.5 |
|
S3 |
3,629.5 |
3,742.0 |
3,989.0 |
|
S4 |
3,443.0 |
3,555.5 |
3,938.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,077.0 |
3,862.5 |
214.5 |
5.3% |
104.5 |
2.6% |
83% |
True |
False |
110,236 |
10 |
4,119.0 |
3,827.5 |
291.5 |
7.2% |
113.5 |
2.8% |
73% |
False |
False |
124,463 |
20 |
4,119.0 |
3,698.0 |
421.0 |
10.4% |
122.0 |
3.0% |
81% |
False |
False |
133,052 |
40 |
4,119.0 |
3,405.5 |
713.5 |
17.7% |
115.5 |
2.9% |
89% |
False |
False |
75,605 |
60 |
4,262.5 |
3,405.5 |
857.0 |
21.2% |
111.5 |
2.8% |
74% |
False |
False |
50,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,432.0 |
2.618 |
4,295.5 |
1.618 |
4,212.0 |
1.000 |
4,160.5 |
0.618 |
4,128.5 |
HIGH |
4,077.0 |
0.618 |
4,045.0 |
0.500 |
4,035.0 |
0.382 |
4,025.5 |
LOW |
3,993.5 |
0.618 |
3,942.0 |
1.000 |
3,910.0 |
1.618 |
3,858.5 |
2.618 |
3,775.0 |
4.250 |
3,638.5 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,039.0 |
4,022.0 |
PP |
4,037.0 |
4,003.5 |
S1 |
4,035.0 |
3,985.0 |
|