Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,022.0 |
4,034.5 |
12.5 |
0.3% |
3,970.0 |
High |
4,077.0 |
4,068.5 |
-8.5 |
-0.2% |
4,077.0 |
Low |
3,993.5 |
3,907.0 |
-86.5 |
-2.2% |
3,890.5 |
Close |
4,040.5 |
3,938.5 |
-102.0 |
-2.5% |
4,040.5 |
Range |
83.5 |
161.5 |
78.0 |
93.4% |
186.5 |
ATR |
128.2 |
130.6 |
2.4 |
1.9% |
0.0 |
Volume |
113,494 |
108,338 |
-5,156 |
-4.5% |
429,966 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,456.0 |
4,358.5 |
4,027.5 |
|
R3 |
4,294.5 |
4,197.0 |
3,983.0 |
|
R2 |
4,133.0 |
4,133.0 |
3,968.0 |
|
R1 |
4,035.5 |
4,035.5 |
3,953.5 |
4,003.5 |
PP |
3,971.5 |
3,971.5 |
3,971.5 |
3,955.0 |
S1 |
3,874.0 |
3,874.0 |
3,923.5 |
3,842.0 |
S2 |
3,810.0 |
3,810.0 |
3,909.0 |
|
S3 |
3,648.5 |
3,712.5 |
3,894.0 |
|
S4 |
3,487.0 |
3,551.0 |
3,849.5 |
|
|
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 |
3,890.5 |
186.5 |
4.7% |
115.5 |
2.9% |
26% |
False |
False |
107,660 |
10 |
4,090.5 |
3,827.5 |
263.0 |
6.7% |
117.0 |
3.0% |
42% |
False |
False |
120,458 |
20 |
4,119.0 |
3,698.0 |
421.0 |
10.7% |
123.5 |
3.1% |
57% |
False |
False |
128,251 |
40 |
4,119.0 |
3,405.5 |
713.5 |
18.1% |
118.0 |
3.0% |
75% |
False |
False |
78,313 |
60 |
4,262.5 |
3,405.5 |
857.0 |
21.8% |
111.0 |
2.8% |
62% |
False |
False |
52,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,755.0 |
2.618 |
4,491.5 |
1.618 |
4,330.0 |
1.000 |
4,230.0 |
0.618 |
4,168.5 |
HIGH |
4,068.5 |
0.618 |
4,007.0 |
0.500 |
3,988.0 |
0.382 |
3,968.5 |
LOW |
3,907.0 |
0.618 |
3,807.0 |
1.000 |
3,745.5 |
1.618 |
3,645.5 |
2.618 |
3,484.0 |
4.250 |
3,220.5 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3,988.0 |
3,992.0 |
PP |
3,971.5 |
3,974.0 |
S1 |
3,955.0 |
3,956.5 |
|