Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3,948.5 |
3,931.5 |
-17.0 |
-0.4% |
3,970.0 |
High |
3,993.5 |
4,012.0 |
18.5 |
0.5% |
4,077.0 |
Low |
3,845.0 |
3,902.5 |
57.5 |
1.5% |
3,890.5 |
Close |
3,939.5 |
3,987.5 |
48.0 |
1.2% |
4,040.5 |
Range |
148.5 |
109.5 |
-39.0 |
-26.3% |
186.5 |
ATR |
131.9 |
130.3 |
-1.6 |
-1.2% |
0.0 |
Volume |
107,793 |
136,938 |
29,145 |
27.0% |
429,966 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,296.0 |
4,251.0 |
4,047.5 |
|
R3 |
4,186.5 |
4,141.5 |
4,017.5 |
|
R2 |
4,077.0 |
4,077.0 |
4,007.5 |
|
R1 |
4,032.0 |
4,032.0 |
3,997.5 |
4,054.5 |
PP |
3,967.5 |
3,967.5 |
3,967.5 |
3,978.5 |
S1 |
3,922.5 |
3,922.5 |
3,977.5 |
3,945.0 |
S2 |
3,858.0 |
3,858.0 |
3,967.5 |
|
S3 |
3,748.5 |
3,813.0 |
3,957.5 |
|
S4 |
3,639.0 |
3,703.5 |
3,927.5 |
|
|
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 |
3,845.0 |
232.0 |
5.8% |
129.0 |
3.2% |
61% |
False |
False |
115,173 |
10 |
4,077.0 |
3,827.5 |
249.5 |
6.3% |
116.0 |
2.9% |
64% |
False |
False |
112,800 |
20 |
4,119.0 |
3,698.0 |
421.0 |
10.6% |
123.0 |
3.1% |
69% |
False |
False |
123,904 |
40 |
4,119.0 |
3,405.5 |
713.5 |
17.9% |
120.5 |
3.0% |
82% |
False |
False |
84,424 |
60 |
4,262.5 |
3,405.5 |
857.0 |
21.5% |
112.0 |
2.8% |
68% |
False |
False |
56,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,477.5 |
2.618 |
4,298.5 |
1.618 |
4,189.0 |
1.000 |
4,121.5 |
0.618 |
4,079.5 |
HIGH |
4,012.0 |
0.618 |
3,970.0 |
0.500 |
3,957.0 |
0.382 |
3,944.5 |
LOW |
3,902.5 |
0.618 |
3,835.0 |
1.000 |
3,793.0 |
1.618 |
3,725.5 |
2.618 |
3,616.0 |
4.250 |
3,437.0 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3,977.5 |
3,977.0 |
PP |
3,967.5 |
3,967.0 |
S1 |
3,957.0 |
3,957.0 |
|