| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3,970.0 |
3,992.0 |
22.0 |
0.6% |
4,034.5 |
| High |
4,044.5 |
4,132.0 |
87.5 |
2.2% |
4,132.0 |
| Low |
3,952.5 |
3,990.0 |
37.5 |
0.9% |
3,845.0 |
| Close |
3,975.0 |
4,107.5 |
132.5 |
3.3% |
4,107.5 |
| Range |
92.0 |
142.0 |
50.0 |
54.3% |
287.0 |
| ATR |
127.5 |
129.6 |
2.1 |
1.7% |
0.0 |
| Volume |
120,065 |
110,988 |
-9,077 |
-7.6% |
584,122 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,502.5 |
4,447.0 |
4,185.5 |
|
| R3 |
4,360.5 |
4,305.0 |
4,146.5 |
|
| R2 |
4,218.5 |
4,218.5 |
4,133.5 |
|
| R1 |
4,163.0 |
4,163.0 |
4,120.5 |
4,191.0 |
| PP |
4,076.5 |
4,076.5 |
4,076.5 |
4,090.5 |
| S1 |
4,021.0 |
4,021.0 |
4,094.5 |
4,049.0 |
| S2 |
3,934.5 |
3,934.5 |
4,081.5 |
|
| S3 |
3,792.5 |
3,879.0 |
4,068.5 |
|
| S4 |
3,650.5 |
3,737.0 |
4,029.5 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,889.0 |
4,785.5 |
4,265.5 |
|
| R3 |
4,602.0 |
4,498.5 |
4,186.5 |
|
| R2 |
4,315.0 |
4,315.0 |
4,160.0 |
|
| R1 |
4,211.5 |
4,211.5 |
4,134.0 |
4,263.0 |
| PP |
4,028.0 |
4,028.0 |
4,028.0 |
4,054.0 |
| S1 |
3,924.5 |
3,924.5 |
4,081.0 |
3,976.0 |
| S2 |
3,741.0 |
3,741.0 |
4,055.0 |
|
| S3 |
3,454.0 |
3,637.5 |
4,028.5 |
|
| S4 |
3,167.0 |
3,350.5 |
3,949.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,132.0 |
3,845.0 |
287.0 |
7.0% |
130.5 |
3.2% |
91% |
True |
False |
116,824 |
| 10 |
4,132.0 |
3,845.0 |
287.0 |
7.0% |
117.5 |
2.9% |
91% |
True |
False |
113,530 |
| 20 |
4,132.0 |
3,698.0 |
434.0 |
10.6% |
120.0 |
2.9% |
94% |
True |
False |
122,267 |
| 40 |
4,132.0 |
3,405.5 |
726.5 |
17.7% |
122.5 |
3.0% |
97% |
True |
False |
90,186 |
| 60 |
4,262.5 |
3,405.5 |
857.0 |
20.9% |
113.0 |
2.7% |
82% |
False |
False |
60,216 |
| 80 |
4,596.5 |
3,405.5 |
1,191.0 |
29.0% |
102.0 |
2.5% |
59% |
False |
False |
45,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,735.5 |
|
2.618 |
4,504.0 |
|
1.618 |
4,362.0 |
|
1.000 |
4,274.0 |
|
0.618 |
4,220.0 |
|
HIGH |
4,132.0 |
|
0.618 |
4,078.0 |
|
0.500 |
4,061.0 |
|
0.382 |
4,044.0 |
|
LOW |
3,990.0 |
|
0.618 |
3,902.0 |
|
1.000 |
3,848.0 |
|
1.618 |
3,760.0 |
|
2.618 |
3,618.0 |
|
4.250 |
3,386.5 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,092.0 |
4,077.5 |
| PP |
4,076.5 |
4,047.5 |
| S1 |
4,061.0 |
4,017.0 |
|