Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,067.0 |
4,183.5 |
116.5 |
2.9% |
4,034.5 |
High |
4,181.0 |
4,256.0 |
75.0 |
1.8% |
4,132.0 |
Low |
4,049.5 |
4,141.0 |
91.5 |
2.3% |
3,845.0 |
Close |
4,157.5 |
4,207.0 |
49.5 |
1.2% |
4,107.5 |
Range |
131.5 |
115.0 |
-16.5 |
-12.5% |
287.0 |
ATR |
126.6 |
125.8 |
-0.8 |
-0.7% |
0.0 |
Volume |
112,676 |
101,217 |
-11,459 |
-10.2% |
584,122 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,546.5 |
4,491.5 |
4,270.0 |
|
R3 |
4,431.5 |
4,376.5 |
4,238.5 |
|
R2 |
4,316.5 |
4,316.5 |
4,228.0 |
|
R1 |
4,261.5 |
4,261.5 |
4,217.5 |
4,289.0 |
PP |
4,201.5 |
4,201.5 |
4,201.5 |
4,215.0 |
S1 |
4,146.5 |
4,146.5 |
4,196.5 |
4,174.0 |
S2 |
4,086.5 |
4,086.5 |
4,186.0 |
|
S3 |
3,971.5 |
4,031.5 |
4,175.5 |
|
S4 |
3,856.5 |
3,916.5 |
4,144.0 |
|
|
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 |
4,256.0 |
3,990.0 |
266.0 |
6.3% |
110.5 |
2.6% |
82% |
True |
False |
103,114 |
10 |
4,256.0 |
3,845.0 |
411.0 |
9.8% |
114.5 |
2.7% |
88% |
True |
False |
110,220 |
20 |
4,256.0 |
3,788.0 |
468.0 |
11.1% |
118.5 |
2.8% |
90% |
True |
False |
120,338 |
40 |
4,256.0 |
3,405.5 |
850.5 |
20.2% |
123.5 |
2.9% |
94% |
True |
False |
100,275 |
60 |
4,262.5 |
3,405.5 |
857.0 |
20.4% |
113.5 |
2.7% |
94% |
False |
False |
66,957 |
80 |
4,596.5 |
3,405.5 |
1,191.0 |
28.3% |
107.0 |
2.5% |
67% |
False |
False |
50,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,745.0 |
2.618 |
4,557.0 |
1.618 |
4,442.0 |
1.000 |
4,371.0 |
0.618 |
4,327.0 |
HIGH |
4,256.0 |
0.618 |
4,212.0 |
0.500 |
4,198.5 |
0.382 |
4,185.0 |
LOW |
4,141.0 |
0.618 |
4,070.0 |
1.000 |
4,026.0 |
1.618 |
3,955.0 |
2.618 |
3,840.0 |
4.250 |
3,652.0 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,204.0 |
4,182.5 |
PP |
4,201.5 |
4,158.5 |
S1 |
4,198.5 |
4,134.0 |
|