Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,714 |
7,955 |
241 |
3.1% |
7,732 |
High |
8,023 |
8,035 |
12 |
0.1% |
8,035 |
Low |
7,701 |
7,840 |
139 |
1.8% |
7,381 |
Close |
7,958 |
7,983 |
25 |
0.3% |
7,983 |
Range |
322 |
195 |
-127 |
-39.4% |
654 |
ATR |
269 |
264 |
-5 |
-2.0% |
0 |
Volume |
204,331 |
209,362 |
5,031 |
2.5% |
949,832 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,538 |
8,455 |
8,090 |
|
R3 |
8,343 |
8,260 |
8,037 |
|
R2 |
8,148 |
8,148 |
8,019 |
|
R1 |
8,065 |
8,065 |
8,001 |
8,107 |
PP |
7,953 |
7,953 |
7,953 |
7,973 |
S1 |
7,870 |
7,870 |
7,965 |
7,912 |
S2 |
7,758 |
7,758 |
7,947 |
|
S3 |
7,563 |
7,675 |
7,930 |
|
S4 |
7,368 |
7,480 |
7,876 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,762 |
9,526 |
8,343 |
|
R3 |
9,108 |
8,872 |
8,163 |
|
R2 |
8,454 |
8,454 |
8,103 |
|
R1 |
8,218 |
8,218 |
8,043 |
8,336 |
PP |
7,800 |
7,800 |
7,800 |
7,859 |
S1 |
7,564 |
7,564 |
7,923 |
7,682 |
S2 |
7,146 |
7,146 |
7,863 |
|
S3 |
6,492 |
6,910 |
7,803 |
|
S4 |
5,838 |
6,256 |
7,623 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,035 |
7,381 |
654 |
8.2% |
279 |
3.5% |
92% |
True |
False |
189,966 |
10 |
8,035 |
7,225 |
810 |
10.1% |
279 |
3.5% |
94% |
True |
False |
195,646 |
20 |
8,035 |
6,416 |
1,619 |
20.3% |
269 |
3.4% |
97% |
True |
False |
155,757 |
40 |
8,235 |
6,416 |
1,819 |
22.8% |
256 |
3.2% |
86% |
False |
False |
78,021 |
60 |
8,721 |
6,416 |
2,305 |
28.9% |
250 |
3.1% |
68% |
False |
False |
52,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,864 |
2.618 |
8,546 |
1.618 |
8,351 |
1.000 |
8,230 |
0.618 |
8,156 |
HIGH |
8,035 |
0.618 |
7,961 |
0.500 |
7,938 |
0.382 |
7,915 |
LOW |
7,840 |
0.618 |
7,720 |
1.000 |
7,645 |
1.618 |
7,525 |
2.618 |
7,330 |
4.250 |
7,011 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,968 |
7,899 |
PP |
7,953 |
7,815 |
S1 |
7,938 |
7,731 |
|