Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,955 |
7,979 |
24 |
0.3% |
7,732 |
High |
8,035 |
8,060 |
25 |
0.3% |
8,035 |
Low |
7,840 |
7,804 |
-36 |
-0.5% |
7,381 |
Close |
7,983 |
7,916 |
-67 |
-0.8% |
7,983 |
Range |
195 |
256 |
61 |
31.3% |
654 |
ATR |
264 |
263 |
-1 |
-0.2% |
0 |
Volume |
209,362 |
163,191 |
-46,171 |
-22.1% |
949,832 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,695 |
8,561 |
8,057 |
|
R3 |
8,439 |
8,305 |
7,987 |
|
R2 |
8,183 |
8,183 |
7,963 |
|
R1 |
8,049 |
8,049 |
7,940 |
7,988 |
PP |
7,927 |
7,927 |
7,927 |
7,896 |
S1 |
7,793 |
7,793 |
7,893 |
7,732 |
S2 |
7,671 |
7,671 |
7,869 |
|
S3 |
7,415 |
7,537 |
7,846 |
|
S4 |
7,159 |
7,281 |
7,775 |
|
|
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 |
8,060 |
7,426 |
634 |
8.0% |
255 |
3.2% |
77% |
True |
False |
188,712 |
10 |
8,060 |
7,381 |
679 |
8.6% |
252 |
3.2% |
79% |
True |
False |
195,836 |
20 |
8,060 |
6,461 |
1,599 |
20.2% |
268 |
3.4% |
91% |
True |
False |
163,856 |
40 |
8,233 |
6,416 |
1,817 |
23.0% |
255 |
3.2% |
83% |
False |
False |
82,099 |
60 |
8,497 |
6,416 |
2,081 |
26.3% |
251 |
3.2% |
72% |
False |
False |
54,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,148 |
2.618 |
8,730 |
1.618 |
8,474 |
1.000 |
8,316 |
0.618 |
8,218 |
HIGH |
8,060 |
0.618 |
7,962 |
0.500 |
7,932 |
0.382 |
7,902 |
LOW |
7,804 |
0.618 |
7,646 |
1.000 |
7,548 |
1.618 |
7,390 |
2.618 |
7,134 |
4.250 |
6,716 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,932 |
7,904 |
PP |
7,927 |
7,892 |
S1 |
7,921 |
7,881 |
|