Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,988 |
7,872 |
-116 |
-1.5% |
7,979 |
High |
8,038 |
7,995 |
-43 |
-0.5% |
8,060 |
Low |
7,845 |
7,814 |
-31 |
-0.4% |
7,653 |
Close |
7,884 |
7,980 |
96 |
1.2% |
8,017 |
Range |
193 |
181 |
-12 |
-6.2% |
407 |
ATR |
244 |
239 |
-4 |
-1.8% |
0 |
Volume |
123,068 |
184,230 |
61,162 |
49.7% |
611,249 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,473 |
8,407 |
8,080 |
|
R3 |
8,292 |
8,226 |
8,030 |
|
R2 |
8,111 |
8,111 |
8,013 |
|
R1 |
8,045 |
8,045 |
7,997 |
8,078 |
PP |
7,930 |
7,930 |
7,930 |
7,946 |
S1 |
7,864 |
7,864 |
7,964 |
7,897 |
S2 |
7,749 |
7,749 |
7,947 |
|
S3 |
7,568 |
7,683 |
7,930 |
|
S4 |
7,387 |
7,502 |
7,881 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,131 |
8,981 |
8,241 |
|
R3 |
8,724 |
8,574 |
8,129 |
|
R2 |
8,317 |
8,317 |
8,092 |
|
R1 |
8,167 |
8,167 |
8,054 |
8,242 |
PP |
7,910 |
7,910 |
7,910 |
7,948 |
S1 |
7,760 |
7,760 |
7,980 |
7,835 |
S2 |
7,503 |
7,503 |
7,943 |
|
S3 |
7,096 |
7,353 |
7,905 |
|
S4 |
6,689 |
6,946 |
7,793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,063 |
7,653 |
410 |
5.1% |
192 |
2.4% |
80% |
False |
False |
153,741 |
10 |
8,063 |
7,426 |
637 |
8.0% |
227 |
2.8% |
87% |
False |
False |
167,576 |
20 |
8,063 |
7,199 |
864 |
10.8% |
248 |
3.1% |
90% |
False |
False |
183,743 |
40 |
8,063 |
6,416 |
1,647 |
20.6% |
255 |
3.2% |
95% |
False |
False |
104,890 |
60 |
8,341 |
6,416 |
1,925 |
24.1% |
250 |
3.1% |
81% |
False |
False |
69,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,764 |
2.618 |
8,469 |
1.618 |
8,288 |
1.000 |
8,176 |
0.618 |
8,107 |
HIGH |
7,995 |
0.618 |
7,926 |
0.500 |
7,905 |
0.382 |
7,883 |
LOW |
7,814 |
0.618 |
7,702 |
1.000 |
7,633 |
1.618 |
7,521 |
2.618 |
7,340 |
4.250 |
7,045 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,955 |
7,966 |
PP |
7,930 |
7,952 |
S1 |
7,905 |
7,939 |
|