Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,924 |
7,803 |
-121 |
-1.5% |
7,992 |
High |
7,998 |
7,975 |
-23 |
-0.3% |
8,137 |
Low |
7,801 |
7,752 |
-49 |
-0.6% |
7,814 |
Close |
7,816 |
7,915 |
99 |
1.3% |
8,084 |
Range |
197 |
223 |
26 |
13.2% |
323 |
ATR |
230 |
230 |
-1 |
-0.2% |
0 |
Volume |
189,939 |
208,723 |
18,784 |
9.9% |
820,310 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,550 |
8,455 |
8,038 |
|
R3 |
8,327 |
8,232 |
7,976 |
|
R2 |
8,104 |
8,104 |
7,956 |
|
R1 |
8,009 |
8,009 |
7,936 |
8,057 |
PP |
7,881 |
7,881 |
7,881 |
7,904 |
S1 |
7,786 |
7,786 |
7,895 |
7,834 |
S2 |
7,658 |
7,658 |
7,874 |
|
S3 |
7,435 |
7,563 |
7,854 |
|
S4 |
7,212 |
7,340 |
7,792 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,981 |
8,855 |
8,262 |
|
R3 |
8,658 |
8,532 |
8,173 |
|
R2 |
8,335 |
8,335 |
8,143 |
|
R1 |
8,209 |
8,209 |
8,114 |
8,272 |
PP |
8,012 |
8,012 |
8,012 |
8,043 |
S1 |
7,886 |
7,886 |
8,055 |
7,949 |
S2 |
7,689 |
7,689 |
8,025 |
|
S3 |
7,366 |
7,563 |
7,995 |
|
S4 |
7,043 |
7,240 |
7,906 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,137 |
7,726 |
411 |
5.2% |
209 |
2.6% |
46% |
False |
False |
176,309 |
10 |
8,137 |
7,726 |
411 |
5.2% |
203 |
2.6% |
46% |
False |
False |
166,697 |
20 |
8,137 |
7,381 |
756 |
9.6% |
225 |
2.8% |
71% |
False |
False |
177,108 |
40 |
8,137 |
6,416 |
1,721 |
21.7% |
249 |
3.1% |
87% |
False |
False |
131,072 |
60 |
8,312 |
6,416 |
1,896 |
24.0% |
241 |
3.0% |
79% |
False |
False |
87,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,923 |
2.618 |
8,559 |
1.618 |
8,336 |
1.000 |
8,198 |
0.618 |
8,113 |
HIGH |
7,975 |
0.618 |
7,890 |
0.500 |
7,864 |
0.382 |
7,837 |
LOW |
7,752 |
0.618 |
7,614 |
1.000 |
7,529 |
1.618 |
7,391 |
2.618 |
7,168 |
4.250 |
6,804 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,898 |
7,897 |
PP |
7,881 |
7,880 |
S1 |
7,864 |
7,862 |
|