Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
8,037 |
7,989 |
-48 |
-0.6% |
8,069 |
High |
8,074 |
8,043 |
-31 |
-0.4% |
8,082 |
Low |
7,899 |
7,861 |
-38 |
-0.5% |
7,726 |
Close |
8,002 |
7,967 |
-35 |
-0.4% |
8,056 |
Range |
175 |
182 |
7 |
4.0% |
356 |
ATR |
226 |
222 |
-3 |
-1.4% |
0 |
Volume |
169,045 |
168,139 |
-906 |
-0.5% |
888,929 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,503 |
8,417 |
8,067 |
|
R3 |
8,321 |
8,235 |
8,017 |
|
R2 |
8,139 |
8,139 |
8,000 |
|
R1 |
8,053 |
8,053 |
7,984 |
8,005 |
PP |
7,957 |
7,957 |
7,957 |
7,933 |
S1 |
7,871 |
7,871 |
7,950 |
7,823 |
S2 |
7,775 |
7,775 |
7,934 |
|
S3 |
7,593 |
7,689 |
7,917 |
|
S4 |
7,411 |
7,507 |
7,867 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,023 |
8,895 |
8,252 |
|
R3 |
8,667 |
8,539 |
8,154 |
|
R2 |
8,311 |
8,311 |
8,121 |
|
R1 |
8,183 |
8,183 |
8,089 |
8,069 |
PP |
7,955 |
7,955 |
7,955 |
7,898 |
S1 |
7,827 |
7,827 |
8,023 |
7,713 |
S2 |
7,599 |
7,599 |
7,991 |
|
S3 |
7,243 |
7,471 |
7,958 |
|
S4 |
6,887 |
7,115 |
7,860 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,082 |
7,752 |
330 |
4.1% |
201 |
2.5% |
65% |
False |
False |
186,379 |
10 |
8,137 |
7,726 |
411 |
5.2% |
202 |
2.5% |
59% |
False |
False |
176,643 |
20 |
8,137 |
7,426 |
711 |
8.9% |
216 |
2.7% |
76% |
False |
False |
171,902 |
40 |
8,137 |
6,416 |
1,721 |
21.6% |
247 |
3.1% |
90% |
False |
False |
144,382 |
60 |
8,235 |
6,416 |
1,819 |
22.8% |
240 |
3.0% |
85% |
False |
False |
96,310 |
80 |
9,000 |
6,416 |
2,584 |
32.4% |
236 |
3.0% |
60% |
False |
False |
72,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,817 |
2.618 |
8,520 |
1.618 |
8,338 |
1.000 |
8,225 |
0.618 |
8,156 |
HIGH |
8,043 |
0.618 |
7,974 |
0.500 |
7,952 |
0.382 |
7,931 |
LOW |
7,861 |
0.618 |
7,749 |
1.000 |
7,679 |
1.618 |
7,567 |
2.618 |
7,385 |
4.250 |
7,088 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,962 |
7,968 |
PP |
7,957 |
7,968 |
S1 |
7,952 |
7,967 |
|