Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
920.0 |
929.1 |
9.1 |
1.0% |
954.8 |
High |
935.8 |
931.8 |
-4.0 |
-0.4% |
960.5 |
Low |
918.6 |
896.1 |
-22.5 |
-2.4% |
918.4 |
Close |
927.7 |
908.9 |
-18.8 |
-2.0% |
925.3 |
Range |
17.2 |
35.7 |
18.5 |
107.6% |
42.1 |
ATR |
26.7 |
27.4 |
0.6 |
2.4% |
0.0 |
Volume |
93,007 |
84,432 |
-8,575 |
-9.2% |
228,134 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,019.4 |
999.8 |
928.5 |
|
R3 |
983.7 |
964.1 |
918.7 |
|
R2 |
948.0 |
948.0 |
915.4 |
|
R1 |
928.4 |
928.4 |
912.2 |
920.4 |
PP |
912.3 |
912.3 |
912.3 |
908.2 |
S1 |
892.7 |
892.7 |
905.6 |
884.7 |
S2 |
876.6 |
876.6 |
902.4 |
|
S3 |
840.9 |
857.0 |
899.1 |
|
S4 |
805.2 |
821.3 |
889.3 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,061.0 |
1,035.3 |
948.5 |
|
R3 |
1,018.9 |
993.2 |
936.9 |
|
R2 |
976.8 |
976.8 |
933.0 |
|
R1 |
951.1 |
951.1 |
929.2 |
942.9 |
PP |
934.7 |
934.7 |
934.7 |
930.7 |
S1 |
909.0 |
909.0 |
921.4 |
900.8 |
S2 |
892.6 |
892.6 |
917.6 |
|
S3 |
850.5 |
866.9 |
913.7 |
|
S4 |
808.4 |
824.8 |
902.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
938.8 |
896.1 |
42.7 |
4.7% |
21.7 |
2.4% |
30% |
False |
True |
86,989 |
10 |
970.0 |
896.1 |
73.9 |
8.1% |
21.9 |
2.4% |
17% |
False |
True |
62,160 |
20 |
970.0 |
885.0 |
85.0 |
9.4% |
24.8 |
2.7% |
28% |
False |
False |
39,698 |
40 |
1,009.8 |
885.0 |
124.8 |
13.7% |
26.1 |
2.9% |
19% |
False |
False |
22,058 |
60 |
1,009.8 |
805.2 |
204.6 |
22.5% |
26.0 |
2.9% |
51% |
False |
False |
15,881 |
80 |
1,009.8 |
760.7 |
249.1 |
27.4% |
25.4 |
2.8% |
59% |
False |
False |
12,353 |
100 |
1,009.8 |
705.7 |
304.1 |
33.5% |
24.9 |
2.7% |
67% |
False |
False |
10,278 |
120 |
1,009.8 |
691.8 |
318.0 |
35.0% |
25.6 |
2.8% |
68% |
False |
False |
8,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,083.5 |
2.618 |
1,025.3 |
1.618 |
989.6 |
1.000 |
967.5 |
0.618 |
953.9 |
HIGH |
931.8 |
0.618 |
918.2 |
0.500 |
914.0 |
0.382 |
909.7 |
LOW |
896.1 |
0.618 |
874.0 |
1.000 |
860.4 |
1.618 |
838.3 |
2.618 |
802.6 |
4.250 |
744.4 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
914.0 |
916.0 |
PP |
912.3 |
913.6 |
S1 |
910.6 |
911.3 |
|