| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,082.0 |
2,125.0 |
43.0 |
2.1% |
2,003.0 |
| High |
2,153.0 |
2,179.0 |
26.0 |
1.2% |
2,179.0 |
| Low |
2,065.0 |
2,111.0 |
46.0 |
2.2% |
1,918.0 |
| Close |
2,141.0 |
2,117.0 |
-24.0 |
-1.1% |
2,117.0 |
| Range |
88.0 |
68.0 |
-20.0 |
-22.7% |
261.0 |
| ATR |
81.5 |
80.6 |
-1.0 |
-1.2% |
0.0 |
| Volume |
1,560 |
4,103 |
2,543 |
163.0% |
9,491 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,339.7 |
2,296.3 |
2,154.4 |
|
| R3 |
2,271.7 |
2,228.3 |
2,135.7 |
|
| R2 |
2,203.7 |
2,203.7 |
2,129.5 |
|
| R1 |
2,160.3 |
2,160.3 |
2,123.2 |
2,148.0 |
| PP |
2,135.7 |
2,135.7 |
2,135.7 |
2,129.5 |
| S1 |
2,092.3 |
2,092.3 |
2,110.8 |
2,080.0 |
| S2 |
2,067.7 |
2,067.7 |
2,104.5 |
|
| S3 |
1,999.7 |
2,024.3 |
2,098.3 |
|
| S4 |
1,931.7 |
1,956.3 |
2,079.6 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.3 |
2,746.7 |
2,260.6 |
|
| R3 |
2,593.3 |
2,485.7 |
2,188.8 |
|
| R2 |
2,332.3 |
2,332.3 |
2,164.9 |
|
| R1 |
2,224.7 |
2,224.7 |
2,140.9 |
2,278.5 |
| PP |
2,071.3 |
2,071.3 |
2,071.3 |
2,098.3 |
| S1 |
1,963.7 |
1,963.7 |
2,093.1 |
2,017.5 |
| S2 |
1,810.3 |
1,810.3 |
2,069.2 |
|
| S3 |
1,549.3 |
1,702.7 |
2,045.2 |
|
| S4 |
1,288.3 |
1,441.7 |
1,973.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,179.0 |
1,918.0 |
261.0 |
12.3% |
82.2 |
3.9% |
76% |
True |
False |
1,898 |
| 10 |
2,179.0 |
1,918.0 |
261.0 |
12.3% |
74.0 |
3.5% |
76% |
True |
False |
2,255 |
| 20 |
2,179.0 |
1,693.0 |
486.0 |
23.0% |
74.6 |
3.5% |
87% |
True |
False |
13,263 |
| 40 |
2,296.0 |
1,693.0 |
603.0 |
28.5% |
63.0 |
3.0% |
70% |
False |
False |
6,963 |
| 60 |
2,437.0 |
1,693.0 |
744.0 |
35.1% |
63.2 |
3.0% |
57% |
False |
False |
4,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.0 |
|
2.618 |
2,357.0 |
|
1.618 |
2,289.0 |
|
1.000 |
2,247.0 |
|
0.618 |
2,221.0 |
|
HIGH |
2,179.0 |
|
0.618 |
2,153.0 |
|
0.500 |
2,145.0 |
|
0.382 |
2,137.0 |
|
LOW |
2,111.0 |
|
0.618 |
2,069.0 |
|
1.000 |
2,043.0 |
|
1.618 |
2,001.0 |
|
2.618 |
1,933.0 |
|
4.250 |
1,822.0 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,145.0 |
2,098.5 |
| PP |
2,135.7 |
2,080.0 |
| S1 |
2,126.3 |
2,061.5 |
|