| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,108.0 |
2,047.0 |
-61.0 |
-2.9% |
2,003.0 |
| High |
2,111.0 |
2,126.0 |
15.0 |
0.7% |
2,179.0 |
| Low |
2,060.0 |
2,043.0 |
-17.0 |
-0.8% |
1,918.0 |
| Close |
2,084.0 |
2,108.0 |
24.0 |
1.2% |
2,117.0 |
| Range |
51.0 |
83.0 |
32.0 |
62.7% |
261.0 |
| ATR |
78.7 |
79.0 |
0.3 |
0.4% |
0.0 |
| Volume |
2,629 |
1,301 |
-1,328 |
-50.5% |
9,491 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,341.3 |
2,307.7 |
2,153.7 |
|
| R3 |
2,258.3 |
2,224.7 |
2,130.8 |
|
| R2 |
2,175.3 |
2,175.3 |
2,123.2 |
|
| R1 |
2,141.7 |
2,141.7 |
2,115.6 |
2,158.5 |
| PP |
2,092.3 |
2,092.3 |
2,092.3 |
2,100.8 |
| S1 |
2,058.7 |
2,058.7 |
2,100.4 |
2,075.5 |
| S2 |
2,009.3 |
2,009.3 |
2,092.8 |
|
| S3 |
1,926.3 |
1,975.7 |
2,085.2 |
|
| S4 |
1,843.3 |
1,892.7 |
2,062.4 |
|
|
| 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 |
2,043.0 |
136.0 |
6.5% |
74.8 |
3.5% |
48% |
False |
True |
2,077 |
| 10 |
2,179.0 |
1,918.0 |
261.0 |
12.4% |
73.7 |
3.5% |
73% |
False |
False |
1,699 |
| 20 |
2,179.0 |
1,806.0 |
373.0 |
17.7% |
71.6 |
3.4% |
81% |
False |
False |
12,708 |
| 40 |
2,188.0 |
1,693.0 |
495.0 |
23.5% |
64.1 |
3.0% |
84% |
False |
False |
7,051 |
| 60 |
2,296.0 |
1,693.0 |
603.0 |
28.6% |
63.4 |
3.0% |
69% |
False |
False |
4,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.8 |
|
2.618 |
2,343.3 |
|
1.618 |
2,260.3 |
|
1.000 |
2,209.0 |
|
0.618 |
2,177.3 |
|
HIGH |
2,126.0 |
|
0.618 |
2,094.3 |
|
0.500 |
2,084.5 |
|
0.382 |
2,074.7 |
|
LOW |
2,043.0 |
|
0.618 |
1,991.7 |
|
1.000 |
1,960.0 |
|
1.618 |
1,908.7 |
|
2.618 |
1,825.7 |
|
4.250 |
1,690.3 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,100.2 |
2,106.3 |
| PP |
2,092.3 |
2,104.7 |
| S1 |
2,084.5 |
2,103.0 |
|