| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,047.0 |
2,139.0 |
92.0 |
4.5% |
2,003.0 |
| High |
2,126.0 |
2,187.0 |
61.0 |
2.9% |
2,179.0 |
| Low |
2,043.0 |
2,119.0 |
76.0 |
3.7% |
1,918.0 |
| Close |
2,108.0 |
2,169.0 |
61.0 |
2.9% |
2,117.0 |
| Range |
83.0 |
68.0 |
-15.0 |
-18.1% |
261.0 |
| ATR |
79.0 |
79.0 |
0.0 |
0.0% |
0.0 |
| Volume |
1,301 |
22,087 |
20,786 |
1,597.7% |
9,491 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.3 |
2,333.7 |
2,206.4 |
|
| R3 |
2,294.3 |
2,265.7 |
2,187.7 |
|
| R2 |
2,226.3 |
2,226.3 |
2,181.5 |
|
| R1 |
2,197.7 |
2,197.7 |
2,175.2 |
2,212.0 |
| PP |
2,158.3 |
2,158.3 |
2,158.3 |
2,165.5 |
| S1 |
2,129.7 |
2,129.7 |
2,162.8 |
2,144.0 |
| S2 |
2,090.3 |
2,090.3 |
2,156.5 |
|
| S3 |
2,022.3 |
2,061.7 |
2,150.3 |
|
| S4 |
1,954.3 |
1,993.7 |
2,131.6 |
|
|
| 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 |
2,187.0 |
2,043.0 |
144.0 |
6.6% |
70.8 |
3.3% |
88% |
True |
False |
6,183 |
| 10 |
2,187.0 |
1,918.0 |
269.0 |
12.4% |
76.1 |
3.5% |
93% |
True |
False |
3,690 |
| 20 |
2,187.0 |
1,890.0 |
297.0 |
13.7% |
69.1 |
3.2% |
94% |
True |
False |
13,195 |
| 40 |
2,188.0 |
1,693.0 |
495.0 |
22.8% |
65.5 |
3.0% |
96% |
False |
False |
7,596 |
| 60 |
2,296.0 |
1,693.0 |
603.0 |
27.8% |
63.3 |
2.9% |
79% |
False |
False |
5,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.0 |
|
2.618 |
2,365.0 |
|
1.618 |
2,297.0 |
|
1.000 |
2,255.0 |
|
0.618 |
2,229.0 |
|
HIGH |
2,187.0 |
|
0.618 |
2,161.0 |
|
0.500 |
2,153.0 |
|
0.382 |
2,145.0 |
|
LOW |
2,119.0 |
|
0.618 |
2,077.0 |
|
1.000 |
2,051.0 |
|
1.618 |
2,009.0 |
|
2.618 |
1,941.0 |
|
4.250 |
1,830.0 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,163.7 |
2,151.0 |
| PP |
2,158.3 |
2,133.0 |
| S1 |
2,153.0 |
2,115.0 |
|