| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,139.0 |
2,169.0 |
30.0 |
1.4% |
2,150.0 |
| High |
2,187.0 |
2,224.0 |
37.0 |
1.7% |
2,187.0 |
| Low |
2,119.0 |
2,166.0 |
47.0 |
2.2% |
2,043.0 |
| Close |
2,169.0 |
2,193.0 |
24.0 |
1.1% |
2,169.0 |
| Range |
68.0 |
58.0 |
-10.0 |
-14.7% |
144.0 |
| ATR |
79.0 |
77.5 |
-1.5 |
-1.9% |
0.0 |
| Volume |
22,087 |
1,743 |
-20,344 |
-92.1% |
26,813 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,368.3 |
2,338.7 |
2,224.9 |
|
| R3 |
2,310.3 |
2,280.7 |
2,209.0 |
|
| R2 |
2,252.3 |
2,252.3 |
2,203.6 |
|
| R1 |
2,222.7 |
2,222.7 |
2,198.3 |
2,237.5 |
| PP |
2,194.3 |
2,194.3 |
2,194.3 |
2,201.8 |
| S1 |
2,164.7 |
2,164.7 |
2,187.7 |
2,179.5 |
| S2 |
2,136.3 |
2,136.3 |
2,182.4 |
|
| S3 |
2,078.3 |
2,106.7 |
2,177.1 |
|
| S4 |
2,020.3 |
2,048.7 |
2,161.1 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,565.0 |
2,511.0 |
2,248.2 |
|
| R3 |
2,421.0 |
2,367.0 |
2,208.6 |
|
| R2 |
2,277.0 |
2,277.0 |
2,195.4 |
|
| R1 |
2,223.0 |
2,223.0 |
2,182.2 |
2,250.0 |
| PP |
2,133.0 |
2,133.0 |
2,133.0 |
2,146.5 |
| S1 |
2,079.0 |
2,079.0 |
2,155.8 |
2,106.0 |
| S2 |
1,989.0 |
1,989.0 |
2,142.6 |
|
| S3 |
1,845.0 |
1,935.0 |
2,129.4 |
|
| S4 |
1,701.0 |
1,791.0 |
2,089.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,224.0 |
2,043.0 |
181.0 |
8.3% |
68.8 |
3.1% |
83% |
True |
False |
5,711 |
| 10 |
2,224.0 |
1,918.0 |
306.0 |
14.0% |
75.5 |
3.4% |
90% |
True |
False |
3,804 |
| 20 |
2,224.0 |
1,911.0 |
313.0 |
14.3% |
69.2 |
3.2% |
90% |
True |
False |
12,470 |
| 40 |
2,224.0 |
1,693.0 |
531.0 |
24.2% |
66.8 |
3.0% |
94% |
True |
False |
7,639 |
| 60 |
2,296.0 |
1,693.0 |
603.0 |
27.5% |
62.9 |
2.9% |
83% |
False |
False |
5,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.5 |
|
2.618 |
2,375.8 |
|
1.618 |
2,317.8 |
|
1.000 |
2,282.0 |
|
0.618 |
2,259.8 |
|
HIGH |
2,224.0 |
|
0.618 |
2,201.8 |
|
0.500 |
2,195.0 |
|
0.382 |
2,188.2 |
|
LOW |
2,166.0 |
|
0.618 |
2,130.2 |
|
1.000 |
2,108.0 |
|
1.618 |
2,072.2 |
|
2.618 |
2,014.2 |
|
4.250 |
1,919.5 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,195.0 |
2,173.2 |
| PP |
2,194.3 |
2,153.3 |
| S1 |
2,193.7 |
2,133.5 |
|