| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,169.0 |
2,167.0 |
-2.0 |
-0.1% |
2,150.0 |
| High |
2,224.0 |
2,216.0 |
-8.0 |
-0.4% |
2,187.0 |
| Low |
2,166.0 |
2,166.0 |
0.0 |
0.0% |
2,043.0 |
| Close |
2,193.0 |
2,182.0 |
-11.0 |
-0.5% |
2,169.0 |
| Range |
58.0 |
50.0 |
-8.0 |
-13.8% |
144.0 |
| ATR |
77.5 |
75.5 |
-2.0 |
-2.5% |
0.0 |
| Volume |
1,743 |
3,475 |
1,732 |
99.4% |
26,813 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,338.0 |
2,310.0 |
2,209.5 |
|
| R3 |
2,288.0 |
2,260.0 |
2,195.8 |
|
| R2 |
2,238.0 |
2,238.0 |
2,191.2 |
|
| R1 |
2,210.0 |
2,210.0 |
2,186.6 |
2,224.0 |
| PP |
2,188.0 |
2,188.0 |
2,188.0 |
2,195.0 |
| S1 |
2,160.0 |
2,160.0 |
2,177.4 |
2,174.0 |
| S2 |
2,138.0 |
2,138.0 |
2,172.8 |
|
| S3 |
2,088.0 |
2,110.0 |
2,168.3 |
|
| S4 |
2,038.0 |
2,060.0 |
2,154.5 |
|
|
| 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% |
62.0 |
2.8% |
77% |
False |
False |
6,247 |
| 10 |
2,224.0 |
1,940.0 |
284.0 |
13.0% |
72.0 |
3.3% |
85% |
False |
False |
4,113 |
| 20 |
2,224.0 |
1,911.0 |
313.0 |
14.3% |
69.4 |
3.2% |
87% |
False |
False |
11,855 |
| 40 |
2,224.0 |
1,693.0 |
531.0 |
24.3% |
67.3 |
3.1% |
92% |
False |
False |
7,726 |
| 60 |
2,296.0 |
1,693.0 |
603.0 |
27.6% |
63.3 |
2.9% |
81% |
False |
False |
5,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,428.5 |
|
2.618 |
2,346.9 |
|
1.618 |
2,296.9 |
|
1.000 |
2,266.0 |
|
0.618 |
2,246.9 |
|
HIGH |
2,216.0 |
|
0.618 |
2,196.9 |
|
0.500 |
2,191.0 |
|
0.382 |
2,185.1 |
|
LOW |
2,166.0 |
|
0.618 |
2,135.1 |
|
1.000 |
2,116.0 |
|
1.618 |
2,085.1 |
|
2.618 |
2,035.1 |
|
4.250 |
1,953.5 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,191.0 |
2,178.5 |
| PP |
2,188.0 |
2,175.0 |
| S1 |
2,185.0 |
2,171.5 |
|