| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,167.0 |
2,211.0 |
44.0 |
2.0% |
2,150.0 |
| High |
2,216.0 |
2,251.0 |
35.0 |
1.6% |
2,187.0 |
| Low |
2,166.0 |
2,182.0 |
16.0 |
0.7% |
2,043.0 |
| Close |
2,182.0 |
2,224.0 |
42.0 |
1.9% |
2,169.0 |
| Range |
50.0 |
69.0 |
19.0 |
38.0% |
144.0 |
| ATR |
75.5 |
75.1 |
-0.5 |
-0.6% |
0.0 |
| Volume |
3,475 |
1,639 |
-1,836 |
-52.8% |
26,813 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.0 |
2,394.0 |
2,262.0 |
|
| R3 |
2,357.0 |
2,325.0 |
2,243.0 |
|
| R2 |
2,288.0 |
2,288.0 |
2,236.7 |
|
| R1 |
2,256.0 |
2,256.0 |
2,230.3 |
2,272.0 |
| PP |
2,219.0 |
2,219.0 |
2,219.0 |
2,227.0 |
| S1 |
2,187.0 |
2,187.0 |
2,217.7 |
2,203.0 |
| S2 |
2,150.0 |
2,150.0 |
2,211.4 |
|
| S3 |
2,081.0 |
2,118.0 |
2,205.0 |
|
| S4 |
2,012.0 |
2,049.0 |
2,186.1 |
|
|
| 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 |
2,251.0 |
2,043.0 |
208.0 |
9.4% |
65.6 |
2.9% |
87% |
True |
False |
6,049 |
| 10 |
2,251.0 |
1,944.0 |
307.0 |
13.8% |
71.6 |
3.2% |
91% |
True |
False |
3,971 |
| 20 |
2,251.0 |
1,916.0 |
335.0 |
15.1% |
69.4 |
3.1% |
92% |
True |
False |
9,358 |
| 40 |
2,251.0 |
1,693.0 |
558.0 |
25.1% |
67.8 |
3.0% |
95% |
True |
False |
7,763 |
| 60 |
2,296.0 |
1,693.0 |
603.0 |
27.1% |
63.1 |
2.8% |
88% |
False |
False |
5,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.3 |
|
2.618 |
2,431.6 |
|
1.618 |
2,362.6 |
|
1.000 |
2,320.0 |
|
0.618 |
2,293.6 |
|
HIGH |
2,251.0 |
|
0.618 |
2,224.6 |
|
0.500 |
2,216.5 |
|
0.382 |
2,208.4 |
|
LOW |
2,182.0 |
|
0.618 |
2,139.4 |
|
1.000 |
2,113.0 |
|
1.618 |
2,070.4 |
|
2.618 |
2,001.4 |
|
4.250 |
1,888.8 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,221.5 |
2,218.8 |
| PP |
2,219.0 |
2,213.7 |
| S1 |
2,216.5 |
2,208.5 |
|