| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,197.0 |
2,202.0 |
5.0 |
0.2% |
2,258.0 |
| High |
2,225.0 |
2,265.0 |
40.0 |
1.8% |
2,265.0 |
| Low |
2,185.0 |
2,199.0 |
14.0 |
0.6% |
2,110.0 |
| Close |
2,191.0 |
2,256.0 |
65.0 |
3.0% |
2,256.0 |
| Range |
40.0 |
66.0 |
26.0 |
65.0% |
155.0 |
| ATR |
73.9 |
73.9 |
0.0 |
0.0% |
0.0 |
| Volume |
401 |
2,575 |
2,174 |
542.1% |
3,959 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.0 |
2,413.0 |
2,292.3 |
|
| R3 |
2,372.0 |
2,347.0 |
2,274.2 |
|
| R2 |
2,306.0 |
2,306.0 |
2,268.1 |
|
| R1 |
2,281.0 |
2,281.0 |
2,262.1 |
2,293.5 |
| PP |
2,240.0 |
2,240.0 |
2,240.0 |
2,246.3 |
| S1 |
2,215.0 |
2,215.0 |
2,250.0 |
2,227.5 |
| S2 |
2,174.0 |
2,174.0 |
2,243.9 |
|
| S3 |
2,108.0 |
2,149.0 |
2,237.9 |
|
| S4 |
2,042.0 |
2,083.0 |
2,219.7 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,675.3 |
2,620.7 |
2,341.3 |
|
| R3 |
2,520.3 |
2,465.7 |
2,298.6 |
|
| R2 |
2,365.3 |
2,365.3 |
2,284.4 |
|
| R1 |
2,310.7 |
2,310.7 |
2,270.2 |
2,260.5 |
| PP |
2,210.3 |
2,210.3 |
2,210.3 |
2,185.3 |
| S1 |
2,155.7 |
2,155.7 |
2,241.8 |
2,105.5 |
| S2 |
2,055.3 |
2,055.3 |
2,227.6 |
|
| S3 |
1,900.3 |
2,000.7 |
2,213.4 |
|
| S4 |
1,745.3 |
1,845.7 |
2,170.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,265.0 |
2,110.0 |
155.0 |
6.9% |
75.2 |
3.3% |
94% |
True |
False |
791 |
| 10 |
2,272.0 |
2,110.0 |
162.0 |
7.2% |
67.1 |
3.0% |
90% |
False |
False |
3,503 |
| 20 |
2,272.0 |
1,918.0 |
354.0 |
15.7% |
70.4 |
3.1% |
95% |
False |
False |
2,601 |
| 40 |
2,272.0 |
1,693.0 |
579.0 |
25.7% |
71.8 |
3.2% |
97% |
False |
False |
7,827 |
| 60 |
2,296.0 |
1,693.0 |
603.0 |
26.7% |
63.3 |
2.8% |
93% |
False |
False |
5,467 |
| 80 |
2,561.0 |
1,693.0 |
868.0 |
38.5% |
62.8 |
2.8% |
65% |
False |
False |
4,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.5 |
|
2.618 |
2,437.8 |
|
1.618 |
2,371.8 |
|
1.000 |
2,331.0 |
|
0.618 |
2,305.8 |
|
HIGH |
2,265.0 |
|
0.618 |
2,239.8 |
|
0.500 |
2,232.0 |
|
0.382 |
2,224.2 |
|
LOW |
2,199.0 |
|
0.618 |
2,158.2 |
|
1.000 |
2,133.0 |
|
1.618 |
2,092.2 |
|
2.618 |
2,026.2 |
|
4.250 |
1,918.5 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,248.0 |
2,238.5 |
| PP |
2,240.0 |
2,221.0 |
| S1 |
2,232.0 |
2,203.5 |
|