Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,523.77 |
7,606.13 |
82.36 |
1.1% |
7,279.25 |
High |
7,725.36 |
7,789.00 |
63.64 |
0.8% |
7,931.33 |
Low |
7,523.45 |
7,483.87 |
-39.58 |
-0.5% |
7,278.78 |
Close |
7,608.92 |
7,761.60 |
152.68 |
2.0% |
7,776.18 |
Range |
201.91 |
305.13 |
103.22 |
51.1% |
652.55 |
ATR |
244.42 |
248.76 |
4.34 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,593.55 |
8,482.70 |
7,929.42 |
|
R3 |
8,288.42 |
8,177.57 |
7,845.51 |
|
R2 |
7,983.29 |
7,983.29 |
7,817.54 |
|
R1 |
7,872.44 |
7,872.44 |
7,789.57 |
7,927.87 |
PP |
7,678.16 |
7,678.16 |
7,678.16 |
7,705.87 |
S1 |
7,567.31 |
7,567.31 |
7,733.63 |
7,622.74 |
S2 |
7,373.03 |
7,373.03 |
7,705.66 |
|
S3 |
7,067.90 |
7,262.18 |
7,677.69 |
|
S4 |
6,762.77 |
6,957.05 |
7,593.78 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,619.75 |
9,350.51 |
8,135.08 |
|
R3 |
8,967.20 |
8,697.96 |
7,955.63 |
|
R2 |
8,314.65 |
8,314.65 |
7,895.81 |
|
R1 |
8,045.41 |
8,045.41 |
7,836.00 |
8,180.03 |
PP |
7,662.10 |
7,662.10 |
7,662.10 |
7,729.41 |
S1 |
7,392.86 |
7,392.86 |
7,716.36 |
7,527.48 |
S2 |
7,009.55 |
7,009.55 |
7,656.55 |
|
S3 |
6,357.00 |
6,740.31 |
7,596.73 |
|
S4 |
5,704.45 |
6,087.76 |
7,417.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,931.33 |
7,437.59 |
493.74 |
6.4% |
241.70 |
3.1% |
66% |
False |
False |
|
10 |
7,931.33 |
7,257.83 |
673.50 |
8.7% |
255.59 |
3.3% |
75% |
False |
False |
|
20 |
7,931.33 |
6,469.95 |
1,461.38 |
18.8% |
253.28 |
3.3% |
88% |
False |
False |
|
40 |
8,315.07 |
6,469.95 |
1,845.12 |
23.8% |
240.80 |
3.1% |
70% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
33.7% |
234.71 |
3.0% |
49% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
33.7% |
239.21 |
3.1% |
49% |
False |
False |
|
100 |
9,159.58 |
6,469.95 |
2,689.63 |
34.7% |
281.21 |
3.6% |
48% |
False |
False |
|
120 |
9,794.37 |
6,469.95 |
3,324.42 |
42.8% |
331.05 |
4.3% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,085.80 |
2.618 |
8,587.83 |
1.618 |
8,282.70 |
1.000 |
8,094.13 |
0.618 |
7,977.57 |
HIGH |
7,789.00 |
0.618 |
7,672.44 |
0.500 |
7,636.44 |
0.382 |
7,600.43 |
LOW |
7,483.87 |
0.618 |
7,295.30 |
1.000 |
7,178.74 |
1.618 |
6,990.17 |
2.618 |
6,685.04 |
4.250 |
6,187.07 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,719.88 |
7,712.17 |
PP |
7,678.16 |
7,662.73 |
S1 |
7,636.44 |
7,613.30 |
|