Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,606.13 |
7,763.99 |
157.86 |
2.1% |
7,279.25 |
High |
7,789.00 |
8,075.73 |
286.73 |
3.7% |
7,931.33 |
Low |
7,483.87 |
7,763.99 |
280.12 |
3.7% |
7,278.78 |
Close |
7,761.60 |
7,978.08 |
216.48 |
2.8% |
7,776.18 |
Range |
305.13 |
311.74 |
6.61 |
2.2% |
652.55 |
ATR |
248.76 |
253.43 |
4.67 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,874.49 |
8,738.02 |
8,149.54 |
|
R3 |
8,562.75 |
8,426.28 |
8,063.81 |
|
R2 |
8,251.01 |
8,251.01 |
8,035.23 |
|
R1 |
8,114.54 |
8,114.54 |
8,006.66 |
8,182.78 |
PP |
7,939.27 |
7,939.27 |
7,939.27 |
7,973.38 |
S1 |
7,802.80 |
7,802.80 |
7,949.50 |
7,871.04 |
S2 |
7,627.53 |
7,627.53 |
7,920.93 |
|
S3 |
7,315.79 |
7,491.06 |
7,892.35 |
|
S4 |
7,004.05 |
7,179.32 |
7,806.62 |
|
|
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 |
8,075.73 |
7,437.59 |
638.14 |
8.0% |
268.24 |
3.4% |
85% |
True |
False |
|
10 |
8,075.73 |
7,257.83 |
817.90 |
10.3% |
268.84 |
3.4% |
88% |
True |
False |
|
20 |
8,075.73 |
6,469.95 |
1,605.78 |
20.1% |
252.37 |
3.2% |
94% |
True |
False |
|
40 |
8,315.07 |
6,469.95 |
1,845.12 |
23.1% |
242.77 |
3.0% |
82% |
False |
False |
|
60 |
8,996.94 |
6,469.95 |
2,526.99 |
31.7% |
237.46 |
3.0% |
60% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.8% |
236.00 |
3.0% |
58% |
False |
False |
|
100 |
9,159.58 |
6,469.95 |
2,689.63 |
33.7% |
279.14 |
3.5% |
56% |
False |
False |
|
120 |
9,794.37 |
6,469.95 |
3,324.42 |
41.7% |
326.41 |
4.1% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,400.63 |
2.618 |
8,891.87 |
1.618 |
8,580.13 |
1.000 |
8,387.47 |
0.618 |
8,268.39 |
HIGH |
8,075.73 |
0.618 |
7,956.65 |
0.500 |
7,919.86 |
0.382 |
7,883.07 |
LOW |
7,763.99 |
0.618 |
7,571.33 |
1.000 |
7,452.25 |
1.618 |
7,259.59 |
2.618 |
6,947.85 |
4.250 |
6,439.10 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,958.67 |
7,911.99 |
PP |
7,939.27 |
7,845.89 |
S1 |
7,919.86 |
7,779.80 |
|