Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,763.99 |
7,980.63 |
216.64 |
2.8% |
7,773.31 |
High |
8,075.73 |
8,019.50 |
-56.23 |
-0.7% |
8,075.73 |
Low |
7,763.99 |
7,897.24 |
133.25 |
1.7% |
7,437.59 |
Close |
7,978.08 |
8,017.59 |
39.51 |
0.5% |
8,017.59 |
Range |
311.74 |
122.26 |
-189.48 |
-60.8% |
638.14 |
ATR |
253.43 |
244.06 |
-9.37 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,344.89 |
8,303.50 |
8,084.83 |
|
R3 |
8,222.63 |
8,181.24 |
8,051.21 |
|
R2 |
8,100.37 |
8,100.37 |
8,040.00 |
|
R1 |
8,058.98 |
8,058.98 |
8,028.80 |
8,079.68 |
PP |
7,978.11 |
7,978.11 |
7,978.11 |
7,988.46 |
S1 |
7,936.72 |
7,936.72 |
8,006.38 |
7,957.42 |
S2 |
7,855.85 |
7,855.85 |
7,995.18 |
|
S3 |
7,733.59 |
7,814.46 |
7,983.97 |
|
S4 |
7,611.33 |
7,692.20 |
7,950.35 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,758.06 |
9,525.96 |
8,368.57 |
|
R3 |
9,119.92 |
8,887.82 |
8,193.08 |
|
R2 |
8,481.78 |
8,481.78 |
8,134.58 |
|
R1 |
8,249.68 |
8,249.68 |
8,076.09 |
8,365.73 |
PP |
7,843.64 |
7,843.64 |
7,843.64 |
7,901.66 |
S1 |
7,611.54 |
7,611.54 |
7,959.09 |
7,727.59 |
S2 |
7,205.50 |
7,205.50 |
7,900.60 |
|
S3 |
6,567.36 |
6,973.40 |
7,842.10 |
|
S4 |
5,929.22 |
6,335.26 |
7,666.61 |
|
|
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% |
255.37 |
3.2% |
91% |
False |
False |
|
10 |
8,075.73 |
7,278.78 |
796.95 |
9.9% |
260.76 |
3.3% |
93% |
False |
False |
|
20 |
8,075.73 |
6,516.86 |
1,558.87 |
19.4% |
244.22 |
3.0% |
96% |
False |
False |
|
40 |
8,315.07 |
6,469.95 |
1,845.12 |
23.0% |
239.26 |
3.0% |
84% |
False |
False |
|
60 |
8,770.02 |
6,469.95 |
2,300.07 |
28.7% |
234.88 |
2.9% |
67% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.7% |
232.67 |
2.9% |
59% |
False |
False |
|
100 |
9,159.58 |
6,469.95 |
2,689.63 |
33.5% |
277.71 |
3.5% |
58% |
False |
False |
|
120 |
9,794.37 |
6,469.95 |
3,324.42 |
41.5% |
318.94 |
4.0% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,539.11 |
2.618 |
8,339.58 |
1.618 |
8,217.32 |
1.000 |
8,141.76 |
0.618 |
8,095.06 |
HIGH |
8,019.50 |
0.618 |
7,972.80 |
0.500 |
7,958.37 |
0.382 |
7,943.94 |
LOW |
7,897.24 |
0.618 |
7,821.68 |
1.000 |
7,774.98 |
1.618 |
7,699.42 |
2.618 |
7,577.16 |
4.250 |
7,377.64 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,997.85 |
7,938.33 |
PP |
7,978.11 |
7,859.06 |
S1 |
7,958.37 |
7,779.80 |
|