Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,980.63 |
8,016.16 |
35.53 |
0.4% |
7,773.31 |
High |
8,019.50 |
8,016.16 |
-3.34 |
0.0% |
8,075.73 |
Low |
7,897.24 |
7,862.20 |
-35.04 |
-0.4% |
7,437.59 |
Close |
8,017.59 |
7,975.85 |
-41.74 |
-0.5% |
8,017.59 |
Range |
122.26 |
153.96 |
31.70 |
25.9% |
638.14 |
ATR |
244.06 |
237.73 |
-6.33 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,413.28 |
8,348.53 |
8,060.53 |
|
R3 |
8,259.32 |
8,194.57 |
8,018.19 |
|
R2 |
8,105.36 |
8,105.36 |
8,004.08 |
|
R1 |
8,040.61 |
8,040.61 |
7,989.96 |
7,996.01 |
PP |
7,951.40 |
7,951.40 |
7,951.40 |
7,929.10 |
S1 |
7,886.65 |
7,886.65 |
7,961.74 |
7,842.05 |
S2 |
7,797.44 |
7,797.44 |
7,947.62 |
|
S3 |
7,643.48 |
7,732.69 |
7,933.51 |
|
S4 |
7,489.52 |
7,578.73 |
7,891.17 |
|
|
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 |
7,483.87 |
591.86 |
7.4% |
219.00 |
2.7% |
83% |
False |
False |
|
10 |
8,075.73 |
7,437.59 |
638.14 |
8.0% |
225.96 |
2.8% |
84% |
False |
False |
|
20 |
8,075.73 |
6,546.61 |
1,529.12 |
19.2% |
242.28 |
3.0% |
93% |
False |
False |
|
40 |
8,315.07 |
6,469.95 |
1,845.12 |
23.1% |
236.61 |
3.0% |
82% |
False |
False |
|
60 |
8,769.62 |
6,469.95 |
2,299.67 |
28.8% |
235.46 |
3.0% |
65% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.8% |
231.07 |
2.9% |
58% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.8% |
275.26 |
3.5% |
58% |
False |
False |
|
120 |
9,794.37 |
6,469.95 |
3,324.42 |
41.7% |
312.17 |
3.9% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,670.49 |
2.618 |
8,419.23 |
1.618 |
8,265.27 |
1.000 |
8,170.12 |
0.618 |
8,111.31 |
HIGH |
8,016.16 |
0.618 |
7,957.35 |
0.500 |
7,939.18 |
0.382 |
7,921.01 |
LOW |
7,862.20 |
0.618 |
7,767.05 |
1.000 |
7,708.24 |
1.618 |
7,613.09 |
2.618 |
7,459.13 |
4.250 |
7,207.87 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,963.63 |
7,957.19 |
PP |
7,951.40 |
7,938.52 |
S1 |
7,939.18 |
7,919.86 |
|