Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
8,016.16 |
7,968.92 |
-47.24 |
-0.6% |
7,773.31 |
High |
8,016.16 |
7,969.08 |
-47.08 |
-0.6% |
8,075.73 |
Low |
7,862.20 |
7,762.08 |
-100.12 |
-1.3% |
7,437.59 |
Close |
7,975.85 |
7,789.56 |
-186.29 |
-2.3% |
8,017.59 |
Range |
153.96 |
207.00 |
53.04 |
34.5% |
638.14 |
ATR |
237.73 |
236.01 |
-1.71 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,461.24 |
8,332.40 |
7,903.41 |
|
R3 |
8,254.24 |
8,125.40 |
7,846.49 |
|
R2 |
8,047.24 |
8,047.24 |
7,827.51 |
|
R1 |
7,918.40 |
7,918.40 |
7,808.54 |
7,879.32 |
PP |
7,840.24 |
7,840.24 |
7,840.24 |
7,820.70 |
S1 |
7,711.40 |
7,711.40 |
7,770.59 |
7,672.32 |
S2 |
7,633.24 |
7,633.24 |
7,751.61 |
|
S3 |
7,426.24 |
7,504.40 |
7,732.64 |
|
S4 |
7,219.24 |
7,297.40 |
7,675.71 |
|
|
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 |
7.6% |
220.02 |
2.8% |
52% |
False |
False |
|
10 |
8,075.73 |
7,437.59 |
638.14 |
8.2% |
231.70 |
3.0% |
55% |
False |
False |
|
20 |
8,075.73 |
6,867.55 |
1,208.18 |
15.5% |
233.64 |
3.0% |
76% |
False |
False |
|
40 |
8,269.44 |
6,469.95 |
1,799.49 |
23.1% |
238.81 |
3.1% |
73% |
False |
False |
|
60 |
8,602.60 |
6,469.95 |
2,132.65 |
27.4% |
235.70 |
3.0% |
62% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
33.6% |
230.74 |
3.0% |
50% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
33.6% |
274.25 |
3.5% |
50% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
40.9% |
307.99 |
4.0% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,848.83 |
2.618 |
8,511.01 |
1.618 |
8,304.01 |
1.000 |
8,176.08 |
0.618 |
8,097.01 |
HIGH |
7,969.08 |
0.618 |
7,890.01 |
0.500 |
7,865.58 |
0.382 |
7,841.15 |
LOW |
7,762.08 |
0.618 |
7,634.15 |
1.000 |
7,555.08 |
1.618 |
7,427.15 |
2.618 |
7,220.15 |
4.250 |
6,882.33 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,865.58 |
7,890.79 |
PP |
7,840.24 |
7,857.05 |
S1 |
7,814.90 |
7,823.30 |
|