Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,968.92 |
7,788.68 |
-180.24 |
-2.3% |
7,773.31 |
High |
7,969.08 |
7,887.52 |
-81.56 |
-1.0% |
8,075.73 |
Low |
7,762.08 |
7,750.85 |
-11.23 |
-0.1% |
7,437.59 |
Close |
7,789.56 |
7,837.11 |
47.55 |
0.6% |
8,017.59 |
Range |
207.00 |
136.67 |
-70.33 |
-34.0% |
638.14 |
ATR |
236.01 |
228.92 |
-7.10 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,235.17 |
8,172.81 |
7,912.28 |
|
R3 |
8,098.50 |
8,036.14 |
7,874.69 |
|
R2 |
7,961.83 |
7,961.83 |
7,862.17 |
|
R1 |
7,899.47 |
7,899.47 |
7,849.64 |
7,930.65 |
PP |
7,825.16 |
7,825.16 |
7,825.16 |
7,840.75 |
S1 |
7,762.80 |
7,762.80 |
7,824.58 |
7,793.98 |
S2 |
7,688.49 |
7,688.49 |
7,812.05 |
|
S3 |
7,551.82 |
7,626.13 |
7,799.53 |
|
S4 |
7,415.15 |
7,489.46 |
7,761.94 |
|
|
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 |
7,750.85 |
324.88 |
4.1% |
186.33 |
2.4% |
27% |
False |
True |
|
10 |
8,075.73 |
7,437.59 |
638.14 |
8.1% |
214.01 |
2.7% |
63% |
False |
False |
|
20 |
8,075.73 |
6,872.25 |
1,203.48 |
15.4% |
233.10 |
3.0% |
80% |
False |
False |
|
40 |
8,075.73 |
6,469.95 |
1,605.78 |
20.5% |
231.71 |
3.0% |
85% |
False |
False |
|
60 |
8,522.08 |
6,469.95 |
2,052.13 |
26.2% |
234.96 |
3.0% |
67% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
33.4% |
228.74 |
2.9% |
52% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
33.4% |
271.43 |
3.5% |
52% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
40.6% |
302.64 |
3.9% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,468.37 |
2.618 |
8,245.32 |
1.618 |
8,108.65 |
1.000 |
8,024.19 |
0.618 |
7,971.98 |
HIGH |
7,887.52 |
0.618 |
7,835.31 |
0.500 |
7,819.19 |
0.382 |
7,803.06 |
LOW |
7,750.85 |
0.618 |
7,666.39 |
1.000 |
7,614.18 |
1.618 |
7,529.72 |
2.618 |
7,393.05 |
4.250 |
7,170.00 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,831.14 |
7,883.51 |
PP |
7,825.16 |
7,868.04 |
S1 |
7,819.19 |
7,852.58 |
|