Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,788.68 |
7,839.89 |
51.21 |
0.7% |
7,773.31 |
High |
7,887.52 |
8,087.28 |
199.76 |
2.5% |
8,075.73 |
Low |
7,750.85 |
7,839.89 |
89.04 |
1.1% |
7,437.59 |
Close |
7,837.11 |
8,083.38 |
246.27 |
3.1% |
8,017.59 |
Range |
136.67 |
247.39 |
110.72 |
81.0% |
638.14 |
ATR |
228.92 |
230.44 |
1.52 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,745.69 |
8,661.92 |
8,219.44 |
|
R3 |
8,498.30 |
8,414.53 |
8,151.41 |
|
R2 |
8,250.91 |
8,250.91 |
8,128.73 |
|
R1 |
8,167.14 |
8,167.14 |
8,106.06 |
8,209.03 |
PP |
8,003.52 |
8,003.52 |
8,003.52 |
8,024.46 |
S1 |
7,919.75 |
7,919.75 |
8,060.70 |
7,961.64 |
S2 |
7,756.13 |
7,756.13 |
8,038.03 |
|
S3 |
7,508.74 |
7,672.36 |
8,015.35 |
|
S4 |
7,261.35 |
7,424.97 |
7,947.32 |
|
|
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 |
8,087.28 |
7,750.85 |
336.43 |
4.2% |
173.46 |
2.1% |
99% |
True |
False |
|
10 |
8,087.28 |
7,437.59 |
649.69 |
8.0% |
220.85 |
2.7% |
99% |
True |
False |
|
20 |
8,087.28 |
7,105.86 |
981.42 |
12.1% |
229.84 |
2.8% |
100% |
True |
False |
|
40 |
8,087.28 |
6,469.95 |
1,617.33 |
20.0% |
234.61 |
2.9% |
100% |
True |
False |
|
60 |
8,446.25 |
6,469.95 |
1,976.30 |
24.4% |
236.66 |
2.9% |
82% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.4% |
227.65 |
2.8% |
62% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.4% |
264.79 |
3.3% |
62% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
39.4% |
297.91 |
3.7% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,138.69 |
2.618 |
8,734.95 |
1.618 |
8,487.56 |
1.000 |
8,334.67 |
0.618 |
8,240.17 |
HIGH |
8,087.28 |
0.618 |
7,992.78 |
0.500 |
7,963.59 |
0.382 |
7,934.39 |
LOW |
7,839.89 |
0.618 |
7,687.00 |
1.000 |
7,592.50 |
1.618 |
7,439.61 |
2.618 |
7,192.22 |
4.250 |
6,788.48 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
8,043.45 |
8,028.61 |
PP |
8,003.52 |
7,973.84 |
S1 |
7,963.59 |
7,919.07 |
|