Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,839.89 |
8,082.02 |
242.13 |
3.1% |
8,016.16 |
High |
8,087.28 |
8,113.41 |
26.13 |
0.3% |
8,087.28 |
Low |
7,839.89 |
7,963.75 |
123.86 |
1.6% |
7,750.85 |
Close |
8,083.38 |
8,057.81 |
-25.57 |
-0.3% |
8,083.38 |
Range |
247.39 |
149.66 |
-97.73 |
-39.5% |
336.43 |
ATR |
230.44 |
224.67 |
-5.77 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,493.97 |
8,425.55 |
8,140.12 |
|
R3 |
8,344.31 |
8,275.89 |
8,098.97 |
|
R2 |
8,194.65 |
8,194.65 |
8,085.25 |
|
R1 |
8,126.23 |
8,126.23 |
8,071.53 |
8,085.61 |
PP |
8,044.99 |
8,044.99 |
8,044.99 |
8,024.68 |
S1 |
7,976.57 |
7,976.57 |
8,044.09 |
7,935.95 |
S2 |
7,895.33 |
7,895.33 |
8,030.37 |
|
S3 |
7,745.67 |
7,826.91 |
8,016.65 |
|
S4 |
7,596.01 |
7,677.25 |
7,975.50 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,983.13 |
8,869.68 |
8,268.42 |
|
R3 |
8,646.70 |
8,533.25 |
8,175.90 |
|
R2 |
8,310.27 |
8,310.27 |
8,145.06 |
|
R1 |
8,196.82 |
8,196.82 |
8,114.22 |
8,253.55 |
PP |
7,973.84 |
7,973.84 |
7,973.84 |
8,002.20 |
S1 |
7,860.39 |
7,860.39 |
8,052.54 |
7,917.12 |
S2 |
7,637.41 |
7,637.41 |
8,021.70 |
|
S3 |
7,300.98 |
7,523.96 |
7,990.86 |
|
S4 |
6,964.55 |
7,187.53 |
7,898.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,113.41 |
7,750.85 |
362.56 |
4.5% |
178.94 |
2.2% |
85% |
True |
False |
|
10 |
8,113.41 |
7,437.59 |
675.82 |
8.4% |
217.15 |
2.7% |
92% |
True |
False |
|
20 |
8,113.41 |
7,172.05 |
941.36 |
11.7% |
230.49 |
2.9% |
94% |
True |
False |
|
40 |
8,113.41 |
6,469.95 |
1,643.46 |
20.4% |
232.23 |
2.9% |
97% |
True |
False |
|
60 |
8,405.87 |
6,469.95 |
1,935.92 |
24.0% |
234.06 |
2.9% |
82% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.5% |
226.93 |
2.8% |
61% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.5% |
261.75 |
3.2% |
61% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
39.5% |
294.46 |
3.7% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,749.47 |
2.618 |
8,505.22 |
1.618 |
8,355.56 |
1.000 |
8,263.07 |
0.618 |
8,205.90 |
HIGH |
8,113.41 |
0.618 |
8,056.24 |
0.500 |
8,038.58 |
0.382 |
8,020.92 |
LOW |
7,963.75 |
0.618 |
7,871.26 |
1.000 |
7,814.09 |
1.618 |
7,721.60 |
2.618 |
7,571.94 |
4.250 |
7,327.70 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
8,051.40 |
8,015.92 |
PP |
8,044.99 |
7,974.02 |
S1 |
8,038.58 |
7,932.13 |
|