Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
8,082.02 |
8,057.41 |
-24.61 |
-0.3% |
8,016.16 |
High |
8,113.41 |
8,057.41 |
-56.00 |
-0.7% |
8,087.28 |
Low |
7,963.75 |
7,902.26 |
-61.49 |
-0.8% |
7,750.85 |
Close |
8,057.81 |
7,920.18 |
-137.63 |
-1.7% |
8,083.38 |
Range |
149.66 |
155.15 |
5.49 |
3.7% |
336.43 |
ATR |
224.67 |
219.73 |
-4.94 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,425.40 |
8,327.94 |
8,005.51 |
|
R3 |
8,270.25 |
8,172.79 |
7,962.85 |
|
R2 |
8,115.10 |
8,115.10 |
7,948.62 |
|
R1 |
8,017.64 |
8,017.64 |
7,934.40 |
7,988.80 |
PP |
7,959.95 |
7,959.95 |
7,959.95 |
7,945.53 |
S1 |
7,862.49 |
7,862.49 |
7,905.96 |
7,833.65 |
S2 |
7,804.80 |
7,804.80 |
7,891.74 |
|
S3 |
7,649.65 |
7,707.34 |
7,877.51 |
|
S4 |
7,494.50 |
7,552.19 |
7,834.85 |
|
|
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 |
4.6% |
179.17 |
2.3% |
47% |
False |
False |
|
10 |
8,113.41 |
7,483.87 |
629.54 |
7.9% |
199.09 |
2.5% |
69% |
False |
False |
|
20 |
8,113.41 |
7,172.05 |
941.36 |
11.9% |
228.94 |
2.9% |
79% |
False |
False |
|
40 |
8,113.41 |
6,469.95 |
1,643.46 |
20.8% |
232.85 |
2.9% |
88% |
False |
False |
|
60 |
8,405.87 |
6,469.95 |
1,935.92 |
24.4% |
231.80 |
2.9% |
75% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
33.1% |
223.95 |
2.8% |
55% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
33.1% |
260.06 |
3.3% |
55% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
40.2% |
292.30 |
3.7% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,716.80 |
2.618 |
8,463.59 |
1.618 |
8,308.44 |
1.000 |
8,212.56 |
0.618 |
8,153.29 |
HIGH |
8,057.41 |
0.618 |
7,998.14 |
0.500 |
7,979.84 |
0.382 |
7,961.53 |
LOW |
7,902.26 |
0.618 |
7,806.38 |
1.000 |
7,747.11 |
1.618 |
7,651.23 |
2.618 |
7,496.08 |
4.250 |
7,242.87 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,979.84 |
7,976.65 |
PP |
7,959.95 |
7,957.83 |
S1 |
7,940.07 |
7,939.00 |
|