Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
8,057.41 |
7,914.92 |
-142.49 |
-1.8% |
8,016.16 |
High |
8,057.41 |
8,041.32 |
-16.09 |
-0.2% |
8,087.28 |
Low |
7,902.26 |
7,870.48 |
-31.78 |
-0.4% |
7,750.85 |
Close |
7,920.18 |
8,029.62 |
109.44 |
1.4% |
8,083.38 |
Range |
155.15 |
170.84 |
15.69 |
10.1% |
336.43 |
ATR |
219.73 |
216.24 |
-3.49 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,492.99 |
8,432.15 |
8,123.58 |
|
R3 |
8,322.15 |
8,261.31 |
8,076.60 |
|
R2 |
8,151.31 |
8,151.31 |
8,060.94 |
|
R1 |
8,090.47 |
8,090.47 |
8,045.28 |
8,120.89 |
PP |
7,980.47 |
7,980.47 |
7,980.47 |
7,995.69 |
S1 |
7,919.63 |
7,919.63 |
8,013.96 |
7,950.05 |
S2 |
7,809.63 |
7,809.63 |
7,998.30 |
|
S3 |
7,638.79 |
7,748.79 |
7,982.64 |
|
S4 |
7,467.95 |
7,577.95 |
7,935.66 |
|
|
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% |
171.94 |
2.1% |
77% |
False |
False |
|
10 |
8,113.41 |
7,483.87 |
629.54 |
7.8% |
195.98 |
2.4% |
87% |
False |
False |
|
20 |
8,113.41 |
7,257.27 |
856.14 |
10.7% |
226.25 |
2.8% |
90% |
False |
False |
|
40 |
8,113.41 |
6,469.95 |
1,643.46 |
20.5% |
229.75 |
2.9% |
95% |
False |
False |
|
60 |
8,405.87 |
6,469.95 |
1,935.92 |
24.1% |
230.78 |
2.9% |
81% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.6% |
223.80 |
2.8% |
60% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.6% |
258.04 |
3.2% |
60% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
39.7% |
291.39 |
3.6% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,767.39 |
2.618 |
8,488.58 |
1.618 |
8,317.74 |
1.000 |
8,212.16 |
0.618 |
8,146.90 |
HIGH |
8,041.32 |
0.618 |
7,976.06 |
0.500 |
7,955.90 |
0.382 |
7,935.74 |
LOW |
7,870.48 |
0.618 |
7,764.90 |
1.000 |
7,699.64 |
1.618 |
7,594.06 |
2.618 |
7,423.22 |
4.250 |
7,144.41 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
8,005.05 |
8,017.06 |
PP |
7,980.47 |
8,004.50 |
S1 |
7,955.90 |
7,991.95 |
|