Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,914.92 |
8,029.14 |
114.22 |
1.4% |
8,016.16 |
High |
8,041.32 |
8,168.12 |
126.80 |
1.6% |
8,087.28 |
Low |
7,870.48 |
7,962.71 |
92.23 |
1.2% |
7,750.85 |
Close |
8,029.62 |
8,125.43 |
95.81 |
1.2% |
8,083.38 |
Range |
170.84 |
205.41 |
34.57 |
20.2% |
336.43 |
ATR |
216.24 |
215.46 |
-0.77 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,701.65 |
8,618.95 |
8,238.41 |
|
R3 |
8,496.24 |
8,413.54 |
8,181.92 |
|
R2 |
8,290.83 |
8,290.83 |
8,163.09 |
|
R1 |
8,208.13 |
8,208.13 |
8,144.26 |
8,249.48 |
PP |
8,085.42 |
8,085.42 |
8,085.42 |
8,106.10 |
S1 |
8,002.72 |
8,002.72 |
8,106.60 |
8,044.07 |
S2 |
7,880.01 |
7,880.01 |
8,087.77 |
|
S3 |
7,674.60 |
7,797.31 |
8,068.94 |
|
S4 |
7,469.19 |
7,591.90 |
8,012.45 |
|
|
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 |
8,168.12 |
7,839.89 |
328.23 |
4.0% |
185.69 |
2.3% |
87% |
True |
False |
|
10 |
8,168.12 |
7,750.85 |
417.27 |
5.1% |
186.01 |
2.3% |
90% |
True |
False |
|
20 |
8,168.12 |
7,257.83 |
910.29 |
11.2% |
220.80 |
2.7% |
95% |
True |
False |
|
40 |
8,168.12 |
6,469.95 |
1,698.17 |
20.9% |
231.44 |
2.8% |
97% |
True |
False |
|
60 |
8,405.87 |
6,469.95 |
1,935.92 |
23.8% |
228.33 |
2.8% |
86% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.2% |
221.92 |
2.7% |
63% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.2% |
254.92 |
3.1% |
63% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
39.2% |
287.33 |
3.5% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,041.11 |
2.618 |
8,705.88 |
1.618 |
8,500.47 |
1.000 |
8,373.53 |
0.618 |
8,295.06 |
HIGH |
8,168.12 |
0.618 |
8,089.65 |
0.500 |
8,065.42 |
0.382 |
8,041.18 |
LOW |
7,962.71 |
0.618 |
7,835.77 |
1.000 |
7,757.30 |
1.618 |
7,630.36 |
2.618 |
7,424.95 |
4.250 |
7,089.72 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
8,105.43 |
8,090.05 |
PP |
8,085.42 |
8,054.68 |
S1 |
8,065.42 |
8,019.30 |
|