Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
8,029.14 |
8,125.43 |
96.29 |
1.2% |
8,082.02 |
High |
8,168.12 |
8,190.66 |
22.54 |
0.3% |
8,190.66 |
Low |
7,962.71 |
8,086.88 |
124.17 |
1.6% |
7,870.48 |
Close |
8,125.43 |
8,131.33 |
5.90 |
0.1% |
8,131.33 |
Range |
205.41 |
103.78 |
-101.63 |
-49.5% |
320.18 |
ATR |
215.46 |
207.49 |
-7.98 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,447.63 |
8,393.26 |
8,188.41 |
|
R3 |
8,343.85 |
8,289.48 |
8,159.87 |
|
R2 |
8,240.07 |
8,240.07 |
8,150.36 |
|
R1 |
8,185.70 |
8,185.70 |
8,140.84 |
8,212.89 |
PP |
8,136.29 |
8,136.29 |
8,136.29 |
8,149.88 |
S1 |
8,081.92 |
8,081.92 |
8,121.82 |
8,109.11 |
S2 |
8,032.51 |
8,032.51 |
8,112.30 |
|
S3 |
7,928.73 |
7,978.14 |
8,102.79 |
|
S4 |
7,824.95 |
7,874.36 |
8,074.25 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,024.70 |
8,898.19 |
8,307.43 |
|
R3 |
8,704.52 |
8,578.01 |
8,219.38 |
|
R2 |
8,384.34 |
8,384.34 |
8,190.03 |
|
R1 |
8,257.83 |
8,257.83 |
8,160.68 |
8,321.09 |
PP |
8,064.16 |
8,064.16 |
8,064.16 |
8,095.78 |
S1 |
7,937.65 |
7,937.65 |
8,101.98 |
8,000.91 |
S2 |
7,743.98 |
7,743.98 |
8,072.63 |
|
S3 |
7,423.80 |
7,617.47 |
8,043.28 |
|
S4 |
7,103.62 |
7,297.29 |
7,955.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,190.66 |
7,870.48 |
320.18 |
3.9% |
156.97 |
1.9% |
81% |
True |
False |
|
10 |
8,190.66 |
7,750.85 |
439.81 |
5.4% |
165.21 |
2.0% |
87% |
True |
False |
|
20 |
8,190.66 |
7,257.83 |
932.83 |
11.5% |
217.03 |
2.7% |
94% |
True |
False |
|
40 |
8,190.66 |
6,469.95 |
1,720.71 |
21.2% |
229.85 |
2.8% |
97% |
True |
False |
|
60 |
8,405.87 |
6,469.95 |
1,935.92 |
23.8% |
224.94 |
2.8% |
86% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.2% |
220.26 |
2.7% |
63% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.2% |
249.16 |
3.1% |
63% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
39.2% |
283.59 |
3.5% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,631.73 |
2.618 |
8,462.36 |
1.618 |
8,358.58 |
1.000 |
8,294.44 |
0.618 |
8,254.80 |
HIGH |
8,190.66 |
0.618 |
8,151.02 |
0.500 |
8,138.77 |
0.382 |
8,126.52 |
LOW |
8,086.88 |
0.618 |
8,022.74 |
1.000 |
7,983.10 |
1.618 |
7,918.96 |
2.618 |
7,815.18 |
4.250 |
7,645.82 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
8,138.77 |
8,097.74 |
PP |
8,136.29 |
8,064.16 |
S1 |
8,133.81 |
8,030.57 |
|