Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
8,125.43 |
8,128.94 |
3.51 |
0.0% |
8,082.02 |
High |
8,190.66 |
8,128.94 |
-61.72 |
-0.8% |
8,190.66 |
Low |
8,086.88 |
7,840.45 |
-246.43 |
-3.0% |
7,870.48 |
Close |
8,131.33 |
7,841.73 |
-289.60 |
-3.6% |
8,131.33 |
Range |
103.78 |
288.49 |
184.71 |
178.0% |
320.18 |
ATR |
207.49 |
213.44 |
5.96 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,802.51 |
8,610.61 |
8,000.40 |
|
R3 |
8,514.02 |
8,322.12 |
7,921.06 |
|
R2 |
8,225.53 |
8,225.53 |
7,894.62 |
|
R1 |
8,033.63 |
8,033.63 |
7,868.17 |
7,985.34 |
PP |
7,937.04 |
7,937.04 |
7,937.04 |
7,912.89 |
S1 |
7,745.14 |
7,745.14 |
7,815.29 |
7,696.85 |
S2 |
7,648.55 |
7,648.55 |
7,788.84 |
|
S3 |
7,360.06 |
7,456.65 |
7,762.40 |
|
S4 |
7,071.57 |
7,168.16 |
7,683.06 |
|
|
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 |
7,840.45 |
350.21 |
4.5% |
184.73 |
2.4% |
0% |
False |
True |
|
10 |
8,190.66 |
7,750.85 |
439.81 |
5.6% |
181.84 |
2.3% |
21% |
False |
False |
|
20 |
8,190.66 |
7,278.78 |
911.88 |
11.6% |
221.30 |
2.8% |
62% |
False |
False |
|
40 |
8,190.66 |
6,469.95 |
1,720.71 |
21.9% |
231.57 |
3.0% |
80% |
False |
False |
|
60 |
8,405.87 |
6,469.95 |
1,935.92 |
24.7% |
225.29 |
2.9% |
71% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
33.4% |
220.99 |
2.8% |
52% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
33.4% |
245.82 |
3.1% |
52% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
40.6% |
281.86 |
3.6% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,355.02 |
2.618 |
8,884.21 |
1.618 |
8,595.72 |
1.000 |
8,417.43 |
0.618 |
8,307.23 |
HIGH |
8,128.94 |
0.618 |
8,018.74 |
0.500 |
7,984.70 |
0.382 |
7,950.65 |
LOW |
7,840.45 |
0.618 |
7,662.16 |
1.000 |
7,551.96 |
1.618 |
7,373.67 |
2.618 |
7,085.18 |
4.250 |
6,614.37 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,984.70 |
8,015.56 |
PP |
7,937.04 |
7,957.61 |
S1 |
7,889.39 |
7,899.67 |
|