Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,841.73 |
7,964.78 |
123.05 |
1.6% |
8,082.02 |
High |
7,979.20 |
8,044.83 |
65.63 |
0.8% |
8,190.66 |
Low |
7,791.95 |
7,868.01 |
76.06 |
1.0% |
7,870.48 |
Close |
7,969.56 |
7,886.57 |
-82.99 |
-1.0% |
8,131.33 |
Range |
187.25 |
176.82 |
-10.43 |
-5.6% |
320.18 |
ATR |
211.57 |
209.09 |
-2.48 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,463.60 |
8,351.90 |
7,983.82 |
|
R3 |
8,286.78 |
8,175.08 |
7,935.20 |
|
R2 |
8,109.96 |
8,109.96 |
7,918.99 |
|
R1 |
7,998.26 |
7,998.26 |
7,902.78 |
7,965.70 |
PP |
7,933.14 |
7,933.14 |
7,933.14 |
7,916.86 |
S1 |
7,821.44 |
7,821.44 |
7,870.36 |
7,788.88 |
S2 |
7,756.32 |
7,756.32 |
7,854.15 |
|
S3 |
7,579.50 |
7,644.62 |
7,837.94 |
|
S4 |
7,402.68 |
7,467.80 |
7,789.32 |
|
|
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 |
7,791.95 |
398.71 |
5.1% |
192.35 |
2.4% |
24% |
False |
False |
|
10 |
8,190.66 |
7,750.85 |
439.81 |
5.6% |
182.15 |
2.3% |
31% |
False |
False |
|
20 |
8,190.66 |
7,437.59 |
753.07 |
9.5% |
206.93 |
2.6% |
60% |
False |
False |
|
40 |
8,190.66 |
6,469.95 |
1,720.71 |
21.8% |
225.68 |
2.9% |
82% |
False |
False |
|
60 |
8,405.87 |
6,469.95 |
1,935.92 |
24.5% |
223.82 |
2.8% |
73% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
33.2% |
221.86 |
2.8% |
54% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
33.2% |
240.69 |
3.1% |
54% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
40.4% |
273.54 |
3.5% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,796.32 |
2.618 |
8,507.74 |
1.618 |
8,330.92 |
1.000 |
8,221.65 |
0.618 |
8,154.10 |
HIGH |
8,044.83 |
0.618 |
7,977.28 |
0.500 |
7,956.42 |
0.382 |
7,935.56 |
LOW |
7,868.01 |
0.618 |
7,758.74 |
1.000 |
7,691.19 |
1.618 |
7,581.92 |
2.618 |
7,405.10 |
4.250 |
7,116.53 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,956.42 |
7,960.45 |
PP |
7,933.14 |
7,935.82 |
S1 |
7,909.85 |
7,911.20 |
|