Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,964.78 |
7,886.81 |
-77.97 |
-1.0% |
8,082.02 |
High |
8,044.83 |
7,979.44 |
-65.39 |
-0.8% |
8,190.66 |
Low |
7,868.01 |
7,804.21 |
-63.80 |
-0.8% |
7,870.48 |
Close |
7,886.57 |
7,957.06 |
70.49 |
0.9% |
8,131.33 |
Range |
176.82 |
175.23 |
-1.59 |
-0.9% |
320.18 |
ATR |
209.09 |
206.67 |
-2.42 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,439.26 |
8,373.39 |
8,053.44 |
|
R3 |
8,264.03 |
8,198.16 |
8,005.25 |
|
R2 |
8,088.80 |
8,088.80 |
7,989.19 |
|
R1 |
8,022.93 |
8,022.93 |
7,973.12 |
8,055.87 |
PP |
7,913.57 |
7,913.57 |
7,913.57 |
7,930.04 |
S1 |
7,847.70 |
7,847.70 |
7,941.00 |
7,880.64 |
S2 |
7,738.34 |
7,738.34 |
7,924.93 |
|
S3 |
7,563.11 |
7,672.47 |
7,908.87 |
|
S4 |
7,387.88 |
7,497.24 |
7,860.68 |
|
|
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 |
5.0% |
186.31 |
2.3% |
41% |
False |
False |
|
10 |
8,190.66 |
7,791.95 |
398.71 |
5.0% |
186.00 |
2.3% |
41% |
False |
False |
|
20 |
8,190.66 |
7,437.59 |
753.07 |
9.5% |
200.01 |
2.5% |
69% |
False |
False |
|
40 |
8,190.66 |
6,469.95 |
1,720.71 |
21.6% |
223.85 |
2.8% |
86% |
False |
False |
|
60 |
8,405.87 |
6,469.95 |
1,935.92 |
24.3% |
224.36 |
2.8% |
77% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.9% |
223.16 |
2.8% |
57% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.9% |
238.29 |
3.0% |
57% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
40.0% |
271.06 |
3.4% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,724.17 |
2.618 |
8,438.19 |
1.618 |
8,262.96 |
1.000 |
8,154.67 |
0.618 |
8,087.73 |
HIGH |
7,979.44 |
0.618 |
7,912.50 |
0.500 |
7,891.83 |
0.382 |
7,871.15 |
LOW |
7,804.21 |
0.618 |
7,695.92 |
1.000 |
7,628.98 |
1.618 |
7,520.69 |
2.618 |
7,345.46 |
4.250 |
7,059.48 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
7,935.32 |
7,944.17 |
PP |
7,913.57 |
7,931.28 |
S1 |
7,891.83 |
7,918.39 |
|