Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,886.81 |
7,957.45 |
70.64 |
0.9% |
8,128.94 |
High |
7,979.44 |
8,127.50 |
148.06 |
1.9% |
8,128.94 |
Low |
7,804.21 |
7,957.45 |
153.24 |
2.0% |
7,791.95 |
Close |
7,957.06 |
8,076.29 |
119.23 |
1.5% |
8,076.29 |
Range |
175.23 |
170.05 |
-5.18 |
-3.0% |
336.99 |
ATR |
206.67 |
204.08 |
-2.59 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,563.90 |
8,490.14 |
8,169.82 |
|
R3 |
8,393.85 |
8,320.09 |
8,123.05 |
|
R2 |
8,223.80 |
8,223.80 |
8,107.47 |
|
R1 |
8,150.04 |
8,150.04 |
8,091.88 |
8,186.92 |
PP |
8,053.75 |
8,053.75 |
8,053.75 |
8,072.19 |
S1 |
7,979.99 |
7,979.99 |
8,060.70 |
8,016.87 |
S2 |
7,883.70 |
7,883.70 |
8,045.11 |
|
S3 |
7,713.65 |
7,809.94 |
8,029.53 |
|
S4 |
7,543.60 |
7,639.89 |
7,982.76 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,010.03 |
8,880.15 |
8,261.63 |
|
R3 |
8,673.04 |
8,543.16 |
8,168.96 |
|
R2 |
8,336.05 |
8,336.05 |
8,138.07 |
|
R1 |
8,206.17 |
8,206.17 |
8,107.18 |
8,102.62 |
PP |
7,999.06 |
7,999.06 |
7,999.06 |
7,947.28 |
S1 |
7,869.18 |
7,869.18 |
8,045.40 |
7,765.63 |
S2 |
7,662.07 |
7,662.07 |
8,014.51 |
|
S3 |
7,325.08 |
7,532.19 |
7,983.62 |
|
S4 |
6,988.09 |
7,195.20 |
7,890.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,128.94 |
7,791.95 |
336.99 |
4.2% |
199.57 |
2.5% |
84% |
False |
False |
|
10 |
8,190.66 |
7,791.95 |
398.71 |
4.9% |
178.27 |
2.2% |
71% |
False |
False |
|
20 |
8,190.66 |
7,437.59 |
753.07 |
9.3% |
199.56 |
2.5% |
85% |
False |
False |
|
40 |
8,190.66 |
6,469.95 |
1,720.71 |
21.3% |
222.38 |
2.8% |
93% |
False |
False |
|
60 |
8,373.14 |
6,469.95 |
1,903.19 |
23.6% |
223.37 |
2.8% |
84% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.4% |
223.21 |
2.8% |
61% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.4% |
238.40 |
3.0% |
61% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
39.4% |
270.06 |
3.3% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,850.21 |
2.618 |
8,572.69 |
1.618 |
8,402.64 |
1.000 |
8,297.55 |
0.618 |
8,232.59 |
HIGH |
8,127.50 |
0.618 |
8,062.54 |
0.500 |
8,042.48 |
0.382 |
8,022.41 |
LOW |
7,957.45 |
0.618 |
7,852.36 |
1.000 |
7,787.40 |
1.618 |
7,682.31 |
2.618 |
7,512.26 |
4.250 |
7,234.74 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
8,065.02 |
8,039.48 |
PP |
8,053.75 |
8,002.67 |
S1 |
8,042.48 |
7,965.86 |
|