Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
7,957.45 |
8,073.82 |
116.37 |
1.5% |
8,128.94 |
High |
8,127.50 |
8,122.56 |
-4.94 |
-0.1% |
8,128.94 |
Low |
7,957.45 |
7,987.16 |
29.71 |
0.4% |
7,791.95 |
Close |
8,076.29 |
8,025.00 |
-51.29 |
-0.6% |
8,076.29 |
Range |
170.05 |
135.40 |
-34.65 |
-20.4% |
336.99 |
ATR |
204.08 |
199.18 |
-4.91 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,451.11 |
8,373.45 |
8,099.47 |
|
R3 |
8,315.71 |
8,238.05 |
8,062.24 |
|
R2 |
8,180.31 |
8,180.31 |
8,049.82 |
|
R1 |
8,102.65 |
8,102.65 |
8,037.41 |
8,073.78 |
PP |
8,044.91 |
8,044.91 |
8,044.91 |
8,030.47 |
S1 |
7,967.25 |
7,967.25 |
8,012.59 |
7,938.38 |
S2 |
7,909.51 |
7,909.51 |
8,000.18 |
|
S3 |
7,774.11 |
7,831.85 |
7,987.77 |
|
S4 |
7,638.71 |
7,696.45 |
7,950.53 |
|
|
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 |
8,127.50 |
7,791.95 |
335.55 |
4.2% |
168.95 |
2.1% |
69% |
False |
False |
|
10 |
8,190.66 |
7,791.95 |
398.71 |
5.0% |
176.84 |
2.2% |
58% |
False |
False |
|
20 |
8,190.66 |
7,437.59 |
753.07 |
9.4% |
197.00 |
2.5% |
78% |
False |
False |
|
40 |
8,190.66 |
6,469.95 |
1,720.71 |
21.4% |
221.72 |
2.8% |
90% |
False |
False |
|
60 |
8,315.07 |
6,469.95 |
1,845.12 |
23.0% |
221.70 |
2.8% |
84% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.6% |
222.55 |
2.8% |
59% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.6% |
232.90 |
2.9% |
59% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
39.7% |
268.40 |
3.3% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,698.01 |
2.618 |
8,477.04 |
1.618 |
8,341.64 |
1.000 |
8,257.96 |
0.618 |
8,206.24 |
HIGH |
8,122.56 |
0.618 |
8,070.84 |
0.500 |
8,054.86 |
0.382 |
8,038.88 |
LOW |
7,987.16 |
0.618 |
7,903.48 |
1.000 |
7,851.76 |
1.618 |
7,768.08 |
2.618 |
7,632.68 |
4.250 |
7,411.71 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
8,054.86 |
8,005.29 |
PP |
8,044.91 |
7,985.57 |
S1 |
8,034.95 |
7,965.86 |
|