Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
8,073.82 |
8,023.56 |
-50.26 |
-0.6% |
8,128.94 |
High |
8,122.56 |
8,091.66 |
-30.90 |
-0.4% |
8,128.94 |
Low |
7,987.16 |
7,938.98 |
-48.18 |
-0.6% |
7,791.95 |
Close |
8,025.00 |
8,016.95 |
-8.05 |
-0.1% |
8,076.29 |
Range |
135.40 |
152.68 |
17.28 |
12.8% |
336.99 |
ATR |
199.18 |
195.86 |
-3.32 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,473.90 |
8,398.11 |
8,100.92 |
|
R3 |
8,321.22 |
8,245.43 |
8,058.94 |
|
R2 |
8,168.54 |
8,168.54 |
8,044.94 |
|
R1 |
8,092.75 |
8,092.75 |
8,030.95 |
8,054.31 |
PP |
8,015.86 |
8,015.86 |
8,015.86 |
7,996.64 |
S1 |
7,940.07 |
7,940.07 |
8,002.95 |
7,901.63 |
S2 |
7,863.18 |
7,863.18 |
7,988.96 |
|
S3 |
7,710.50 |
7,787.39 |
7,974.96 |
|
S4 |
7,557.82 |
7,634.71 |
7,932.98 |
|
|
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 |
7,804.21 |
323.29 |
4.0% |
162.04 |
2.0% |
66% |
False |
False |
|
10 |
8,190.66 |
7,791.95 |
398.71 |
5.0% |
176.60 |
2.2% |
56% |
False |
False |
|
20 |
8,190.66 |
7,483.87 |
706.79 |
8.8% |
187.84 |
2.3% |
75% |
False |
False |
|
40 |
8,190.66 |
6,469.95 |
1,720.71 |
21.5% |
217.95 |
2.7% |
90% |
False |
False |
|
60 |
8,315.07 |
6,469.95 |
1,845.12 |
23.0% |
220.35 |
2.7% |
84% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.7% |
222.24 |
2.8% |
59% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.7% |
231.49 |
2.9% |
59% |
False |
False |
|
120 |
9,653.95 |
6,469.95 |
3,184.00 |
39.7% |
268.38 |
3.3% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,740.55 |
2.618 |
8,491.38 |
1.618 |
8,338.70 |
1.000 |
8,244.34 |
0.618 |
8,186.02 |
HIGH |
8,091.66 |
0.618 |
8,033.34 |
0.500 |
8,015.32 |
0.382 |
7,997.30 |
LOW |
7,938.98 |
0.618 |
7,844.62 |
1.000 |
7,786.30 |
1.618 |
7,691.94 |
2.618 |
7,539.26 |
4.250 |
7,290.09 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
8,016.41 |
8,033.24 |
PP |
8,015.86 |
8,027.81 |
S1 |
8,015.32 |
8,022.38 |
|