Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
8,023.56 |
8,018.31 |
-5.25 |
-0.1% |
8,128.94 |
High |
8,091.66 |
8,257.57 |
165.91 |
2.1% |
8,128.94 |
Low |
7,938.98 |
8,017.91 |
78.93 |
1.0% |
7,791.95 |
Close |
8,016.95 |
8,185.73 |
168.78 |
2.1% |
8,076.29 |
Range |
152.68 |
239.66 |
86.98 |
57.0% |
336.99 |
ATR |
195.86 |
199.05 |
3.20 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,872.72 |
8,768.88 |
8,317.54 |
|
R3 |
8,633.06 |
8,529.22 |
8,251.64 |
|
R2 |
8,393.40 |
8,393.40 |
8,229.67 |
|
R1 |
8,289.56 |
8,289.56 |
8,207.70 |
8,341.48 |
PP |
8,153.74 |
8,153.74 |
8,153.74 |
8,179.70 |
S1 |
8,049.90 |
8,049.90 |
8,163.76 |
8,101.82 |
S2 |
7,914.08 |
7,914.08 |
8,141.79 |
|
S3 |
7,674.42 |
7,810.24 |
8,119.82 |
|
S4 |
7,434.76 |
7,570.58 |
8,053.92 |
|
|
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 |
8,257.57 |
7,804.21 |
453.36 |
5.5% |
174.60 |
2.1% |
84% |
True |
False |
|
10 |
8,257.57 |
7,791.95 |
465.62 |
5.7% |
183.48 |
2.2% |
85% |
True |
False |
|
20 |
8,257.57 |
7,483.87 |
773.70 |
9.5% |
189.73 |
2.3% |
91% |
True |
False |
|
40 |
8,257.57 |
6,469.95 |
1,787.62 |
21.8% |
220.20 |
2.7% |
96% |
True |
False |
|
60 |
8,315.07 |
6,469.95 |
1,845.12 |
22.5% |
222.12 |
2.7% |
93% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.0% |
221.43 |
2.7% |
66% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.0% |
229.99 |
2.8% |
66% |
False |
False |
|
120 |
9,616.60 |
6,469.95 |
3,146.65 |
38.4% |
267.63 |
3.3% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,276.13 |
2.618 |
8,885.00 |
1.618 |
8,645.34 |
1.000 |
8,497.23 |
0.618 |
8,405.68 |
HIGH |
8,257.57 |
0.618 |
8,166.02 |
0.500 |
8,137.74 |
0.382 |
8,109.46 |
LOW |
8,017.91 |
0.618 |
7,869.80 |
1.000 |
7,778.25 |
1.618 |
7,630.14 |
2.618 |
7,390.48 |
4.250 |
6,999.36 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
8,169.73 |
8,156.58 |
PP |
8,153.74 |
8,127.43 |
S1 |
8,137.74 |
8,098.28 |
|