Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
8,018.31 |
8,188.51 |
170.20 |
2.1% |
8,128.94 |
High |
8,257.57 |
8,307.51 |
49.94 |
0.6% |
8,128.94 |
Low |
8,017.91 |
8,136.90 |
118.99 |
1.5% |
7,791.95 |
Close |
8,185.73 |
8,168.12 |
-17.61 |
-0.2% |
8,076.29 |
Range |
239.66 |
170.61 |
-69.05 |
-28.8% |
336.99 |
ATR |
199.05 |
197.02 |
-2.03 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,716.01 |
8,612.67 |
8,261.96 |
|
R3 |
8,545.40 |
8,442.06 |
8,215.04 |
|
R2 |
8,374.79 |
8,374.79 |
8,199.40 |
|
R1 |
8,271.45 |
8,271.45 |
8,183.76 |
8,237.82 |
PP |
8,204.18 |
8,204.18 |
8,204.18 |
8,187.36 |
S1 |
8,100.84 |
8,100.84 |
8,152.48 |
8,067.21 |
S2 |
8,033.57 |
8,033.57 |
8,136.84 |
|
S3 |
7,862.96 |
7,930.23 |
8,121.20 |
|
S4 |
7,692.35 |
7,759.62 |
8,074.28 |
|
|
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 |
8,307.51 |
7,938.98 |
368.53 |
4.5% |
173.68 |
2.1% |
62% |
True |
False |
|
10 |
8,307.51 |
7,791.95 |
515.56 |
6.3% |
180.00 |
2.2% |
73% |
True |
False |
|
20 |
8,307.51 |
7,750.85 |
556.66 |
6.8% |
183.00 |
2.2% |
75% |
True |
False |
|
40 |
8,307.51 |
6,469.95 |
1,837.56 |
22.5% |
218.14 |
2.7% |
92% |
True |
False |
|
60 |
8,315.07 |
6,469.95 |
1,845.12 |
22.6% |
221.53 |
2.7% |
92% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.1% |
221.79 |
2.7% |
65% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.1% |
227.97 |
2.8% |
65% |
False |
False |
|
120 |
9,159.58 |
6,469.95 |
2,689.63 |
32.9% |
264.84 |
3.2% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,032.60 |
2.618 |
8,754.17 |
1.618 |
8,583.56 |
1.000 |
8,478.12 |
0.618 |
8,412.95 |
HIGH |
8,307.51 |
0.618 |
8,242.34 |
0.500 |
8,222.21 |
0.382 |
8,202.07 |
LOW |
8,136.90 |
0.618 |
8,031.46 |
1.000 |
7,966.29 |
1.618 |
7,860.85 |
2.618 |
7,690.24 |
4.250 |
7,411.81 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
8,222.21 |
8,153.16 |
PP |
8,204.18 |
8,138.20 |
S1 |
8,186.15 |
8,123.25 |
|