| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1,979.0 |
2,079.0 |
100.0 |
5.1% |
2,004.0 |
| High |
2,054.0 |
2,158.0 |
104.0 |
5.1% |
2,108.0 |
| Low |
1,945.0 |
2,065.0 |
120.0 |
6.2% |
1,997.0 |
| Close |
2,021.0 |
2,145.0 |
124.0 |
6.1% |
2,040.0 |
| Range |
109.0 |
93.0 |
-16.0 |
-14.7% |
111.0 |
| ATR |
84.4 |
88.2 |
3.8 |
4.5% |
0.0 |
| Volume |
1,440,307 |
1,852,447 |
412,140 |
28.6% |
6,770,739 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.7 |
2,366.3 |
2,196.2 |
|
| R3 |
2,308.7 |
2,273.3 |
2,170.6 |
|
| R2 |
2,215.7 |
2,215.7 |
2,162.1 |
|
| R1 |
2,180.3 |
2,180.3 |
2,153.5 |
2,198.0 |
| PP |
2,122.7 |
2,122.7 |
2,122.7 |
2,131.5 |
| S1 |
2,087.3 |
2,087.3 |
2,136.5 |
2,105.0 |
| S2 |
2,029.7 |
2,029.7 |
2,128.0 |
|
| S3 |
1,936.7 |
1,994.3 |
2,119.4 |
|
| S4 |
1,843.7 |
1,901.3 |
2,093.9 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.3 |
2,321.7 |
2,101.1 |
|
| R3 |
2,270.3 |
2,210.7 |
2,070.5 |
|
| R2 |
2,159.3 |
2,159.3 |
2,060.4 |
|
| R1 |
2,099.7 |
2,099.7 |
2,050.2 |
2,129.5 |
| PP |
2,048.3 |
2,048.3 |
2,048.3 |
2,063.3 |
| S1 |
1,988.7 |
1,988.7 |
2,029.8 |
2,018.5 |
| S2 |
1,937.3 |
1,937.3 |
2,019.7 |
|
| S3 |
1,826.3 |
1,877.7 |
2,009.5 |
|
| S4 |
1,715.3 |
1,766.7 |
1,979.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,158.0 |
1,921.0 |
237.0 |
11.0% |
89.4 |
4.2% |
95% |
True |
False |
1,442,346 |
| 10 |
2,158.0 |
1,921.0 |
237.0 |
11.0% |
78.3 |
3.7% |
95% |
True |
False |
1,429,936 |
| 20 |
2,158.0 |
1,693.0 |
465.0 |
21.7% |
79.6 |
3.7% |
97% |
True |
False |
977,492 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
28.5% |
76.8 |
3.6% |
74% |
False |
False |
492,249 |
| 60 |
2,493.0 |
1,693.0 |
800.0 |
37.3% |
79.9 |
3.7% |
57% |
False |
False |
329,493 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
40.5% |
79.4 |
3.7% |
52% |
False |
False |
249,827 |
| 100 |
2,637.0 |
1,693.0 |
944.0 |
44.0% |
86.8 |
4.0% |
48% |
False |
False |
200,244 |
| 120 |
2,746.0 |
1,693.0 |
1,053.0 |
49.1% |
89.3 |
4.2% |
43% |
False |
False |
167,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.3 |
|
2.618 |
2,401.5 |
|
1.618 |
2,308.5 |
|
1.000 |
2,251.0 |
|
0.618 |
2,215.5 |
|
HIGH |
2,158.0 |
|
0.618 |
2,122.5 |
|
0.500 |
2,111.5 |
|
0.382 |
2,100.5 |
|
LOW |
2,065.0 |
|
0.618 |
2,007.5 |
|
1.000 |
1,972.0 |
|
1.618 |
1,914.5 |
|
2.618 |
1,821.5 |
|
4.250 |
1,669.8 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,133.8 |
2,112.5 |
| PP |
2,122.7 |
2,080.0 |
| S1 |
2,111.5 |
2,047.5 |
|