| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
839.75 |
817.98 |
-21.77 |
-2.6% |
809.07 |
| High |
839.75 |
825.56 |
-14.19 |
-1.7% |
845.61 |
| Low |
822.79 |
814.53 |
-8.26 |
-1.0% |
779.81 |
| Close |
835.48 |
815.55 |
-19.93 |
-2.4% |
842.50 |
| Range |
16.96 |
11.03 |
-5.93 |
-35.0% |
65.80 |
| ATR |
26.89 |
26.46 |
-0.42 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.64 |
844.62 |
821.62 |
|
| R3 |
840.61 |
833.59 |
818.58 |
|
| R2 |
829.58 |
829.58 |
817.57 |
|
| R1 |
822.56 |
822.56 |
816.56 |
820.56 |
| PP |
818.55 |
818.55 |
818.55 |
817.54 |
| S1 |
811.53 |
811.53 |
814.54 |
809.53 |
| S2 |
807.52 |
807.52 |
813.53 |
|
| S3 |
796.49 |
800.50 |
812.52 |
|
| S4 |
785.46 |
789.47 |
809.48 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,020.04 |
997.07 |
878.69 |
|
| R3 |
954.24 |
931.27 |
860.60 |
|
| R2 |
888.44 |
888.44 |
854.56 |
|
| R1 |
865.47 |
865.47 |
848.53 |
876.96 |
| PP |
822.64 |
822.64 |
822.64 |
828.38 |
| S1 |
799.67 |
799.67 |
836.47 |
811.16 |
| S2 |
756.84 |
756.84 |
830.44 |
|
| S3 |
691.04 |
733.87 |
824.41 |
|
| S4 |
625.24 |
668.07 |
806.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
845.61 |
783.32 |
62.29 |
7.6% |
21.03 |
2.6% |
52% |
False |
False |
|
| 10 |
845.61 |
779.81 |
65.80 |
8.1% |
22.36 |
2.7% |
54% |
False |
False |
|
| 20 |
845.61 |
713.85 |
131.76 |
16.2% |
24.77 |
3.0% |
77% |
False |
False |
|
| 40 |
868.05 |
666.79 |
201.26 |
24.7% |
25.66 |
3.1% |
74% |
False |
False |
|
| 60 |
890.40 |
666.79 |
223.61 |
27.4% |
26.01 |
3.2% |
67% |
False |
False |
|
| 80 |
943.85 |
666.79 |
277.06 |
34.0% |
25.40 |
3.1% |
54% |
False |
False |
|
| 100 |
943.85 |
666.79 |
277.06 |
34.0% |
29.84 |
3.7% |
54% |
False |
False |
|
| 120 |
1,007.51 |
666.79 |
340.72 |
41.8% |
33.37 |
4.1% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
872.44 |
|
2.618 |
854.44 |
|
1.618 |
843.41 |
|
1.000 |
836.59 |
|
0.618 |
832.38 |
|
HIGH |
825.56 |
|
0.618 |
821.35 |
|
0.500 |
820.05 |
|
0.382 |
818.74 |
|
LOW |
814.53 |
|
0.618 |
807.71 |
|
1.000 |
803.50 |
|
1.618 |
796.68 |
|
2.618 |
785.65 |
|
4.250 |
767.65 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
820.05 |
828.52 |
| PP |
818.55 |
824.19 |
| S1 |
817.05 |
819.87 |
|