| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
817.98 |
816.76 |
-1.22 |
-0.1% |
809.07 |
| High |
825.56 |
828.42 |
2.86 |
0.3% |
845.61 |
| Low |
814.53 |
814.84 |
0.31 |
0.0% |
779.81 |
| Close |
815.55 |
825.16 |
9.61 |
1.2% |
842.50 |
| Range |
11.03 |
13.58 |
2.55 |
23.1% |
65.80 |
| ATR |
26.46 |
25.54 |
-0.92 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
863.55 |
857.93 |
832.63 |
|
| R3 |
849.97 |
844.35 |
828.89 |
|
| R2 |
836.39 |
836.39 |
827.65 |
|
| R1 |
830.77 |
830.77 |
826.40 |
833.58 |
| PP |
822.81 |
822.81 |
822.81 |
824.21 |
| S1 |
817.19 |
817.19 |
823.92 |
820.00 |
| S2 |
809.23 |
809.23 |
822.67 |
|
| S3 |
795.65 |
803.61 |
821.43 |
|
| S4 |
782.07 |
790.03 |
817.69 |
|
|
| 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 |
814.53 |
31.08 |
3.8% |
17.69 |
2.1% |
34% |
False |
False |
|
| 10 |
845.61 |
779.81 |
65.80 |
8.0% |
20.18 |
2.4% |
69% |
False |
False |
|
| 20 |
845.61 |
714.76 |
130.85 |
15.9% |
24.55 |
3.0% |
84% |
False |
False |
|
| 40 |
845.61 |
666.79 |
178.82 |
21.7% |
24.87 |
3.0% |
89% |
False |
False |
|
| 60 |
877.86 |
666.79 |
211.07 |
25.6% |
25.80 |
3.1% |
75% |
False |
False |
|
| 80 |
943.85 |
666.79 |
277.06 |
33.6% |
25.13 |
3.0% |
57% |
False |
False |
|
| 100 |
943.85 |
666.79 |
277.06 |
33.6% |
29.54 |
3.6% |
57% |
False |
False |
|
| 120 |
1,007.51 |
666.79 |
340.72 |
41.3% |
32.72 |
4.0% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
886.14 |
|
2.618 |
863.97 |
|
1.618 |
850.39 |
|
1.000 |
842.00 |
|
0.618 |
836.81 |
|
HIGH |
828.42 |
|
0.618 |
823.23 |
|
0.500 |
821.63 |
|
0.382 |
820.03 |
|
LOW |
814.84 |
|
0.618 |
806.45 |
|
1.000 |
801.26 |
|
1.618 |
792.87 |
|
2.618 |
779.29 |
|
4.250 |
757.13 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
823.98 |
827.14 |
| PP |
822.81 |
826.48 |
| S1 |
821.63 |
825.82 |
|