| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,174.0 |
2,204.0 |
30.0 |
1.4% |
2,155.0 |
| High |
2,221.0 |
2,258.0 |
37.0 |
1.7% |
2,193.0 |
| Low |
2,167.0 |
2,182.0 |
15.0 |
0.7% |
2,047.0 |
| Close |
2,186.0 |
2,227.0 |
41.0 |
1.9% |
2,172.0 |
| Range |
54.0 |
76.0 |
22.0 |
40.7% |
146.0 |
| ATR |
81.3 |
80.9 |
-0.4 |
-0.5% |
0.0 |
| Volume |
1,200,236 |
1,424,610 |
224,374 |
18.7% |
4,408,239 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.3 |
2,414.7 |
2,268.8 |
|
| R3 |
2,374.3 |
2,338.7 |
2,247.9 |
|
| R2 |
2,298.3 |
2,298.3 |
2,240.9 |
|
| R1 |
2,262.7 |
2,262.7 |
2,234.0 |
2,280.5 |
| PP |
2,222.3 |
2,222.3 |
2,222.3 |
2,231.3 |
| S1 |
2,186.7 |
2,186.7 |
2,220.0 |
2,204.5 |
| S2 |
2,146.3 |
2,146.3 |
2,213.1 |
|
| S3 |
2,070.3 |
2,110.7 |
2,206.1 |
|
| S4 |
1,994.3 |
2,034.7 |
2,185.2 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.3 |
2,519.7 |
2,252.3 |
|
| R3 |
2,429.3 |
2,373.7 |
2,212.2 |
|
| R2 |
2,283.3 |
2,283.3 |
2,198.8 |
|
| R1 |
2,227.7 |
2,227.7 |
2,185.4 |
2,255.5 |
| PP |
2,137.3 |
2,137.3 |
2,137.3 |
2,151.3 |
| S1 |
2,081.7 |
2,081.7 |
2,158.6 |
2,109.5 |
| S2 |
1,991.3 |
1,991.3 |
2,145.2 |
|
| S3 |
1,845.3 |
1,935.7 |
2,131.9 |
|
| S4 |
1,699.3 |
1,789.7 |
2,091.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,258.0 |
2,047.0 |
211.0 |
9.5% |
69.0 |
3.1% |
85% |
True |
False |
1,222,561 |
| 10 |
2,258.0 |
1,945.0 |
313.0 |
14.1% |
77.5 |
3.5% |
90% |
True |
False |
1,300,497 |
| 20 |
2,258.0 |
1,917.0 |
341.0 |
15.3% |
75.1 |
3.4% |
91% |
True |
False |
1,324,432 |
| 40 |
2,258.0 |
1,693.0 |
565.0 |
25.4% |
77.9 |
3.5% |
95% |
True |
False |
734,195 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
27.4% |
78.2 |
3.5% |
87% |
False |
False |
491,038 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
39.0% |
77.2 |
3.5% |
61% |
False |
False |
370,254 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
39.0% |
82.3 |
3.7% |
61% |
False |
False |
297,188 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
46.3% |
88.2 |
4.0% |
52% |
False |
False |
247,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,581.0 |
|
2.618 |
2,457.0 |
|
1.618 |
2,381.0 |
|
1.000 |
2,334.0 |
|
0.618 |
2,305.0 |
|
HIGH |
2,258.0 |
|
0.618 |
2,229.0 |
|
0.500 |
2,220.0 |
|
0.382 |
2,211.0 |
|
LOW |
2,182.0 |
|
0.618 |
2,135.0 |
|
1.000 |
2,106.0 |
|
1.618 |
2,059.0 |
|
2.618 |
1,983.0 |
|
4.250 |
1,859.0 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.7 |
2,222.2 |
| PP |
2,222.3 |
2,217.3 |
| S1 |
2,220.0 |
2,212.5 |
|