| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,259.0 |
2,179.0 |
-80.0 |
-3.5% |
2,171.0 |
| High |
2,264.0 |
2,199.0 |
-65.0 |
-2.9% |
2,278.0 |
| Low |
2,154.0 |
2,111.0 |
-43.0 |
-2.0% |
2,167.0 |
| Close |
2,173.0 |
2,169.0 |
-4.0 |
-0.2% |
2,255.0 |
| Range |
110.0 |
88.0 |
-22.0 |
-20.0% |
111.0 |
| ATR |
81.5 |
81.9 |
0.5 |
0.6% |
0.0 |
| Volume |
1,299,017 |
1,600,130 |
301,113 |
23.2% |
5,325,286 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.7 |
2,384.3 |
2,217.4 |
|
| R3 |
2,335.7 |
2,296.3 |
2,193.2 |
|
| R2 |
2,247.7 |
2,247.7 |
2,185.1 |
|
| R1 |
2,208.3 |
2,208.3 |
2,177.1 |
2,184.0 |
| PP |
2,159.7 |
2,159.7 |
2,159.7 |
2,147.5 |
| S1 |
2,120.3 |
2,120.3 |
2,160.9 |
2,096.0 |
| S2 |
2,071.7 |
2,071.7 |
2,152.9 |
|
| S3 |
1,983.7 |
2,032.3 |
2,144.8 |
|
| S4 |
1,895.7 |
1,944.3 |
2,120.6 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.3 |
2,521.7 |
2,316.1 |
|
| R3 |
2,455.3 |
2,410.7 |
2,285.5 |
|
| R2 |
2,344.3 |
2,344.3 |
2,275.4 |
|
| R1 |
2,299.7 |
2,299.7 |
2,265.2 |
2,322.0 |
| PP |
2,233.3 |
2,233.3 |
2,233.3 |
2,244.5 |
| S1 |
2,188.7 |
2,188.7 |
2,244.8 |
2,211.0 |
| S2 |
2,122.3 |
2,122.3 |
2,234.7 |
|
| S3 |
2,011.3 |
2,077.7 |
2,224.5 |
|
| S4 |
1,900.3 |
1,966.7 |
2,194.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,278.0 |
2,111.0 |
167.0 |
7.7% |
77.2 |
3.6% |
35% |
False |
True |
1,384,456 |
| 10 |
2,278.0 |
2,047.0 |
231.0 |
10.7% |
74.9 |
3.5% |
53% |
False |
False |
1,263,267 |
| 20 |
2,278.0 |
1,921.0 |
357.0 |
16.5% |
78.1 |
3.6% |
69% |
False |
False |
1,342,125 |
| 40 |
2,278.0 |
1,693.0 |
585.0 |
27.0% |
79.9 |
3.7% |
81% |
False |
False |
841,115 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
28.2% |
77.2 |
3.6% |
78% |
False |
False |
562,436 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
40.1% |
76.9 |
3.5% |
55% |
False |
False |
422,432 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
40.1% |
81.3 |
3.7% |
55% |
False |
False |
340,083 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
47.6% |
87.1 |
4.0% |
46% |
False |
False |
283,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,573.0 |
|
2.618 |
2,429.4 |
|
1.618 |
2,341.4 |
|
1.000 |
2,287.0 |
|
0.618 |
2,253.4 |
|
HIGH |
2,199.0 |
|
0.618 |
2,165.4 |
|
0.500 |
2,155.0 |
|
0.382 |
2,144.6 |
|
LOW |
2,111.0 |
|
0.618 |
2,056.6 |
|
1.000 |
2,023.0 |
|
1.618 |
1,968.6 |
|
2.618 |
1,880.6 |
|
4.250 |
1,737.0 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,164.3 |
2,194.5 |
| PP |
2,159.7 |
2,186.0 |
| S1 |
2,155.0 |
2,177.5 |
|