| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,185.0 |
2,200.0 |
15.0 |
0.7% |
2,171.0 |
| High |
2,229.0 |
2,236.0 |
7.0 |
0.3% |
2,278.0 |
| Low |
2,144.0 |
2,185.0 |
41.0 |
1.9% |
2,167.0 |
| Close |
2,214.0 |
2,195.0 |
-19.0 |
-0.9% |
2,255.0 |
| Range |
85.0 |
51.0 |
-34.0 |
-40.0% |
111.0 |
| ATR |
82.2 |
79.9 |
-2.2 |
-2.7% |
0.0 |
| Volume |
1,372,537 |
1,148,526 |
-224,011 |
-16.3% |
5,325,286 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,358.3 |
2,327.7 |
2,223.1 |
|
| R3 |
2,307.3 |
2,276.7 |
2,209.0 |
|
| R2 |
2,256.3 |
2,256.3 |
2,204.4 |
|
| R1 |
2,225.7 |
2,225.7 |
2,199.7 |
2,215.5 |
| PP |
2,205.3 |
2,205.3 |
2,205.3 |
2,200.3 |
| S1 |
2,174.7 |
2,174.7 |
2,190.3 |
2,164.5 |
| S2 |
2,154.3 |
2,154.3 |
2,185.7 |
|
| S3 |
2,103.3 |
2,123.7 |
2,181.0 |
|
| S4 |
2,052.3 |
2,072.7 |
2,167.0 |
|
|
| 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 |
7.6% |
78.4 |
3.6% |
50% |
False |
False |
1,363,699 |
| 10 |
2,278.0 |
2,047.0 |
231.0 |
10.5% |
73.7 |
3.4% |
64% |
False |
False |
1,293,130 |
| 20 |
2,278.0 |
1,921.0 |
357.0 |
16.3% |
76.9 |
3.5% |
77% |
False |
False |
1,325,637 |
| 40 |
2,278.0 |
1,693.0 |
585.0 |
26.7% |
78.1 |
3.6% |
86% |
False |
False |
903,963 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
27.8% |
75.8 |
3.5% |
82% |
False |
False |
604,303 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
39.6% |
76.8 |
3.5% |
58% |
False |
False |
453,844 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
39.6% |
79.7 |
3.6% |
58% |
False |
False |
365,265 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
47.0% |
85.9 |
3.9% |
49% |
False |
False |
304,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,452.8 |
|
2.618 |
2,369.5 |
|
1.618 |
2,318.5 |
|
1.000 |
2,287.0 |
|
0.618 |
2,267.5 |
|
HIGH |
2,236.0 |
|
0.618 |
2,216.5 |
|
0.500 |
2,210.5 |
|
0.382 |
2,204.5 |
|
LOW |
2,185.0 |
|
0.618 |
2,153.5 |
|
1.000 |
2,134.0 |
|
1.618 |
2,102.5 |
|
2.618 |
2,051.5 |
|
4.250 |
1,968.3 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,210.5 |
2,187.8 |
| PP |
2,205.3 |
2,180.7 |
| S1 |
2,200.2 |
2,173.5 |
|