Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
3,865.0 |
3,998.0 |
133.0 |
3.4% |
3,881.0 |
High |
3,960.5 |
4,119.0 |
158.5 |
4.0% |
3,979.5 |
Low |
3,788.0 |
3,990.5 |
202.5 |
5.3% |
3,756.5 |
Close |
3,904.0 |
4,085.5 |
181.5 |
4.6% |
3,844.0 |
Range |
172.5 |
128.5 |
-44.0 |
-25.5% |
223.0 |
ATR |
138.5 |
143.9 |
5.5 |
3.9% |
0.0 |
Volume |
173,429 |
148,389 |
-25,040 |
-14.4% |
639,261 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,450.5 |
4,396.5 |
4,156.0 |
|
R3 |
4,322.0 |
4,268.0 |
4,121.0 |
|
R2 |
4,193.5 |
4,193.5 |
4,109.0 |
|
R1 |
4,139.5 |
4,139.5 |
4,097.5 |
4,166.5 |
PP |
4,065.0 |
4,065.0 |
4,065.0 |
4,078.5 |
S1 |
4,011.0 |
4,011.0 |
4,073.5 |
4,038.0 |
S2 |
3,936.5 |
3,936.5 |
4,062.0 |
|
S3 |
3,808.0 |
3,882.5 |
4,050.0 |
|
S4 |
3,679.5 |
3,754.0 |
4,015.0 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,529.0 |
4,409.5 |
3,966.5 |
|
R3 |
4,306.0 |
4,186.5 |
3,905.5 |
|
R2 |
4,083.0 |
4,083.0 |
3,885.0 |
|
R1 |
3,963.5 |
3,963.5 |
3,864.5 |
3,912.0 |
PP |
3,860.0 |
3,860.0 |
3,860.0 |
3,834.0 |
S1 |
3,740.5 |
3,740.5 |
3,823.5 |
3,689.0 |
S2 |
3,637.0 |
3,637.0 |
3,803.0 |
|
S3 |
3,414.0 |
3,517.5 |
3,782.5 |
|
S4 |
3,191.0 |
3,294.5 |
3,721.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,119.0 |
3,698.0 |
421.0 |
10.3% |
130.5 |
3.2% |
92% |
True |
False |
127,893 |
10 |
4,119.0 |
3,698.0 |
421.0 |
10.3% |
130.5 |
3.2% |
92% |
True |
False |
136,043 |
20 |
4,119.0 |
3,405.5 |
713.5 |
17.5% |
131.0 |
3.2% |
95% |
True |
False |
96,294 |
40 |
4,262.5 |
3,405.5 |
857.0 |
21.0% |
114.0 |
2.8% |
79% |
False |
False |
48,303 |
60 |
4,596.5 |
3,405.5 |
1,191.0 |
29.2% |
107.5 |
2.6% |
57% |
False |
False |
32,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,665.0 |
2.618 |
4,455.5 |
1.618 |
4,327.0 |
1.000 |
4,247.5 |
0.618 |
4,198.5 |
HIGH |
4,119.0 |
0.618 |
4,070.0 |
0.500 |
4,055.0 |
0.382 |
4,039.5 |
LOW |
3,990.5 |
0.618 |
3,911.0 |
1.000 |
3,862.0 |
1.618 |
3,782.5 |
2.618 |
3,654.0 |
4.250 |
3,444.5 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,075.0 |
4,035.5 |
PP |
4,065.0 |
3,986.0 |
S1 |
4,055.0 |
3,936.0 |
|