Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,045.0 |
3,984.0 |
-61.0 |
-1.5% |
3,800.0 |
High |
4,054.0 |
3,996.5 |
-57.5 |
-1.4% |
4,119.0 |
Low |
3,913.0 |
3,854.0 |
-59.0 |
-1.5% |
3,698.0 |
Close |
3,936.5 |
3,886.0 |
-50.5 |
-1.3% |
3,985.0 |
Range |
141.0 |
142.5 |
1.5 |
1.1% |
421.0 |
ATR |
142.4 |
142.4 |
0.0 |
0.0% |
0.0 |
Volume |
152,466 |
93,677 |
-58,789 |
-38.6% |
704,902 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,339.5 |
4,255.5 |
3,964.5 |
|
R3 |
4,197.0 |
4,113.0 |
3,925.0 |
|
R2 |
4,054.5 |
4,054.5 |
3,912.0 |
|
R1 |
3,970.5 |
3,970.5 |
3,899.0 |
3,941.0 |
PP |
3,912.0 |
3,912.0 |
3,912.0 |
3,897.5 |
S1 |
3,828.0 |
3,828.0 |
3,873.0 |
3,799.0 |
S2 |
3,769.5 |
3,769.5 |
3,860.0 |
|
S3 |
3,627.0 |
3,685.5 |
3,847.0 |
|
S4 |
3,484.5 |
3,543.0 |
3,807.5 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,197.0 |
5,012.0 |
4,216.5 |
|
R3 |
4,776.0 |
4,591.0 |
4,101.0 |
|
R2 |
4,355.0 |
4,355.0 |
4,062.0 |
|
R1 |
4,170.0 |
4,170.0 |
4,023.5 |
4,262.5 |
PP |
3,934.0 |
3,934.0 |
3,934.0 |
3,980.0 |
S1 |
3,749.0 |
3,749.0 |
3,946.5 |
3,841.5 |
S2 |
3,513.0 |
3,513.0 |
3,908.0 |
|
S3 |
3,092.0 |
3,328.0 |
3,869.0 |
|
S4 |
2,671.0 |
2,907.0 |
3,753.5 |
|
|
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 |
3,788.0 |
331.0 |
8.5% |
141.5 |
3.6% |
30% |
False |
False |
147,360 |
10 |
4,119.0 |
3,698.0 |
421.0 |
10.8% |
129.0 |
3.3% |
45% |
False |
False |
130,351 |
20 |
4,119.0 |
3,405.5 |
713.5 |
18.4% |
128.5 |
3.3% |
67% |
False |
False |
116,978 |
40 |
4,262.5 |
3,405.5 |
857.0 |
22.1% |
114.5 |
3.0% |
56% |
False |
False |
58,663 |
60 |
4,445.0 |
3,405.5 |
1,039.5 |
26.7% |
110.0 |
2.8% |
46% |
False |
False |
39,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,602.0 |
2.618 |
4,369.5 |
1.618 |
4,227.0 |
1.000 |
4,139.0 |
0.618 |
4,084.5 |
HIGH |
3,996.5 |
0.618 |
3,942.0 |
0.500 |
3,925.0 |
0.382 |
3,908.5 |
LOW |
3,854.0 |
0.618 |
3,766.0 |
1.000 |
3,711.5 |
1.618 |
3,623.5 |
2.618 |
3,481.0 |
4.250 |
3,248.5 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
3,925.0 |
3,972.0 |
PP |
3,912.0 |
3,943.5 |
S1 |
3,899.0 |
3,915.0 |
|