| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
7,481 |
7,518 |
37 |
0.5% |
7,228 |
| High |
7,671 |
7,733 |
62 |
0.8% |
7,880 |
| Low |
7,477 |
7,426 |
-51 |
-0.7% |
7,225 |
| Close |
7,562 |
7,718 |
156 |
2.1% |
7,762 |
| Range |
194 |
307 |
113 |
58.2% |
655 |
| ATR |
261 |
265 |
3 |
1.2% |
0 |
| Volume |
180,074 |
186,606 |
6,532 |
3.6% |
1,006,636 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,547 |
8,439 |
7,887 |
|
| R3 |
8,240 |
8,132 |
7,803 |
|
| R2 |
7,933 |
7,933 |
7,774 |
|
| R1 |
7,825 |
7,825 |
7,746 |
7,879 |
| PP |
7,626 |
7,626 |
7,626 |
7,653 |
| S1 |
7,518 |
7,518 |
7,690 |
7,572 |
| S2 |
7,319 |
7,319 |
7,662 |
|
| S3 |
7,012 |
7,211 |
7,634 |
|
| S4 |
6,705 |
6,904 |
7,549 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,587 |
9,330 |
8,122 |
|
| R3 |
8,932 |
8,675 |
7,942 |
|
| R2 |
8,277 |
8,277 |
7,882 |
|
| R1 |
8,020 |
8,020 |
7,822 |
8,149 |
| PP |
7,622 |
7,622 |
7,622 |
7,687 |
| S1 |
7,365 |
7,365 |
7,702 |
7,494 |
| S2 |
6,967 |
6,967 |
7,642 |
|
| S3 |
6,312 |
6,710 |
7,582 |
|
| S4 |
5,657 |
6,055 |
7,402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,880 |
7,381 |
499 |
6.5% |
256 |
3.3% |
68% |
False |
False |
200,806 |
| 10 |
7,880 |
7,199 |
681 |
8.8% |
268 |
3.5% |
76% |
False |
False |
200,692 |
| 20 |
7,880 |
6,416 |
1,464 |
19.0% |
278 |
3.6% |
89% |
False |
False |
135,143 |
| 40 |
8,235 |
6,416 |
1,819 |
23.6% |
256 |
3.3% |
72% |
False |
False |
67,680 |
| 60 |
8,850 |
6,416 |
2,434 |
31.5% |
247 |
3.2% |
53% |
False |
False |
45,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,038 |
|
2.618 |
8,537 |
|
1.618 |
8,230 |
|
1.000 |
8,040 |
|
0.618 |
7,923 |
|
HIGH |
7,733 |
|
0.618 |
7,616 |
|
0.500 |
7,580 |
|
0.382 |
7,543 |
|
LOW |
7,426 |
|
0.618 |
7,236 |
|
1.000 |
7,119 |
|
1.618 |
6,929 |
|
2.618 |
6,622 |
|
4.250 |
6,121 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
7,672 |
7,668 |
| PP |
7,626 |
7,618 |
| S1 |
7,580 |
7,569 |
|