| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
7,790 |
7,992 |
202 |
2.6% |
7,979 |
| High |
8,037 |
8,063 |
26 |
0.3% |
8,060 |
| Low |
7,787 |
7,911 |
124 |
1.6% |
7,653 |
| Close |
8,017 |
7,995 |
-22 |
-0.3% |
8,017 |
| Range |
250 |
152 |
-98 |
-39.2% |
407 |
| ATR |
255 |
248 |
-7 |
-2.9% |
0 |
| Volume |
153,781 |
156,916 |
3,135 |
2.0% |
611,249 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,446 |
8,372 |
8,079 |
|
| R3 |
8,294 |
8,220 |
8,037 |
|
| R2 |
8,142 |
8,142 |
8,023 |
|
| R1 |
8,068 |
8,068 |
8,009 |
8,105 |
| PP |
7,990 |
7,990 |
7,990 |
8,008 |
| S1 |
7,916 |
7,916 |
7,981 |
7,953 |
| S2 |
7,838 |
7,838 |
7,967 |
|
| S3 |
7,686 |
7,764 |
7,953 |
|
| S4 |
7,534 |
7,612 |
7,912 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,131 |
8,981 |
8,241 |
|
| R3 |
8,724 |
8,574 |
8,129 |
|
| R2 |
8,317 |
8,317 |
8,092 |
|
| R1 |
8,167 |
8,167 |
8,054 |
8,242 |
| PP |
7,910 |
7,910 |
7,910 |
7,948 |
| S1 |
7,760 |
7,760 |
7,980 |
7,835 |
| S2 |
7,503 |
7,503 |
7,943 |
|
| S3 |
7,096 |
7,353 |
7,905 |
|
| S4 |
6,689 |
6,946 |
7,793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,063 |
7,653 |
410 |
5.1% |
215 |
2.7% |
83% |
True |
False |
153,633 |
| 10 |
8,063 |
7,381 |
682 |
8.5% |
247 |
3.1% |
90% |
True |
False |
171,799 |
| 20 |
8,063 |
7,115 |
948 |
11.9% |
253 |
3.2% |
93% |
True |
False |
187,444 |
| 40 |
8,063 |
6,416 |
1,647 |
20.6% |
252 |
3.2% |
96% |
True |
False |
97,214 |
| 60 |
8,341 |
6,416 |
1,925 |
24.1% |
248 |
3.1% |
82% |
False |
False |
64,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,709 |
|
2.618 |
8,461 |
|
1.618 |
8,309 |
|
1.000 |
8,215 |
|
0.618 |
8,157 |
|
HIGH |
8,063 |
|
0.618 |
8,005 |
|
0.500 |
7,987 |
|
0.382 |
7,969 |
|
LOW |
7,911 |
|
0.618 |
7,817 |
|
1.000 |
7,759 |
|
1.618 |
7,665 |
|
2.618 |
7,513 |
|
4.250 |
7,265 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
7,992 |
7,949 |
| PP |
7,990 |
7,904 |
| S1 |
7,987 |
7,858 |
|