| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
7,992 |
7,988 |
-4 |
-0.1% |
7,979 |
| High |
8,063 |
8,038 |
-25 |
-0.3% |
8,060 |
| Low |
7,911 |
7,845 |
-66 |
-0.8% |
7,653 |
| Close |
7,995 |
7,884 |
-111 |
-1.4% |
8,017 |
| Range |
152 |
193 |
41 |
27.0% |
407 |
| ATR |
248 |
244 |
-4 |
-1.6% |
0 |
| Volume |
156,916 |
123,068 |
-33,848 |
-21.6% |
611,249 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,501 |
8,386 |
7,990 |
|
| R3 |
8,308 |
8,193 |
7,937 |
|
| R2 |
8,115 |
8,115 |
7,920 |
|
| R1 |
8,000 |
8,000 |
7,902 |
7,961 |
| PP |
7,922 |
7,922 |
7,922 |
7,903 |
| S1 |
7,807 |
7,807 |
7,866 |
7,768 |
| S2 |
7,729 |
7,729 |
7,849 |
|
| S3 |
7,536 |
7,614 |
7,831 |
|
| S4 |
7,343 |
7,421 |
7,778 |
|
|
| 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 |
5.2% |
203 |
2.6% |
56% |
False |
False |
145,608 |
| 10 |
8,063 |
7,426 |
637 |
8.1% |
229 |
2.9% |
72% |
False |
False |
167,160 |
| 20 |
8,063 |
7,119 |
944 |
12.0% |
252 |
3.2% |
81% |
False |
False |
184,380 |
| 40 |
8,063 |
6,416 |
1,647 |
20.9% |
252 |
3.2% |
89% |
False |
False |
100,288 |
| 60 |
8,341 |
6,416 |
1,925 |
24.4% |
248 |
3.1% |
76% |
False |
False |
66,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,858 |
|
2.618 |
8,543 |
|
1.618 |
8,350 |
|
1.000 |
8,231 |
|
0.618 |
8,157 |
|
HIGH |
8,038 |
|
0.618 |
7,964 |
|
0.500 |
7,942 |
|
0.382 |
7,919 |
|
LOW |
7,845 |
|
0.618 |
7,726 |
|
1.000 |
7,652 |
|
1.618 |
7,533 |
|
2.618 |
7,340 |
|
4.250 |
7,025 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
7,942 |
7,925 |
| PP |
7,922 |
7,911 |
| S1 |
7,903 |
7,898 |
|