| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
7,872 |
7,981 |
109 |
1.4% |
7,979 |
| High |
7,995 |
8,119 |
124 |
1.6% |
8,060 |
| Low |
7,814 |
7,909 |
95 |
1.2% |
7,653 |
| Close |
7,980 |
8,063 |
83 |
1.0% |
8,017 |
| Range |
181 |
210 |
29 |
16.0% |
407 |
| ATR |
239 |
237 |
-2 |
-0.9% |
0 |
| Volume |
184,230 |
167,429 |
-16,801 |
-9.1% |
611,249 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,660 |
8,572 |
8,179 |
|
| R3 |
8,450 |
8,362 |
8,121 |
|
| R2 |
8,240 |
8,240 |
8,102 |
|
| R1 |
8,152 |
8,152 |
8,082 |
8,196 |
| PP |
8,030 |
8,030 |
8,030 |
8,053 |
| S1 |
7,942 |
7,942 |
8,044 |
7,986 |
| S2 |
7,820 |
7,820 |
8,025 |
|
| S3 |
7,610 |
7,732 |
8,005 |
|
| S4 |
7,400 |
7,522 |
7,948 |
|
|
| 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 |
8,119 |
7,787 |
332 |
4.1% |
197 |
2.4% |
83% |
True |
False |
157,084 |
| 10 |
8,119 |
7,653 |
466 |
5.8% |
218 |
2.7% |
88% |
True |
False |
165,658 |
| 20 |
8,119 |
7,199 |
920 |
11.4% |
243 |
3.0% |
94% |
True |
False |
183,175 |
| 40 |
8,119 |
6,416 |
1,703 |
21.1% |
253 |
3.1% |
97% |
True |
False |
109,071 |
| 60 |
8,312 |
6,416 |
1,896 |
23.5% |
245 |
3.0% |
87% |
False |
False |
72,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,012 |
|
2.618 |
8,669 |
|
1.618 |
8,459 |
|
1.000 |
8,329 |
|
0.618 |
8,249 |
|
HIGH |
8,119 |
|
0.618 |
8,039 |
|
0.500 |
8,014 |
|
0.382 |
7,989 |
|
LOW |
7,909 |
|
0.618 |
7,779 |
|
1.000 |
7,699 |
|
1.618 |
7,569 |
|
2.618 |
7,359 |
|
4.250 |
7,017 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,047 |
8,031 |
| PP |
8,030 |
7,999 |
| S1 |
8,014 |
7,967 |
|