| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
8,059 |
8,069 |
10 |
0.1% |
7,992 |
| High |
8,137 |
8,073 |
-64 |
-0.8% |
8,137 |
| Low |
8,006 |
7,785 |
-221 |
-2.8% |
7,814 |
| Close |
8,084 |
7,820 |
-264 |
-3.3% |
8,084 |
| Range |
131 |
288 |
157 |
119.8% |
323 |
| ATR |
230 |
235 |
5 |
2.2% |
0 |
| Volume |
188,667 |
143,262 |
-45,405 |
-24.1% |
820,310 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,757 |
8,576 |
7,979 |
|
| R3 |
8,469 |
8,288 |
7,899 |
|
| R2 |
8,181 |
8,181 |
7,873 |
|
| R1 |
8,000 |
8,000 |
7,847 |
7,947 |
| PP |
7,893 |
7,893 |
7,893 |
7,866 |
| S1 |
7,712 |
7,712 |
7,794 |
7,659 |
| S2 |
7,605 |
7,605 |
7,767 |
|
| S3 |
7,317 |
7,424 |
7,741 |
|
| S4 |
7,029 |
7,136 |
7,662 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,981 |
8,855 |
8,262 |
|
| R3 |
8,658 |
8,532 |
8,173 |
|
| R2 |
8,335 |
8,335 |
8,143 |
|
| R1 |
8,209 |
8,209 |
8,114 |
8,272 |
| PP |
8,012 |
8,012 |
8,012 |
8,043 |
| S1 |
7,886 |
7,886 |
8,055 |
7,949 |
| S2 |
7,689 |
7,689 |
8,025 |
|
| S3 |
7,366 |
7,563 |
7,995 |
|
| S4 |
7,043 |
7,240 |
7,906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,137 |
7,785 |
352 |
4.5% |
201 |
2.6% |
10% |
False |
True |
161,331 |
| 10 |
8,137 |
7,653 |
484 |
6.2% |
208 |
2.7% |
35% |
False |
False |
157,482 |
| 20 |
8,137 |
7,225 |
912 |
11.7% |
243 |
3.1% |
65% |
False |
False |
176,564 |
| 40 |
8,137 |
6,416 |
1,721 |
22.0% |
256 |
3.3% |
82% |
False |
False |
117,360 |
| 60 |
8,312 |
6,416 |
1,896 |
24.2% |
242 |
3.1% |
74% |
False |
False |
78,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,297 |
|
2.618 |
8,827 |
|
1.618 |
8,539 |
|
1.000 |
8,361 |
|
0.618 |
8,251 |
|
HIGH |
8,073 |
|
0.618 |
7,963 |
|
0.500 |
7,929 |
|
0.382 |
7,895 |
|
LOW |
7,785 |
|
0.618 |
7,607 |
|
1.000 |
7,497 |
|
1.618 |
7,319 |
|
2.618 |
7,031 |
|
4.250 |
6,561 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
7,929 |
7,961 |
| PP |
7,893 |
7,914 |
| S1 |
7,856 |
7,867 |
|