| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
7,919 |
8,037 |
118 |
1.5% |
8,069 |
| High |
8,082 |
8,074 |
-8 |
-0.1% |
8,082 |
| Low |
7,854 |
7,899 |
45 |
0.6% |
7,726 |
| Close |
8,056 |
8,002 |
-54 |
-0.7% |
8,056 |
| Range |
228 |
175 |
-53 |
-23.2% |
356 |
| ATR |
229 |
226 |
-4 |
-1.7% |
0 |
| Volume |
196,049 |
169,045 |
-27,004 |
-13.8% |
888,929 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,517 |
8,434 |
8,098 |
|
| R3 |
8,342 |
8,259 |
8,050 |
|
| R2 |
8,167 |
8,167 |
8,034 |
|
| R1 |
8,084 |
8,084 |
8,018 |
8,038 |
| PP |
7,992 |
7,992 |
7,992 |
7,969 |
| S1 |
7,909 |
7,909 |
7,986 |
7,863 |
| S2 |
7,817 |
7,817 |
7,970 |
|
| S3 |
7,642 |
7,734 |
7,954 |
|
| S4 |
7,467 |
7,559 |
7,906 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,023 |
8,895 |
8,252 |
|
| R3 |
8,667 |
8,539 |
8,154 |
|
| R2 |
8,311 |
8,311 |
8,121 |
|
| R1 |
8,183 |
8,183 |
8,089 |
8,069 |
| PP |
7,955 |
7,955 |
7,955 |
7,898 |
| S1 |
7,827 |
7,827 |
8,023 |
7,713 |
| S2 |
7,599 |
7,599 |
7,991 |
|
| S3 |
7,243 |
7,471 |
7,958 |
|
| S4 |
6,887 |
7,115 |
7,860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,082 |
7,726 |
356 |
4.4% |
206 |
2.6% |
78% |
False |
False |
182,942 |
| 10 |
8,137 |
7,726 |
411 |
5.1% |
203 |
2.5% |
67% |
False |
False |
172,136 |
| 20 |
8,137 |
7,381 |
756 |
9.4% |
225 |
2.8% |
82% |
False |
False |
171,968 |
| 40 |
8,137 |
6,416 |
1,721 |
21.5% |
247 |
3.1% |
92% |
False |
False |
140,185 |
| 60 |
8,235 |
6,416 |
1,819 |
22.7% |
241 |
3.0% |
87% |
False |
False |
93,508 |
| 80 |
9,000 |
6,416 |
2,584 |
32.3% |
237 |
3.0% |
61% |
False |
False |
70,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,818 |
|
2.618 |
8,532 |
|
1.618 |
8,357 |
|
1.000 |
8,249 |
|
0.618 |
8,182 |
|
HIGH |
8,074 |
|
0.618 |
8,007 |
|
0.500 |
7,987 |
|
0.382 |
7,966 |
|
LOW |
7,899 |
|
0.618 |
7,791 |
|
1.000 |
7,724 |
|
1.618 |
7,616 |
|
2.618 |
7,441 |
|
4.250 |
7,155 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
7,997 |
7,974 |
| PP |
7,992 |
7,945 |
| S1 |
7,987 |
7,917 |
|