| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
8,128.94 |
7,841.73 |
-287.21 |
-3.5% |
8,082.02 |
| High |
8,128.94 |
7,979.20 |
-149.74 |
-1.8% |
8,190.66 |
| Low |
7,840.45 |
7,791.95 |
-48.50 |
-0.6% |
7,870.48 |
| Close |
7,841.73 |
7,969.56 |
127.83 |
1.6% |
8,131.33 |
| Range |
288.49 |
187.25 |
-101.24 |
-35.1% |
320.18 |
| ATR |
213.44 |
211.57 |
-1.87 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,475.32 |
8,409.69 |
8,072.55 |
|
| R3 |
8,288.07 |
8,222.44 |
8,021.05 |
|
| R2 |
8,100.82 |
8,100.82 |
8,003.89 |
|
| R1 |
8,035.19 |
8,035.19 |
7,986.72 |
8,068.01 |
| PP |
7,913.57 |
7,913.57 |
7,913.57 |
7,929.98 |
| S1 |
7,847.94 |
7,847.94 |
7,952.40 |
7,880.76 |
| S2 |
7,726.32 |
7,726.32 |
7,935.23 |
|
| S3 |
7,539.07 |
7,660.69 |
7,918.07 |
|
| S4 |
7,351.82 |
7,473.44 |
7,866.57 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,024.70 |
8,898.19 |
8,307.43 |
|
| R3 |
8,704.52 |
8,578.01 |
8,219.38 |
|
| R2 |
8,384.34 |
8,384.34 |
8,190.03 |
|
| R1 |
8,257.83 |
8,257.83 |
8,160.68 |
8,321.09 |
| PP |
8,064.16 |
8,064.16 |
8,064.16 |
8,095.78 |
| S1 |
7,937.65 |
7,937.65 |
8,101.98 |
8,000.91 |
| S2 |
7,743.98 |
7,743.98 |
8,072.63 |
|
| S3 |
7,423.80 |
7,617.47 |
8,043.28 |
|
| S4 |
7,103.62 |
7,297.29 |
7,955.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,190.66 |
7,791.95 |
398.71 |
5.0% |
191.15 |
2.4% |
45% |
False |
True |
|
| 10 |
8,190.66 |
7,750.85 |
439.81 |
5.5% |
185.16 |
2.3% |
50% |
False |
False |
|
| 20 |
8,190.66 |
7,437.59 |
753.07 |
9.4% |
205.56 |
2.6% |
71% |
False |
False |
|
| 40 |
8,190.66 |
6,469.95 |
1,720.71 |
21.6% |
227.87 |
2.9% |
87% |
False |
False |
|
| 60 |
8,405.87 |
6,469.95 |
1,935.92 |
24.3% |
224.35 |
2.8% |
77% |
False |
False |
|
| 80 |
9,088.06 |
6,469.95 |
2,618.11 |
32.9% |
220.67 |
2.8% |
57% |
False |
False |
|
| 100 |
9,088.06 |
6,469.95 |
2,618.11 |
32.9% |
242.18 |
3.0% |
57% |
False |
False |
|
| 120 |
9,653.95 |
6,469.95 |
3,184.00 |
40.0% |
279.63 |
3.5% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,775.01 |
|
2.618 |
8,469.42 |
|
1.618 |
8,282.17 |
|
1.000 |
8,166.45 |
|
0.618 |
8,094.92 |
|
HIGH |
7,979.20 |
|
0.618 |
7,907.67 |
|
0.500 |
7,885.58 |
|
0.382 |
7,863.48 |
|
LOW |
7,791.95 |
|
0.618 |
7,676.23 |
|
1.000 |
7,604.70 |
|
1.618 |
7,488.98 |
|
2.618 |
7,301.73 |
|
4.250 |
6,996.14 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
7,941.57 |
7,991.31 |
| PP |
7,913.57 |
7,984.06 |
| S1 |
7,885.58 |
7,976.81 |
|