| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
7,981 |
8,059 |
78 |
1.0% |
7,992 |
| High |
8,119 |
8,137 |
18 |
0.2% |
8,137 |
| Low |
7,909 |
8,006 |
97 |
1.2% |
7,814 |
| Close |
8,063 |
8,084 |
21 |
0.3% |
8,084 |
| Range |
210 |
131 |
-79 |
-37.6% |
323 |
| ATR |
237 |
230 |
-8 |
-3.2% |
0 |
| Volume |
167,429 |
188,667 |
21,238 |
12.7% |
820,310 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,469 |
8,407 |
8,156 |
|
| R3 |
8,338 |
8,276 |
8,120 |
|
| R2 |
8,207 |
8,207 |
8,108 |
|
| R1 |
8,145 |
8,145 |
8,096 |
8,176 |
| PP |
8,076 |
8,076 |
8,076 |
8,091 |
| S1 |
8,014 |
8,014 |
8,072 |
8,045 |
| S2 |
7,945 |
7,945 |
8,060 |
|
| S3 |
7,814 |
7,883 |
8,048 |
|
| S4 |
7,683 |
7,752 |
8,012 |
|
|
| 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 |
7,814 |
323 |
4.0% |
174 |
2.1% |
84% |
True |
False |
164,062 |
| 10 |
8,137 |
7,653 |
484 |
6.0% |
199 |
2.5% |
89% |
True |
False |
164,092 |
| 20 |
8,137 |
7,199 |
938 |
11.6% |
239 |
3.0% |
94% |
True |
False |
179,683 |
| 40 |
8,137 |
6,416 |
1,721 |
21.3% |
253 |
3.1% |
97% |
True |
False |
113,782 |
| 60 |
8,312 |
6,416 |
1,896 |
23.5% |
242 |
3.0% |
88% |
False |
False |
75,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,694 |
|
2.618 |
8,480 |
|
1.618 |
8,349 |
|
1.000 |
8,268 |
|
0.618 |
8,218 |
|
HIGH |
8,137 |
|
0.618 |
8,087 |
|
0.500 |
8,072 |
|
0.382 |
8,056 |
|
LOW |
8,006 |
|
0.618 |
7,925 |
|
1.000 |
7,875 |
|
1.618 |
7,794 |
|
2.618 |
7,663 |
|
4.250 |
7,449 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,080 |
8,048 |
| PP |
8,076 |
8,012 |
| S1 |
8,072 |
7,976 |
|