| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
7,989 |
7,958 |
-31 |
-0.4% |
8,069 |
| High |
8,043 |
8,206 |
163 |
2.0% |
8,082 |
| Low |
7,861 |
7,944 |
83 |
1.1% |
7,726 |
| Close |
7,967 |
8,125 |
158 |
2.0% |
8,056 |
| Range |
182 |
262 |
80 |
44.0% |
356 |
| ATR |
222 |
225 |
3 |
1.3% |
0 |
| Volume |
168,139 |
162,740 |
-5,399 |
-3.2% |
888,929 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,878 |
8,763 |
8,269 |
|
| R3 |
8,616 |
8,501 |
8,197 |
|
| R2 |
8,354 |
8,354 |
8,173 |
|
| R1 |
8,239 |
8,239 |
8,149 |
8,297 |
| PP |
8,092 |
8,092 |
8,092 |
8,120 |
| S1 |
7,977 |
7,977 |
8,101 |
8,035 |
| S2 |
7,830 |
7,830 |
8,077 |
|
| S3 |
7,568 |
7,715 |
8,053 |
|
| S4 |
7,306 |
7,453 |
7,981 |
|
|
| 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 |
8,206 |
7,752 |
454 |
5.6% |
214 |
2.6% |
82% |
True |
False |
180,939 |
| 10 |
8,206 |
7,726 |
480 |
5.9% |
210 |
2.6% |
83% |
True |
False |
174,494 |
| 20 |
8,206 |
7,426 |
780 |
9.6% |
219 |
2.7% |
90% |
True |
False |
171,035 |
| 40 |
8,206 |
6,416 |
1,790 |
22.0% |
246 |
3.0% |
95% |
True |
False |
148,444 |
| 60 |
8,235 |
6,416 |
1,819 |
22.4% |
242 |
3.0% |
94% |
False |
False |
99,022 |
| 80 |
9,000 |
6,416 |
2,584 |
31.8% |
238 |
2.9% |
66% |
False |
False |
74,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,320 |
|
2.618 |
8,892 |
|
1.618 |
8,630 |
|
1.000 |
8,468 |
|
0.618 |
8,368 |
|
HIGH |
8,206 |
|
0.618 |
8,106 |
|
0.500 |
8,075 |
|
0.382 |
8,044 |
|
LOW |
7,944 |
|
0.618 |
7,782 |
|
1.000 |
7,682 |
|
1.618 |
7,520 |
|
2.618 |
7,258 |
|
4.250 |
6,831 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,108 |
8,095 |
| PP |
8,092 |
8,064 |
| S1 |
8,075 |
8,034 |
|