Trading Metrics calculated at close of trading on 02-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
888.00 |
900.00 |
12.00 |
1.4% |
869.00 |
High |
908.00 |
932.75 |
24.75 |
2.7% |
932.75 |
Low |
886.50 |
896.50 |
10.00 |
1.1% |
853.25 |
Close |
900.00 |
925.50 |
25.50 |
2.8% |
925.50 |
Range |
21.50 |
36.25 |
14.75 |
68.6% |
79.50 |
ATR |
35.87 |
35.90 |
0.03 |
0.1% |
0.00 |
Volume |
777,046 |
920,263 |
143,217 |
18.4% |
2,513,607 |
|
Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,027.00 |
1,012.50 |
945.50 |
|
R3 |
990.75 |
976.25 |
935.50 |
|
R2 |
954.50 |
954.50 |
932.25 |
|
R1 |
940.00 |
940.00 |
928.75 |
947.25 |
PP |
918.25 |
918.25 |
918.25 |
922.00 |
S1 |
903.75 |
903.75 |
922.25 |
911.00 |
S2 |
882.00 |
882.00 |
918.75 |
|
S3 |
845.75 |
867.50 |
915.50 |
|
S4 |
809.50 |
831.25 |
905.50 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.25 |
1,113.50 |
969.25 |
|
R3 |
1,062.75 |
1,034.00 |
947.25 |
|
R2 |
983.25 |
983.25 |
940.00 |
|
R1 |
954.50 |
954.50 |
932.75 |
969.00 |
PP |
903.75 |
903.75 |
903.75 |
911.00 |
S1 |
875.00 |
875.00 |
918.25 |
889.50 |
S2 |
824.25 |
824.25 |
911.00 |
|
S3 |
744.75 |
795.50 |
903.75 |
|
S4 |
665.25 |
716.00 |
881.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
932.75 |
853.25 |
79.50 |
8.6% |
21.50 |
2.3% |
91% |
True |
False |
550,541 |
10 |
932.75 |
852.75 |
80.00 |
8.6% |
24.50 |
2.6% |
91% |
True |
False |
1,119,168 |
20 |
932.75 |
816.25 |
116.50 |
12.6% |
33.25 |
3.6% |
94% |
True |
False |
1,088,750 |
40 |
1,006.50 |
737.25 |
269.25 |
29.1% |
44.75 |
4.8% |
70% |
False |
False |
549,123 |
60 |
1,066.50 |
737.25 |
329.25 |
35.6% |
54.75 |
5.9% |
57% |
False |
False |
367,664 |
80 |
1,281.75 |
737.25 |
544.50 |
58.8% |
53.75 |
5.8% |
35% |
False |
False |
276,680 |
100 |
1,309.75 |
737.25 |
572.50 |
61.9% |
45.50 |
4.9% |
33% |
False |
False |
221,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,086.75 |
2.618 |
1,027.75 |
1.618 |
991.50 |
1.000 |
969.00 |
0.618 |
955.25 |
HIGH |
932.75 |
0.618 |
919.00 |
0.500 |
914.50 |
0.382 |
910.25 |
LOW |
896.50 |
0.618 |
874.00 |
1.000 |
860.25 |
1.618 |
837.75 |
2.618 |
801.50 |
4.250 |
742.50 |
|
|
Fisher Pivots for day following 02-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
922.00 |
917.25 |
PP |
918.25 |
909.00 |
S1 |
914.50 |
900.75 |
|