Trading Metrics calculated at close of trading on 05-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
900.00 |
924.75 |
24.75 |
2.8% |
869.00 |
High |
932.75 |
934.25 |
1.50 |
0.2% |
932.75 |
Low |
896.50 |
916.50 |
20.00 |
2.2% |
853.25 |
Close |
925.50 |
927.50 |
2.00 |
0.2% |
925.50 |
Range |
36.25 |
17.75 |
-18.50 |
-51.0% |
79.50 |
ATR |
35.90 |
34.60 |
-1.30 |
-3.6% |
0.00 |
Volume |
920,263 |
1,095,813 |
175,550 |
19.1% |
2,513,607 |
|
Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
979.25 |
971.25 |
937.25 |
|
R3 |
961.50 |
953.50 |
932.50 |
|
R2 |
943.75 |
943.75 |
930.75 |
|
R1 |
935.75 |
935.75 |
929.25 |
939.75 |
PP |
926.00 |
926.00 |
926.00 |
928.00 |
S1 |
918.00 |
918.00 |
925.75 |
922.00 |
S2 |
908.25 |
908.25 |
924.25 |
|
S3 |
890.50 |
900.25 |
922.50 |
|
S4 |
872.75 |
882.50 |
917.75 |
|
|
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 |
934.25 |
853.25 |
81.00 |
8.7% |
23.25 |
2.5% |
92% |
True |
False |
721,884 |
10 |
934.25 |
852.75 |
81.50 |
8.8% |
22.50 |
2.4% |
92% |
True |
False |
995,526 |
20 |
934.25 |
816.25 |
118.00 |
12.7% |
32.00 |
3.5% |
94% |
True |
False |
1,141,611 |
40 |
960.25 |
737.25 |
223.00 |
24.0% |
43.50 |
4.7% |
85% |
False |
False |
576,426 |
60 |
1,066.50 |
737.25 |
329.25 |
35.5% |
53.75 |
5.8% |
58% |
False |
False |
385,785 |
80 |
1,281.75 |
737.25 |
544.50 |
58.7% |
53.75 |
5.8% |
35% |
False |
False |
290,377 |
100 |
1,303.75 |
737.25 |
566.50 |
61.1% |
45.50 |
4.9% |
34% |
False |
False |
232,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,009.75 |
2.618 |
980.75 |
1.618 |
963.00 |
1.000 |
952.00 |
0.618 |
945.25 |
HIGH |
934.25 |
0.618 |
927.50 |
0.500 |
925.50 |
0.382 |
923.25 |
LOW |
916.50 |
0.618 |
905.50 |
1.000 |
898.75 |
1.618 |
887.75 |
2.618 |
870.00 |
4.250 |
841.00 |
|
|
Fisher Pivots for day following 05-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
926.75 |
921.75 |
PP |
926.00 |
916.00 |
S1 |
925.50 |
910.50 |
|