Trading Metrics calculated at close of trading on 06-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
924.75 |
927.25 |
2.50 |
0.3% |
869.00 |
High |
934.25 |
942.75 |
8.50 |
0.9% |
932.75 |
Low |
916.50 |
923.50 |
7.00 |
0.8% |
853.25 |
Close |
927.50 |
930.50 |
3.00 |
0.3% |
925.50 |
Range |
17.75 |
19.25 |
1.50 |
8.5% |
79.50 |
ATR |
34.60 |
33.51 |
-1.10 |
-3.2% |
0.00 |
Volume |
1,095,813 |
1,606,235 |
510,422 |
46.6% |
2,513,607 |
|
Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
990.00 |
979.50 |
941.00 |
|
R3 |
970.75 |
960.25 |
935.75 |
|
R2 |
951.50 |
951.50 |
934.00 |
|
R1 |
941.00 |
941.00 |
932.25 |
946.25 |
PP |
932.25 |
932.25 |
932.25 |
935.00 |
S1 |
921.75 |
921.75 |
928.75 |
927.00 |
S2 |
913.00 |
913.00 |
927.00 |
|
S3 |
893.75 |
902.50 |
925.25 |
|
S4 |
874.50 |
883.25 |
920.00 |
|
|
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 |
942.75 |
868.75 |
74.00 |
8.0% |
23.00 |
2.5% |
83% |
True |
False |
1,002,801 |
10 |
942.75 |
852.75 |
90.00 |
9.7% |
21.50 |
2.3% |
86% |
True |
False |
947,366 |
20 |
942.75 |
828.75 |
114.00 |
12.3% |
30.00 |
3.2% |
89% |
True |
False |
1,219,453 |
40 |
960.25 |
737.25 |
223.00 |
24.0% |
42.50 |
4.6% |
87% |
False |
False |
616,539 |
60 |
1,066.50 |
737.25 |
329.25 |
35.4% |
52.25 |
5.6% |
59% |
False |
False |
412,470 |
80 |
1,281.75 |
737.25 |
544.50 |
58.5% |
53.50 |
5.8% |
35% |
False |
False |
310,455 |
100 |
1,303.75 |
737.25 |
566.50 |
60.9% |
45.75 |
4.9% |
34% |
False |
False |
248,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,024.50 |
2.618 |
993.25 |
1.618 |
974.00 |
1.000 |
962.00 |
0.618 |
954.75 |
HIGH |
942.75 |
0.618 |
935.50 |
0.500 |
933.00 |
0.382 |
930.75 |
LOW |
923.50 |
0.618 |
911.50 |
1.000 |
904.25 |
1.618 |
892.25 |
2.618 |
873.00 |
4.250 |
841.75 |
|
|
Fisher Pivots for day following 06-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
933.00 |
927.00 |
PP |
932.25 |
923.25 |
S1 |
931.50 |
919.50 |
|