Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
927.25 |
930.25 |
3.00 |
0.3% |
869.00 |
High |
942.75 |
931.75 |
-11.00 |
-1.2% |
932.75 |
Low |
923.50 |
898.75 |
-24.75 |
-2.7% |
853.25 |
Close |
930.50 |
905.25 |
-25.25 |
-2.7% |
925.50 |
Range |
19.25 |
33.00 |
13.75 |
71.4% |
79.50 |
ATR |
33.51 |
33.47 |
-0.04 |
-0.1% |
0.00 |
Volume |
1,606,235 |
1,912,293 |
306,058 |
19.1% |
2,513,607 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,011.00 |
991.00 |
923.50 |
|
R3 |
978.00 |
958.00 |
914.25 |
|
R2 |
945.00 |
945.00 |
911.25 |
|
R1 |
925.00 |
925.00 |
908.25 |
918.50 |
PP |
912.00 |
912.00 |
912.00 |
908.50 |
S1 |
892.00 |
892.00 |
902.25 |
885.50 |
S2 |
879.00 |
879.00 |
899.25 |
|
S3 |
846.00 |
859.00 |
896.25 |
|
S4 |
813.00 |
826.00 |
887.00 |
|
|
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 |
886.50 |
56.25 |
6.2% |
25.50 |
2.8% |
33% |
False |
False |
1,262,330 |
10 |
942.75 |
853.25 |
89.50 |
9.9% |
21.00 |
2.3% |
58% |
False |
False |
954,151 |
20 |
942.75 |
828.75 |
114.00 |
12.6% |
29.00 |
3.2% |
67% |
False |
False |
1,312,242 |
40 |
960.25 |
737.25 |
223.00 |
24.6% |
42.50 |
4.7% |
75% |
False |
False |
664,228 |
60 |
1,066.50 |
737.25 |
329.25 |
36.4% |
51.25 |
5.6% |
51% |
False |
False |
444,215 |
80 |
1,281.75 |
737.25 |
544.50 |
60.1% |
53.75 |
5.9% |
31% |
False |
False |
334,359 |
100 |
1,303.75 |
737.25 |
566.50 |
62.6% |
46.00 |
5.1% |
30% |
False |
False |
267,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,072.00 |
2.618 |
1,018.25 |
1.618 |
985.25 |
1.000 |
964.75 |
0.618 |
952.25 |
HIGH |
931.75 |
0.618 |
919.25 |
0.500 |
915.25 |
0.382 |
911.25 |
LOW |
898.75 |
0.618 |
878.25 |
1.000 |
865.75 |
1.618 |
845.25 |
2.618 |
812.25 |
4.250 |
758.50 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
915.25 |
920.75 |
PP |
912.00 |
915.50 |
S1 |
908.50 |
910.50 |
|