Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
930.25 |
905.00 |
-25.25 |
-2.7% |
869.00 |
High |
931.75 |
907.75 |
-24.00 |
-2.6% |
932.75 |
Low |
898.75 |
891.50 |
-7.25 |
-0.8% |
853.25 |
Close |
905.25 |
906.75 |
1.50 |
0.2% |
925.50 |
Range |
33.00 |
16.25 |
-16.75 |
-50.8% |
79.50 |
ATR |
33.47 |
32.24 |
-1.23 |
-3.7% |
0.00 |
Volume |
1,912,293 |
1,961,214 |
48,921 |
2.6% |
2,513,607 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
950.75 |
945.00 |
915.75 |
|
R3 |
934.50 |
928.75 |
911.25 |
|
R2 |
918.25 |
918.25 |
909.75 |
|
R1 |
912.50 |
912.50 |
908.25 |
915.50 |
PP |
902.00 |
902.00 |
902.00 |
903.50 |
S1 |
896.25 |
896.25 |
905.25 |
899.00 |
S2 |
885.75 |
885.75 |
903.75 |
|
S3 |
869.50 |
880.00 |
902.25 |
|
S4 |
853.25 |
863.75 |
897.75 |
|
|
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 |
942.75 |
891.50 |
51.25 |
5.7% |
24.50 |
2.7% |
30% |
False |
True |
1,499,163 |
10 |
942.75 |
853.25 |
89.50 |
9.9% |
20.50 |
2.2% |
60% |
False |
False |
1,032,414 |
20 |
942.75 |
828.75 |
114.00 |
12.6% |
28.25 |
3.1% |
68% |
False |
False |
1,405,643 |
40 |
942.75 |
737.25 |
205.50 |
22.7% |
41.50 |
4.6% |
82% |
False |
False |
713,130 |
60 |
1,066.50 |
737.25 |
329.25 |
36.3% |
49.75 |
5.5% |
51% |
False |
False |
476,784 |
80 |
1,281.75 |
737.25 |
544.50 |
60.0% |
53.50 |
5.9% |
31% |
False |
False |
358,874 |
100 |
1,303.75 |
737.25 |
566.50 |
62.5% |
46.25 |
5.1% |
30% |
False |
False |
287,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
976.75 |
2.618 |
950.25 |
1.618 |
934.00 |
1.000 |
924.00 |
0.618 |
917.75 |
HIGH |
907.75 |
0.618 |
901.50 |
0.500 |
899.50 |
0.382 |
897.75 |
LOW |
891.50 |
0.618 |
881.50 |
1.000 |
875.25 |
1.618 |
865.25 |
2.618 |
849.00 |
4.250 |
822.50 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
904.50 |
917.00 |
PP |
902.00 |
913.75 |
S1 |
899.50 |
910.25 |
|