Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
905.00 |
906.75 |
1.75 |
0.2% |
924.75 |
High |
907.75 |
914.75 |
7.00 |
0.8% |
942.75 |
Low |
891.50 |
882.75 |
-8.75 |
-1.0% |
882.75 |
Close |
906.75 |
885.50 |
-21.25 |
-2.3% |
885.50 |
Range |
16.25 |
32.00 |
15.75 |
96.9% |
60.00 |
ATR |
32.24 |
32.22 |
-0.02 |
-0.1% |
0.00 |
Volume |
1,961,214 |
1,775,436 |
-185,778 |
-9.5% |
8,350,991 |
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
990.25 |
970.00 |
903.00 |
|
R3 |
958.25 |
938.00 |
894.25 |
|
R2 |
926.25 |
926.25 |
891.25 |
|
R1 |
906.00 |
906.00 |
888.50 |
900.00 |
PP |
894.25 |
894.25 |
894.25 |
891.50 |
S1 |
874.00 |
874.00 |
882.50 |
868.00 |
S2 |
862.25 |
862.25 |
879.75 |
|
S3 |
830.25 |
842.00 |
876.75 |
|
S4 |
798.25 |
810.00 |
868.00 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,083.75 |
1,044.50 |
918.50 |
|
R3 |
1,023.75 |
984.50 |
902.00 |
|
R2 |
963.75 |
963.75 |
896.50 |
|
R1 |
924.50 |
924.50 |
891.00 |
914.00 |
PP |
903.75 |
903.75 |
903.75 |
898.50 |
S1 |
864.50 |
864.50 |
880.00 |
854.00 |
S2 |
843.75 |
843.75 |
874.50 |
|
S3 |
783.75 |
804.50 |
869.00 |
|
S4 |
723.75 |
744.50 |
852.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
942.75 |
882.75 |
60.00 |
6.8% |
23.75 |
2.7% |
5% |
False |
True |
1,670,198 |
10 |
942.75 |
853.25 |
89.50 |
10.1% |
22.50 |
2.5% |
36% |
False |
False |
1,110,369 |
20 |
942.75 |
828.75 |
114.00 |
12.9% |
28.50 |
3.2% |
50% |
False |
False |
1,485,916 |
40 |
942.75 |
737.25 |
205.50 |
23.2% |
41.25 |
4.7% |
72% |
False |
False |
757,449 |
60 |
1,007.75 |
737.25 |
270.50 |
30.5% |
48.75 |
5.5% |
55% |
False |
False |
506,309 |
80 |
1,281.75 |
737.25 |
544.50 |
61.5% |
53.25 |
6.0% |
27% |
False |
False |
381,066 |
100 |
1,303.75 |
737.25 |
566.50 |
64.0% |
46.50 |
5.3% |
26% |
False |
False |
304,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,050.75 |
2.618 |
998.50 |
1.618 |
966.50 |
1.000 |
946.75 |
0.618 |
934.50 |
HIGH |
914.75 |
0.618 |
902.50 |
0.500 |
898.75 |
0.382 |
895.00 |
LOW |
882.75 |
0.618 |
863.00 |
1.000 |
850.75 |
1.618 |
831.00 |
2.618 |
799.00 |
4.250 |
746.75 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
898.75 |
907.25 |
PP |
894.25 |
900.00 |
S1 |
890.00 |
892.75 |
|