Trading Metrics calculated at close of trading on 12-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
906.75 |
885.00 |
-21.75 |
-2.4% |
924.75 |
High |
914.75 |
885.50 |
-29.25 |
-3.2% |
942.75 |
Low |
882.75 |
860.25 |
-22.50 |
-2.5% |
882.75 |
Close |
885.50 |
868.00 |
-17.50 |
-2.0% |
885.50 |
Range |
32.00 |
25.25 |
-6.75 |
-21.1% |
60.00 |
ATR |
32.22 |
31.72 |
-0.50 |
-1.5% |
0.00 |
Volume |
1,775,436 |
2,052,723 |
277,287 |
15.6% |
8,350,991 |
|
Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
947.00 |
932.75 |
882.00 |
|
R3 |
921.75 |
907.50 |
875.00 |
|
R2 |
896.50 |
896.50 |
872.75 |
|
R1 |
882.25 |
882.25 |
870.25 |
876.75 |
PP |
871.25 |
871.25 |
871.25 |
868.50 |
S1 |
857.00 |
857.00 |
865.75 |
851.50 |
S2 |
846.00 |
846.00 |
863.25 |
|
S3 |
820.75 |
831.75 |
861.00 |
|
S4 |
795.50 |
806.50 |
854.00 |
|
|
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 |
860.25 |
82.50 |
9.5% |
25.25 |
2.9% |
9% |
False |
True |
1,861,580 |
10 |
942.75 |
853.25 |
89.50 |
10.3% |
24.25 |
2.8% |
16% |
False |
False |
1,291,732 |
20 |
942.75 |
828.75 |
114.00 |
13.1% |
28.00 |
3.2% |
34% |
False |
False |
1,569,869 |
40 |
942.75 |
737.25 |
205.50 |
23.7% |
40.25 |
4.6% |
64% |
False |
False |
808,642 |
60 |
1,006.50 |
737.25 |
269.25 |
31.0% |
47.25 |
5.4% |
49% |
False |
False |
540,422 |
80 |
1,281.75 |
737.25 |
544.50 |
62.7% |
52.75 |
6.1% |
24% |
False |
False |
406,723 |
100 |
1,303.75 |
737.25 |
566.50 |
65.3% |
46.75 |
5.4% |
23% |
False |
False |
325,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
992.75 |
2.618 |
951.50 |
1.618 |
926.25 |
1.000 |
910.75 |
0.618 |
901.00 |
HIGH |
885.50 |
0.618 |
875.75 |
0.500 |
873.00 |
0.382 |
870.00 |
LOW |
860.25 |
0.618 |
844.75 |
1.000 |
835.00 |
1.618 |
819.50 |
2.618 |
794.25 |
4.250 |
753.00 |
|
|
Fisher Pivots for day following 12-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
873.00 |
887.50 |
PP |
871.25 |
881.00 |
S1 |
869.50 |
874.50 |
|