Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
806.75 |
837.00 |
30.25 |
3.7% |
885.00 |
High |
838.50 |
844.00 |
5.50 |
0.7% |
885.50 |
Low |
800.50 |
807.50 |
7.00 |
0.9% |
812.75 |
Close |
836.75 |
825.50 |
-11.25 |
-1.3% |
848.50 |
Range |
38.00 |
36.50 |
-1.50 |
-3.9% |
72.75 |
ATR |
34.66 |
34.79 |
0.13 |
0.4% |
0.00 |
Volume |
2,841,680 |
2,859,490 |
17,810 |
0.6% |
12,112,172 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
935.25 |
916.75 |
845.50 |
|
R3 |
898.75 |
880.25 |
835.50 |
|
R2 |
862.25 |
862.25 |
832.25 |
|
R1 |
843.75 |
843.75 |
828.75 |
834.75 |
PP |
825.75 |
825.75 |
825.75 |
821.00 |
S1 |
807.25 |
807.25 |
822.25 |
798.25 |
S2 |
789.25 |
789.25 |
818.75 |
|
S3 |
752.75 |
770.75 |
815.50 |
|
S4 |
716.25 |
734.25 |
805.50 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,067.25 |
1,030.50 |
888.50 |
|
R3 |
994.50 |
957.75 |
868.50 |
|
R2 |
921.75 |
921.75 |
861.75 |
|
R1 |
885.00 |
885.00 |
855.25 |
867.00 |
PP |
849.00 |
849.00 |
849.00 |
840.00 |
S1 |
812.25 |
812.25 |
841.75 |
794.25 |
S2 |
776.25 |
776.25 |
835.25 |
|
S3 |
703.50 |
739.50 |
828.50 |
|
S4 |
630.75 |
666.75 |
808.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
865.75 |
797.50 |
68.25 |
8.3% |
42.00 |
5.1% |
41% |
False |
False |
2,928,050 |
10 |
914.75 |
797.50 |
117.25 |
14.2% |
34.25 |
4.2% |
24% |
False |
False |
2,436,819 |
20 |
942.75 |
797.50 |
145.25 |
17.6% |
27.75 |
3.4% |
19% |
False |
False |
1,695,485 |
40 |
942.75 |
781.50 |
161.25 |
19.5% |
36.25 |
4.4% |
27% |
False |
False |
1,271,611 |
60 |
1,006.50 |
737.25 |
269.25 |
32.6% |
43.00 |
5.2% |
33% |
False |
False |
849,440 |
80 |
1,222.50 |
737.25 |
485.25 |
58.8% |
52.25 |
6.3% |
18% |
False |
False |
638,763 |
100 |
1,303.75 |
737.25 |
566.50 |
68.6% |
48.75 |
5.9% |
16% |
False |
False |
511,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
999.00 |
2.618 |
939.50 |
1.618 |
903.00 |
1.000 |
880.50 |
0.618 |
866.50 |
HIGH |
844.00 |
0.618 |
830.00 |
0.500 |
825.75 |
0.382 |
821.50 |
LOW |
807.50 |
0.618 |
785.00 |
1.000 |
771.00 |
1.618 |
748.50 |
2.618 |
712.00 |
4.250 |
652.50 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
825.75 |
831.50 |
PP |
825.75 |
829.50 |
S1 |
825.50 |
827.50 |
|