Trading Metrics calculated at close of trading on 02-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1,206.25 |
1,211.00 |
4.75 |
0.4% |
1,188.00 |
High |
1,224.75 |
1,268.25 |
43.50 |
3.6% |
1,268.25 |
Low |
1,196.75 |
1,204.00 |
7.25 |
0.6% |
1,156.25 |
Close |
1,212.50 |
1,253.00 |
40.50 |
3.3% |
1,253.00 |
Range |
28.00 |
64.25 |
36.25 |
129.5% |
112.00 |
ATR |
48.35 |
49.48 |
1.14 |
2.3% |
0.00 |
Volume |
151,277 |
125,381 |
-25,896 |
-17.1% |
437,433 |
|
Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.50 |
1,408.00 |
1,288.25 |
|
R3 |
1,370.25 |
1,343.75 |
1,270.75 |
|
R2 |
1,306.00 |
1,306.00 |
1,264.75 |
|
R1 |
1,279.50 |
1,279.50 |
1,259.00 |
1,292.75 |
PP |
1,241.75 |
1,241.75 |
1,241.75 |
1,248.50 |
S1 |
1,215.25 |
1,215.25 |
1,247.00 |
1,228.50 |
S2 |
1,177.50 |
1,177.50 |
1,241.25 |
|
S3 |
1,113.25 |
1,151.00 |
1,235.25 |
|
S4 |
1,049.00 |
1,086.75 |
1,217.75 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,561.75 |
1,519.50 |
1,314.50 |
|
R3 |
1,449.75 |
1,407.50 |
1,283.75 |
|
R2 |
1,337.75 |
1,337.75 |
1,273.50 |
|
R1 |
1,295.50 |
1,295.50 |
1,263.25 |
1,316.50 |
PP |
1,225.75 |
1,225.75 |
1,225.75 |
1,236.50 |
S1 |
1,183.50 |
1,183.50 |
1,242.75 |
1,204.50 |
S2 |
1,113.75 |
1,113.75 |
1,232.50 |
|
S3 |
1,001.75 |
1,071.50 |
1,222.25 |
|
S4 |
889.75 |
959.50 |
1,191.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,268.25 |
1,156.25 |
112.00 |
8.9% |
35.75 |
2.9% |
86% |
True |
False |
95,440 |
10 |
1,268.25 |
1,156.25 |
112.00 |
8.9% |
34.75 |
2.8% |
86% |
True |
False |
160,997 |
20 |
1,268.25 |
1,097.00 |
171.25 |
13.7% |
47.00 |
3.7% |
91% |
True |
False |
147,097 |
40 |
1,392.00 |
1,021.00 |
371.00 |
29.6% |
59.00 |
4.7% |
63% |
False |
False |
73,653 |
60 |
1,501.75 |
1,021.00 |
480.75 |
38.4% |
71.25 |
5.7% |
48% |
False |
False |
49,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,541.25 |
2.618 |
1,436.50 |
1.618 |
1,372.25 |
1.000 |
1,332.50 |
0.618 |
1,308.00 |
HIGH |
1,268.25 |
0.618 |
1,243.75 |
0.500 |
1,236.00 |
0.382 |
1,228.50 |
LOW |
1,204.00 |
0.618 |
1,164.25 |
1.000 |
1,139.75 |
1.618 |
1,100.00 |
2.618 |
1,035.75 |
4.250 |
931.00 |
|
|
Fisher Pivots for day following 02-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,247.50 |
1,242.50 |
PP |
1,241.75 |
1,232.25 |
S1 |
1,236.00 |
1,221.75 |
|