Trading Metrics calculated at close of trading on 05-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1,211.00 |
1,251.75 |
40.75 |
3.4% |
1,188.00 |
High |
1,268.25 |
1,275.00 |
6.75 |
0.5% |
1,268.25 |
Low |
1,204.00 |
1,244.25 |
40.25 |
3.3% |
1,156.25 |
Close |
1,253.00 |
1,265.00 |
12.00 |
1.0% |
1,253.00 |
Range |
64.25 |
30.75 |
-33.50 |
-52.1% |
112.00 |
ATR |
49.48 |
48.15 |
-1.34 |
-2.7% |
0.00 |
Volume |
125,381 |
190,785 |
65,404 |
52.2% |
437,433 |
|
Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.75 |
1,340.00 |
1,282.00 |
|
R3 |
1,323.00 |
1,309.25 |
1,273.50 |
|
R2 |
1,292.25 |
1,292.25 |
1,270.75 |
|
R1 |
1,278.50 |
1,278.50 |
1,267.75 |
1,285.50 |
PP |
1,261.50 |
1,261.50 |
1,261.50 |
1,264.75 |
S1 |
1,247.75 |
1,247.75 |
1,262.25 |
1,254.50 |
S2 |
1,230.75 |
1,230.75 |
1,259.25 |
|
S3 |
1,200.00 |
1,217.00 |
1,256.50 |
|
S4 |
1,169.25 |
1,186.25 |
1,248.00 |
|
|
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 |
1,275.00 |
1,156.25 |
118.75 |
9.4% |
39.50 |
3.1% |
92% |
True |
False |
125,643 |
10 |
1,275.00 |
1,156.25 |
118.75 |
9.4% |
33.25 |
2.6% |
92% |
True |
False |
150,589 |
20 |
1,275.00 |
1,097.00 |
178.00 |
14.1% |
45.50 |
3.6% |
94% |
True |
False |
156,613 |
40 |
1,321.75 |
1,021.00 |
300.75 |
23.8% |
57.25 |
4.5% |
81% |
False |
False |
78,419 |
60 |
1,501.75 |
1,021.00 |
480.75 |
38.0% |
70.00 |
5.5% |
51% |
False |
False |
52,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,405.75 |
2.618 |
1,355.50 |
1.618 |
1,324.75 |
1.000 |
1,305.75 |
0.618 |
1,294.00 |
HIGH |
1,275.00 |
0.618 |
1,263.25 |
0.500 |
1,259.50 |
0.382 |
1,256.00 |
LOW |
1,244.25 |
0.618 |
1,225.25 |
1.000 |
1,213.50 |
1.618 |
1,194.50 |
2.618 |
1,163.75 |
4.250 |
1,113.50 |
|
|
Fisher Pivots for day following 05-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,263.25 |
1,255.25 |
PP |
1,261.50 |
1,245.50 |
S1 |
1,259.50 |
1,236.00 |
|