Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1,263.75 |
1,270.00 |
6.25 |
0.5% |
1,188.00 |
High |
1,287.00 |
1,273.25 |
-13.75 |
-1.1% |
1,268.25 |
Low |
1,259.50 |
1,227.50 |
-32.00 |
-2.5% |
1,156.25 |
Close |
1,271.00 |
1,239.50 |
-31.50 |
-2.5% |
1,253.00 |
Range |
27.50 |
45.75 |
18.25 |
66.4% |
112.00 |
ATR |
46.67 |
46.61 |
-0.07 |
-0.1% |
0.00 |
Volume |
206,046 |
264,042 |
57,996 |
28.1% |
437,433 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.00 |
1,357.50 |
1,264.75 |
|
R3 |
1,338.25 |
1,311.75 |
1,252.00 |
|
R2 |
1,292.50 |
1,292.50 |
1,248.00 |
|
R1 |
1,266.00 |
1,266.00 |
1,243.75 |
1,256.50 |
PP |
1,246.75 |
1,246.75 |
1,246.75 |
1,242.00 |
S1 |
1,220.25 |
1,220.25 |
1,235.25 |
1,210.50 |
S2 |
1,201.00 |
1,201.00 |
1,231.00 |
|
S3 |
1,155.25 |
1,174.50 |
1,227.00 |
|
S4 |
1,109.50 |
1,128.75 |
1,214.25 |
|
|
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 |
1,287.00 |
1,196.75 |
90.25 |
7.3% |
39.25 |
3.2% |
47% |
False |
False |
187,506 |
10 |
1,287.00 |
1,156.25 |
130.75 |
10.5% |
32.50 |
2.6% |
64% |
False |
False |
145,909 |
20 |
1,287.00 |
1,135.00 |
152.00 |
12.3% |
41.50 |
3.4% |
69% |
False |
False |
179,933 |
40 |
1,321.75 |
1,021.00 |
300.75 |
24.3% |
56.50 |
4.6% |
73% |
False |
False |
90,162 |
60 |
1,501.75 |
1,021.00 |
480.75 |
38.8% |
67.25 |
5.4% |
45% |
False |
False |
60,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.75 |
2.618 |
1,393.00 |
1.618 |
1,347.25 |
1.000 |
1,319.00 |
0.618 |
1,301.50 |
HIGH |
1,273.25 |
0.618 |
1,255.75 |
0.500 |
1,250.50 |
0.382 |
1,245.00 |
LOW |
1,227.50 |
0.618 |
1,199.25 |
1.000 |
1,181.75 |
1.618 |
1,153.50 |
2.618 |
1,107.75 |
4.250 |
1,033.00 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,250.50 |
1,257.25 |
PP |
1,246.75 |
1,251.25 |
S1 |
1,243.00 |
1,245.50 |
|