Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1,270.00 |
1,240.50 |
-29.50 |
-2.3% |
1,188.00 |
High |
1,273.25 |
1,252.75 |
-20.50 |
-1.6% |
1,268.25 |
Low |
1,227.50 |
1,222.75 |
-4.75 |
-0.4% |
1,156.25 |
Close |
1,239.50 |
1,249.50 |
10.00 |
0.8% |
1,253.00 |
Range |
45.75 |
30.00 |
-15.75 |
-34.4% |
112.00 |
ATR |
46.61 |
45.42 |
-1.19 |
-2.5% |
0.00 |
Volume |
264,042 |
277,243 |
13,201 |
5.0% |
437,433 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.75 |
1,320.50 |
1,266.00 |
|
R3 |
1,301.75 |
1,290.50 |
1,257.75 |
|
R2 |
1,271.75 |
1,271.75 |
1,255.00 |
|
R1 |
1,260.50 |
1,260.50 |
1,252.25 |
1,266.00 |
PP |
1,241.75 |
1,241.75 |
1,241.75 |
1,244.50 |
S1 |
1,230.50 |
1,230.50 |
1,246.75 |
1,236.00 |
S2 |
1,211.75 |
1,211.75 |
1,244.00 |
|
S3 |
1,181.75 |
1,200.50 |
1,241.25 |
|
S4 |
1,151.75 |
1,170.50 |
1,233.00 |
|
|
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 |
1,287.00 |
1,204.00 |
83.00 |
6.6% |
39.75 |
3.2% |
55% |
False |
False |
212,699 |
10 |
1,287.00 |
1,156.25 |
130.75 |
10.5% |
32.50 |
2.6% |
71% |
False |
False |
155,010 |
20 |
1,287.00 |
1,135.00 |
152.00 |
12.2% |
40.50 |
3.2% |
75% |
False |
False |
193,572 |
40 |
1,287.00 |
1,021.00 |
266.00 |
21.3% |
55.25 |
4.4% |
86% |
False |
False |
97,090 |
60 |
1,501.75 |
1,021.00 |
480.75 |
38.5% |
65.50 |
5.2% |
48% |
False |
False |
64,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.25 |
2.618 |
1,331.25 |
1.618 |
1,301.25 |
1.000 |
1,282.75 |
0.618 |
1,271.25 |
HIGH |
1,252.75 |
0.618 |
1,241.25 |
0.500 |
1,237.75 |
0.382 |
1,234.25 |
LOW |
1,222.75 |
0.618 |
1,204.25 |
1.000 |
1,192.75 |
1.618 |
1,174.25 |
2.618 |
1,144.25 |
4.250 |
1,095.25 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,245.50 |
1,255.00 |
PP |
1,241.75 |
1,253.00 |
S1 |
1,237.75 |
1,251.25 |
|