Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1,206.25 |
1,204.00 |
-2.25 |
-0.2% |
1,251.75 |
High |
1,218.50 |
1,210.75 |
-7.75 |
-0.6% |
1,287.00 |
Low |
1,185.00 |
1,155.25 |
-29.75 |
-2.5% |
1,216.00 |
Close |
1,204.00 |
1,165.50 |
-38.50 |
-3.2% |
1,221.50 |
Range |
33.50 |
55.50 |
22.00 |
65.7% |
71.00 |
ATR |
43.87 |
44.70 |
0.83 |
1.9% |
0.00 |
Volume |
224,799 |
285,219 |
60,420 |
26.9% |
1,194,923 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.75 |
1,310.00 |
1,196.00 |
|
R3 |
1,288.25 |
1,254.50 |
1,180.75 |
|
R2 |
1,232.75 |
1,232.75 |
1,175.75 |
|
R1 |
1,199.00 |
1,199.00 |
1,170.50 |
1,188.00 |
PP |
1,177.25 |
1,177.25 |
1,177.25 |
1,171.75 |
S1 |
1,143.50 |
1,143.50 |
1,160.50 |
1,132.50 |
S2 |
1,121.75 |
1,121.75 |
1,155.25 |
|
S3 |
1,066.25 |
1,088.00 |
1,150.25 |
|
S4 |
1,010.75 |
1,032.50 |
1,135.00 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.50 |
1,409.00 |
1,260.50 |
|
R3 |
1,383.50 |
1,338.00 |
1,241.00 |
|
R2 |
1,312.50 |
1,312.50 |
1,234.50 |
|
R1 |
1,267.00 |
1,267.00 |
1,228.00 |
1,254.25 |
PP |
1,241.50 |
1,241.50 |
1,241.50 |
1,235.00 |
S1 |
1,196.00 |
1,196.00 |
1,215.00 |
1,183.25 |
S2 |
1,170.50 |
1,170.50 |
1,208.50 |
|
S3 |
1,099.50 |
1,125.00 |
1,202.00 |
|
S4 |
1,028.50 |
1,054.00 |
1,182.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,256.25 |
1,155.25 |
101.00 |
8.7% |
39.75 |
3.4% |
10% |
False |
True |
257,853 |
10 |
1,287.00 |
1,155.25 |
131.75 |
11.3% |
39.50 |
3.4% |
8% |
False |
True |
222,679 |
20 |
1,287.00 |
1,155.25 |
131.75 |
11.3% |
37.50 |
3.2% |
8% |
False |
True |
210,564 |
40 |
1,287.00 |
1,021.00 |
266.00 |
22.8% |
50.75 |
4.4% |
54% |
False |
False |
122,381 |
60 |
1,392.00 |
1,021.00 |
371.00 |
31.8% |
59.50 |
5.1% |
39% |
False |
False |
81,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.50 |
2.618 |
1,356.00 |
1.618 |
1,300.50 |
1.000 |
1,266.25 |
0.618 |
1,245.00 |
HIGH |
1,210.75 |
0.618 |
1,189.50 |
0.500 |
1,183.00 |
0.382 |
1,176.50 |
LOW |
1,155.25 |
0.618 |
1,121.00 |
1.000 |
1,099.75 |
1.618 |
1,065.50 |
2.618 |
1,010.00 |
4.250 |
919.50 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,183.00 |
1,190.50 |
PP |
1,177.25 |
1,182.25 |
S1 |
1,171.25 |
1,174.00 |
|