Trading Metrics calculated at close of trading on 20-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1,181.00 |
1,199.00 |
18.00 |
1.5% |
1,221.00 |
High |
1,201.00 |
1,222.25 |
21.25 |
1.8% |
1,226.00 |
Low |
1,164.50 |
1,132.00 |
-32.50 |
-2.8% |
1,138.50 |
Close |
1,197.00 |
1,147.50 |
-49.50 |
-4.1% |
1,197.00 |
Range |
36.50 |
90.25 |
53.75 |
147.3% |
87.50 |
ATR |
44.63 |
47.89 |
3.26 |
7.3% |
0.00 |
Volume |
384,576 |
310,413 |
-74,163 |
-19.3% |
1,429,331 |
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.00 |
1,383.00 |
1,197.25 |
|
R3 |
1,347.75 |
1,292.75 |
1,172.25 |
|
R2 |
1,257.50 |
1,257.50 |
1,164.00 |
|
R1 |
1,202.50 |
1,202.50 |
1,155.75 |
1,185.00 |
PP |
1,167.25 |
1,167.25 |
1,167.25 |
1,158.50 |
S1 |
1,112.25 |
1,112.25 |
1,139.25 |
1,094.50 |
S2 |
1,077.00 |
1,077.00 |
1,131.00 |
|
S3 |
986.75 |
1,022.00 |
1,122.75 |
|
S4 |
896.50 |
931.75 |
1,097.75 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.75 |
1,410.75 |
1,245.00 |
|
R3 |
1,362.25 |
1,323.25 |
1,221.00 |
|
R2 |
1,274.75 |
1,274.75 |
1,213.00 |
|
R1 |
1,235.75 |
1,235.75 |
1,205.00 |
1,211.50 |
PP |
1,187.25 |
1,187.25 |
1,187.25 |
1,175.00 |
S1 |
1,148.25 |
1,148.25 |
1,189.00 |
1,124.00 |
S2 |
1,099.75 |
1,099.75 |
1,181.00 |
|
S3 |
1,012.25 |
1,060.75 |
1,173.00 |
|
S4 |
924.75 |
973.25 |
1,149.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,222.25 |
1,132.00 |
90.25 |
7.9% |
53.75 |
4.7% |
17% |
True |
True |
298,908 |
10 |
1,287.00 |
1,132.00 |
155.00 |
13.5% |
45.25 |
3.9% |
10% |
False |
True |
274,388 |
20 |
1,287.00 |
1,132.00 |
155.00 |
13.5% |
39.25 |
3.4% |
10% |
False |
True |
212,489 |
40 |
1,287.00 |
1,021.00 |
266.00 |
23.2% |
50.25 |
4.4% |
48% |
False |
False |
146,976 |
60 |
1,392.00 |
1,021.00 |
371.00 |
32.3% |
58.50 |
5.1% |
34% |
False |
False |
98,031 |
80 |
1,719.75 |
1,021.00 |
698.75 |
60.9% |
69.00 |
6.0% |
18% |
False |
False |
73,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,605.75 |
2.618 |
1,458.50 |
1.618 |
1,368.25 |
1.000 |
1,312.50 |
0.618 |
1,278.00 |
HIGH |
1,222.25 |
0.618 |
1,187.75 |
0.500 |
1,177.00 |
0.382 |
1,166.50 |
LOW |
1,132.00 |
0.618 |
1,076.25 |
1.000 |
1,041.75 |
1.618 |
986.00 |
2.618 |
895.75 |
4.250 |
748.50 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,177.00 |
1,177.00 |
PP |
1,167.25 |
1,167.25 |
S1 |
1,157.50 |
1,157.50 |
|