Trading Metrics calculated at close of trading on 21-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1,199.00 |
1,148.25 |
-50.75 |
-4.2% |
1,221.00 |
High |
1,222.25 |
1,185.00 |
-37.25 |
-3.0% |
1,226.00 |
Low |
1,132.00 |
1,140.00 |
8.00 |
0.7% |
1,138.50 |
Close |
1,147.50 |
1,181.50 |
34.00 |
3.0% |
1,197.00 |
Range |
90.25 |
45.00 |
-45.25 |
-50.1% |
87.50 |
ATR |
47.89 |
47.69 |
-0.21 |
-0.4% |
0.00 |
Volume |
310,413 |
326,088 |
15,675 |
5.0% |
1,429,331 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.75 |
1,287.75 |
1,206.25 |
|
R3 |
1,258.75 |
1,242.75 |
1,194.00 |
|
R2 |
1,213.75 |
1,213.75 |
1,189.75 |
|
R1 |
1,197.75 |
1,197.75 |
1,185.50 |
1,205.75 |
PP |
1,168.75 |
1,168.75 |
1,168.75 |
1,173.00 |
S1 |
1,152.75 |
1,152.75 |
1,177.50 |
1,160.75 |
S2 |
1,123.75 |
1,123.75 |
1,173.25 |
|
S3 |
1,078.75 |
1,107.75 |
1,169.00 |
|
S4 |
1,033.75 |
1,062.75 |
1,156.75 |
|
|
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 |
7.6% |
56.00 |
4.7% |
55% |
False |
False |
319,166 |
10 |
1,273.25 |
1,132.00 |
141.25 |
12.0% |
47.00 |
4.0% |
35% |
False |
False |
286,392 |
20 |
1,287.00 |
1,132.00 |
155.00 |
13.1% |
40.00 |
3.4% |
32% |
False |
False |
214,512 |
40 |
1,287.00 |
1,021.00 |
266.00 |
22.5% |
49.50 |
4.2% |
60% |
False |
False |
155,122 |
60 |
1,392.00 |
1,021.00 |
371.00 |
31.4% |
57.75 |
4.9% |
43% |
False |
False |
103,464 |
80 |
1,699.00 |
1,021.00 |
678.00 |
57.4% |
69.00 |
5.8% |
24% |
False |
False |
77,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.25 |
2.618 |
1,302.75 |
1.618 |
1,257.75 |
1.000 |
1,230.00 |
0.618 |
1,212.75 |
HIGH |
1,185.00 |
0.618 |
1,167.75 |
0.500 |
1,162.50 |
0.382 |
1,157.25 |
LOW |
1,140.00 |
0.618 |
1,112.25 |
1.000 |
1,095.00 |
1.618 |
1,067.25 |
2.618 |
1,022.25 |
4.250 |
948.75 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,175.25 |
1,180.00 |
PP |
1,168.75 |
1,178.50 |
S1 |
1,162.50 |
1,177.00 |
|