Trading Metrics calculated at close of trading on 02-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,760.0 |
4,885.0 |
125.0 |
2.6% |
4,670.0 |
High |
4,834.5 |
5,062.5 |
228.0 |
4.7% |
5,062.5 |
Low |
4,758.0 |
4,863.0 |
105.0 |
2.2% |
4,659.0 |
Close |
4,834.5 |
4,977.5 |
143.0 |
3.0% |
4,977.5 |
Range |
76.5 |
199.5 |
123.0 |
160.8% |
403.5 |
ATR |
201.7 |
203.5 |
1.9 |
0.9% |
0.0 |
Volume |
29,660 |
67,482 |
37,822 |
127.5% |
148,114 |
|
Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,566.2 |
5,471.3 |
5,087.2 |
|
R3 |
5,366.7 |
5,271.8 |
5,032.4 |
|
R2 |
5,167.2 |
5,167.2 |
5,014.1 |
|
R1 |
5,072.3 |
5,072.3 |
4,995.8 |
5,119.8 |
PP |
4,967.7 |
4,967.7 |
4,967.7 |
4,991.4 |
S1 |
4,872.8 |
4,872.8 |
4,959.2 |
4,920.3 |
S2 |
4,768.2 |
4,768.2 |
4,940.9 |
|
S3 |
4,568.7 |
4,673.3 |
4,922.6 |
|
S4 |
4,369.2 |
4,473.8 |
4,867.8 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,110.2 |
5,947.3 |
5,199.4 |
|
R3 |
5,706.7 |
5,543.8 |
5,088.5 |
|
R2 |
5,303.2 |
5,303.2 |
5,051.5 |
|
R1 |
5,140.3 |
5,140.3 |
5,014.5 |
5,221.8 |
PP |
4,899.7 |
4,899.7 |
4,899.7 |
4,940.4 |
S1 |
4,736.8 |
4,736.8 |
4,940.5 |
4,818.3 |
S2 |
4,496.2 |
4,496.2 |
4,903.5 |
|
S3 |
4,092.7 |
4,333.3 |
4,866.5 |
|
S4 |
3,689.2 |
3,929.8 |
4,755.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,062.5 |
4,584.0 |
478.5 |
9.6% |
125.8 |
2.5% |
82% |
True |
False |
58,893 |
10 |
5,062.5 |
4,584.0 |
478.5 |
9.6% |
144.7 |
2.9% |
82% |
True |
False |
63,225 |
20 |
5,062.5 |
4,339.0 |
723.5 |
14.5% |
181.7 |
3.6% |
88% |
True |
False |
33,484 |
40 |
5,385.0 |
4,066.0 |
1,319.0 |
26.5% |
221.5 |
4.5% |
69% |
False |
False |
17,404 |
60 |
5,672.5 |
4,066.0 |
1,606.5 |
32.3% |
263.2 |
5.3% |
57% |
False |
False |
11,935 |
80 |
6,499.0 |
4,066.0 |
2,433.0 |
48.9% |
242.6 |
4.9% |
37% |
False |
False |
9,586 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
55.1% |
216.2 |
4.3% |
33% |
False |
False |
7,788 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
55.1% |
200.6 |
4.0% |
33% |
False |
False |
6,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,910.4 |
2.618 |
5,584.8 |
1.618 |
5,385.3 |
1.000 |
5,262.0 |
0.618 |
5,185.8 |
HIGH |
5,062.5 |
0.618 |
4,986.3 |
0.500 |
4,962.8 |
0.382 |
4,939.2 |
LOW |
4,863.0 |
0.618 |
4,739.7 |
1.000 |
4,663.5 |
1.618 |
4,540.2 |
2.618 |
4,340.7 |
4.250 |
4,015.1 |
|
|
Fisher Pivots for day following 02-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,972.6 |
4,938.6 |
PP |
4,967.7 |
4,899.7 |
S1 |
4,962.8 |
4,860.8 |
|