Trading Metrics calculated at close of trading on 05-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,885.0 |
5,032.0 |
147.0 |
3.0% |
4,670.0 |
High |
5,062.5 |
5,057.0 |
-5.5 |
-0.1% |
5,062.5 |
Low |
4,863.0 |
4,966.5 |
103.5 |
2.1% |
4,659.0 |
Close |
4,977.5 |
4,993.0 |
15.5 |
0.3% |
4,977.5 |
Range |
199.5 |
90.5 |
-109.0 |
-54.6% |
403.5 |
ATR |
203.5 |
195.5 |
-8.1 |
-4.0% |
0.0 |
Volume |
67,482 |
95,826 |
28,344 |
42.0% |
148,114 |
|
Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,277.0 |
5,225.5 |
5,042.8 |
|
R3 |
5,186.5 |
5,135.0 |
5,017.9 |
|
R2 |
5,096.0 |
5,096.0 |
5,009.6 |
|
R1 |
5,044.5 |
5,044.5 |
5,001.3 |
5,025.0 |
PP |
5,005.5 |
5,005.5 |
5,005.5 |
4,995.8 |
S1 |
4,954.0 |
4,954.0 |
4,984.7 |
4,934.5 |
S2 |
4,915.0 |
4,915.0 |
4,976.4 |
|
S3 |
4,824.5 |
4,863.5 |
4,968.1 |
|
S4 |
4,734.0 |
4,773.0 |
4,943.2 |
|
|
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 |
4,624.0 |
438.5 |
8.8% |
116.0 |
2.3% |
84% |
False |
False |
61,870 |
10 |
5,062.5 |
4,584.0 |
478.5 |
9.6% |
136.9 |
2.7% |
85% |
False |
False |
69,396 |
20 |
5,062.5 |
4,339.0 |
723.5 |
14.5% |
168.3 |
3.4% |
90% |
False |
False |
38,242 |
40 |
5,385.0 |
4,066.0 |
1,319.0 |
26.4% |
220.9 |
4.4% |
70% |
False |
False |
19,782 |
60 |
5,599.0 |
4,066.0 |
1,533.0 |
30.7% |
259.7 |
5.2% |
60% |
False |
False |
13,526 |
80 |
6,466.5 |
4,066.0 |
2,400.5 |
48.1% |
242.2 |
4.9% |
39% |
False |
False |
10,763 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
54.9% |
216.6 |
4.3% |
34% |
False |
False |
8,746 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
54.9% |
200.5 |
4.0% |
34% |
False |
False |
7,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,441.6 |
2.618 |
5,293.9 |
1.618 |
5,203.4 |
1.000 |
5,147.5 |
0.618 |
5,112.9 |
HIGH |
5,057.0 |
0.618 |
5,022.4 |
0.500 |
5,011.8 |
0.382 |
5,001.1 |
LOW |
4,966.5 |
0.618 |
4,910.6 |
1.000 |
4,876.0 |
1.618 |
4,820.1 |
2.618 |
4,729.6 |
4.250 |
4,581.9 |
|
|
Fisher Pivots for day following 05-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5,011.8 |
4,965.4 |
PP |
5,005.5 |
4,937.8 |
S1 |
4,999.3 |
4,910.3 |
|