Trading Metrics calculated at close of trading on 06-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5,032.0 |
5,022.0 |
-10.0 |
-0.2% |
4,670.0 |
High |
5,057.0 |
5,138.5 |
81.5 |
1.6% |
5,062.5 |
Low |
4,966.5 |
4,978.5 |
12.0 |
0.2% |
4,659.0 |
Close |
4,993.0 |
5,034.5 |
41.5 |
0.8% |
4,977.5 |
Range |
90.5 |
160.0 |
69.5 |
76.8% |
403.5 |
ATR |
195.5 |
192.9 |
-2.5 |
-1.3% |
0.0 |
Volume |
95,826 |
123,002 |
27,176 |
28.4% |
148,114 |
|
Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,530.5 |
5,442.5 |
5,122.5 |
|
R3 |
5,370.5 |
5,282.5 |
5,078.5 |
|
R2 |
5,210.5 |
5,210.5 |
5,063.8 |
|
R1 |
5,122.5 |
5,122.5 |
5,049.2 |
5,166.5 |
PP |
5,050.5 |
5,050.5 |
5,050.5 |
5,072.5 |
S1 |
4,962.5 |
4,962.5 |
5,019.8 |
5,006.5 |
S2 |
4,890.5 |
4,890.5 |
5,005.2 |
|
S3 |
4,730.5 |
4,802.5 |
4,990.5 |
|
S4 |
4,570.5 |
4,642.5 |
4,946.5 |
|
|
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 |
5,138.5 |
4,659.0 |
479.5 |
9.5% |
124.3 |
2.5% |
78% |
True |
False |
73,388 |
10 |
5,138.5 |
4,584.0 |
554.5 |
11.0% |
132.5 |
2.6% |
81% |
True |
False |
77,889 |
20 |
5,138.5 |
4,360.0 |
778.5 |
15.5% |
163.3 |
3.2% |
87% |
True |
False |
44,340 |
40 |
5,372.0 |
4,066.0 |
1,306.0 |
25.9% |
216.8 |
4.3% |
74% |
False |
False |
22,837 |
60 |
5,458.0 |
4,066.0 |
1,392.0 |
27.6% |
257.0 |
5.1% |
70% |
False |
False |
15,550 |
80 |
6,400.0 |
4,066.0 |
2,334.0 |
46.4% |
242.2 |
4.8% |
41% |
False |
False |
12,276 |
100 |
6,718.0 |
4,066.0 |
2,652.0 |
52.7% |
217.5 |
4.3% |
37% |
False |
False |
9,973 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
54.4% |
200.7 |
4.0% |
35% |
False |
False |
8,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,818.5 |
2.618 |
5,557.4 |
1.618 |
5,397.4 |
1.000 |
5,298.5 |
0.618 |
5,237.4 |
HIGH |
5,138.5 |
0.618 |
5,077.4 |
0.500 |
5,058.5 |
0.382 |
5,039.6 |
LOW |
4,978.5 |
0.618 |
4,879.6 |
1.000 |
4,818.5 |
1.618 |
4,719.6 |
2.618 |
4,559.6 |
4.250 |
4,298.5 |
|
|
Fisher Pivots for day following 06-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
5,058.5 |
5,023.3 |
PP |
5,050.5 |
5,012.0 |
S1 |
5,042.5 |
5,000.8 |
|