Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5,022.0 |
5,025.0 |
3.0 |
0.1% |
4,670.0 |
High |
5,138.5 |
5,034.5 |
-104.0 |
-2.0% |
5,062.5 |
Low |
4,978.5 |
4,917.0 |
-61.5 |
-1.2% |
4,659.0 |
Close |
5,034.5 |
4,955.0 |
-79.5 |
-1.6% |
4,977.5 |
Range |
160.0 |
117.5 |
-42.5 |
-26.6% |
403.5 |
ATR |
192.9 |
187.6 |
-5.4 |
-2.8% |
0.0 |
Volume |
123,002 |
121,242 |
-1,760 |
-1.4% |
148,114 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,321.3 |
5,255.7 |
5,019.6 |
|
R3 |
5,203.8 |
5,138.2 |
4,987.3 |
|
R2 |
5,086.3 |
5,086.3 |
4,976.5 |
|
R1 |
5,020.7 |
5,020.7 |
4,965.8 |
4,994.8 |
PP |
4,968.8 |
4,968.8 |
4,968.8 |
4,955.9 |
S1 |
4,903.2 |
4,903.2 |
4,944.2 |
4,877.3 |
S2 |
4,851.3 |
4,851.3 |
4,933.5 |
|
S3 |
4,733.8 |
4,785.7 |
4,922.7 |
|
S4 |
4,616.3 |
4,668.2 |
4,890.4 |
|
|
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 |
4,758.0 |
380.5 |
7.7% |
128.8 |
2.6% |
52% |
False |
False |
87,442 |
10 |
5,138.5 |
4,584.0 |
554.5 |
11.2% |
127.2 |
2.6% |
67% |
False |
False |
84,308 |
20 |
5,138.5 |
4,360.0 |
778.5 |
15.7% |
157.6 |
3.2% |
76% |
False |
False |
50,354 |
40 |
5,183.0 |
4,066.0 |
1,117.0 |
22.5% |
211.8 |
4.3% |
80% |
False |
False |
25,833 |
60 |
5,458.0 |
4,066.0 |
1,392.0 |
28.1% |
252.1 |
5.1% |
64% |
False |
False |
17,551 |
80 |
6,392.5 |
4,066.0 |
2,326.5 |
47.0% |
242.5 |
4.9% |
38% |
False |
False |
13,768 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
53.3% |
217.5 |
4.4% |
34% |
False |
False |
11,185 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
55.3% |
199.8 |
4.0% |
32% |
False |
False |
9,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,533.9 |
2.618 |
5,342.1 |
1.618 |
5,224.6 |
1.000 |
5,152.0 |
0.618 |
5,107.1 |
HIGH |
5,034.5 |
0.618 |
4,989.6 |
0.500 |
4,975.8 |
0.382 |
4,961.9 |
LOW |
4,917.0 |
0.618 |
4,844.4 |
1.000 |
4,799.5 |
1.618 |
4,726.9 |
2.618 |
4,609.4 |
4.250 |
4,417.6 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,975.8 |
5,027.8 |
PP |
4,968.8 |
5,003.5 |
S1 |
4,961.9 |
4,979.3 |
|