Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
5,025.0 |
4,915.0 |
-110.0 |
-2.2% |
4,670.0 |
High |
5,034.5 |
4,940.0 |
-94.5 |
-1.9% |
5,062.5 |
Low |
4,917.0 |
4,837.5 |
-79.5 |
-1.6% |
4,659.0 |
Close |
4,955.0 |
4,908.0 |
-47.0 |
-0.9% |
4,977.5 |
Range |
117.5 |
102.5 |
-15.0 |
-12.8% |
403.5 |
ATR |
187.6 |
182.5 |
-5.0 |
-2.7% |
0.0 |
Volume |
121,242 |
131,144 |
9,902 |
8.2% |
148,114 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,202.7 |
5,157.8 |
4,964.4 |
|
R3 |
5,100.2 |
5,055.3 |
4,936.2 |
|
R2 |
4,997.7 |
4,997.7 |
4,926.8 |
|
R1 |
4,952.8 |
4,952.8 |
4,917.4 |
4,924.0 |
PP |
4,895.2 |
4,895.2 |
4,895.2 |
4,880.8 |
S1 |
4,850.3 |
4,850.3 |
4,898.6 |
4,821.5 |
S2 |
4,792.7 |
4,792.7 |
4,889.2 |
|
S3 |
4,690.2 |
4,747.8 |
4,879.8 |
|
S4 |
4,587.7 |
4,645.3 |
4,851.6 |
|
|
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 |
4,837.5 |
301.0 |
6.1% |
134.0 |
2.7% |
23% |
False |
True |
107,739 |
10 |
5,138.5 |
4,584.0 |
554.5 |
11.3% |
124.4 |
2.5% |
58% |
False |
False |
91,833 |
20 |
5,138.5 |
4,360.0 |
778.5 |
15.9% |
147.8 |
3.0% |
70% |
False |
False |
56,822 |
40 |
5,183.0 |
4,066.0 |
1,117.0 |
22.8% |
205.1 |
4.2% |
75% |
False |
False |
29,084 |
60 |
5,458.0 |
4,066.0 |
1,392.0 |
28.4% |
245.6 |
5.0% |
60% |
False |
False |
19,718 |
80 |
6,392.5 |
4,066.0 |
2,326.5 |
47.4% |
241.7 |
4.9% |
36% |
False |
False |
15,363 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
53.8% |
217.8 |
4.4% |
32% |
False |
False |
12,494 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
55.8% |
199.9 |
4.1% |
31% |
False |
False |
10,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,375.6 |
2.618 |
5,208.3 |
1.618 |
5,105.8 |
1.000 |
5,042.5 |
0.618 |
5,003.3 |
HIGH |
4,940.0 |
0.618 |
4,900.8 |
0.500 |
4,888.8 |
0.382 |
4,876.7 |
LOW |
4,837.5 |
0.618 |
4,774.2 |
1.000 |
4,735.0 |
1.618 |
4,671.7 |
2.618 |
4,569.2 |
4.250 |
4,401.9 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,901.6 |
4,988.0 |
PP |
4,895.2 |
4,961.3 |
S1 |
4,888.8 |
4,934.7 |
|