Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,915.0 |
4,918.0 |
3.0 |
0.1% |
5,032.0 |
High |
4,940.0 |
4,953.5 |
13.5 |
0.3% |
5,138.5 |
Low |
4,837.5 |
4,758.5 |
-79.0 |
-1.6% |
4,758.5 |
Close |
4,908.0 |
4,813.0 |
-95.0 |
-1.9% |
4,813.0 |
Range |
102.5 |
195.0 |
92.5 |
90.2% |
380.0 |
ATR |
182.5 |
183.4 |
0.9 |
0.5% |
0.0 |
Volume |
131,144 |
144,801 |
13,657 |
10.4% |
616,015 |
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,426.7 |
5,314.8 |
4,920.3 |
|
R3 |
5,231.7 |
5,119.8 |
4,866.6 |
|
R2 |
5,036.7 |
5,036.7 |
4,848.8 |
|
R1 |
4,924.8 |
4,924.8 |
4,830.9 |
4,883.3 |
PP |
4,841.7 |
4,841.7 |
4,841.7 |
4,820.9 |
S1 |
4,729.8 |
4,729.8 |
4,795.1 |
4,688.3 |
S2 |
4,646.7 |
4,646.7 |
4,777.3 |
|
S3 |
4,451.7 |
4,534.8 |
4,759.4 |
|
S4 |
4,256.7 |
4,339.8 |
4,705.8 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,043.3 |
5,808.2 |
5,022.0 |
|
R3 |
5,663.3 |
5,428.2 |
4,917.5 |
|
R2 |
5,283.3 |
5,283.3 |
4,882.7 |
|
R1 |
5,048.2 |
5,048.2 |
4,847.8 |
4,975.8 |
PP |
4,903.3 |
4,903.3 |
4,903.3 |
4,867.1 |
S1 |
4,668.2 |
4,668.2 |
4,778.2 |
4,595.8 |
S2 |
4,523.3 |
4,523.3 |
4,743.3 |
|
S3 |
4,143.3 |
4,288.2 |
4,708.5 |
|
S4 |
3,763.3 |
3,908.2 |
4,604.0 |
|
|
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 |
4,758.5 |
380.0 |
7.9% |
133.1 |
2.8% |
14% |
False |
True |
123,203 |
10 |
5,138.5 |
4,584.0 |
554.5 |
11.5% |
129.5 |
2.7% |
41% |
False |
False |
91,048 |
20 |
5,138.5 |
4,549.0 |
589.5 |
12.2% |
147.1 |
3.1% |
45% |
False |
False |
63,990 |
40 |
5,183.0 |
4,066.0 |
1,117.0 |
23.2% |
203.7 |
4.2% |
67% |
False |
False |
32,693 |
60 |
5,458.0 |
4,066.0 |
1,392.0 |
28.9% |
243.1 |
5.1% |
54% |
False |
False |
22,123 |
80 |
6,353.5 |
4,066.0 |
2,287.5 |
47.5% |
243.0 |
5.0% |
33% |
False |
False |
17,148 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
54.9% |
218.6 |
4.5% |
28% |
False |
False |
13,941 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
56.9% |
200.2 |
4.2% |
27% |
False |
False |
11,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,782.3 |
2.618 |
5,464.0 |
1.618 |
5,269.0 |
1.000 |
5,148.5 |
0.618 |
5,074.0 |
HIGH |
4,953.5 |
0.618 |
4,879.0 |
0.500 |
4,856.0 |
0.382 |
4,833.0 |
LOW |
4,758.5 |
0.618 |
4,638.0 |
1.000 |
4,563.5 |
1.618 |
4,443.0 |
2.618 |
4,248.0 |
4.250 |
3,929.8 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,856.0 |
4,896.5 |
PP |
4,841.7 |
4,868.7 |
S1 |
4,827.3 |
4,840.8 |
|