Trading Metrics calculated at close of trading on 12-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,918.0 |
4,765.0 |
-153.0 |
-3.1% |
5,032.0 |
High |
4,953.5 |
4,809.0 |
-144.5 |
-2.9% |
5,138.5 |
Low |
4,758.5 |
4,673.5 |
-85.0 |
-1.8% |
4,758.5 |
Close |
4,813.0 |
4,739.0 |
-74.0 |
-1.5% |
4,813.0 |
Range |
195.0 |
135.5 |
-59.5 |
-30.5% |
380.0 |
ATR |
183.4 |
180.3 |
-3.1 |
-1.7% |
0.0 |
Volume |
144,801 |
125,015 |
-19,786 |
-13.7% |
616,015 |
|
Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,147.0 |
5,078.5 |
4,813.5 |
|
R3 |
5,011.5 |
4,943.0 |
4,776.3 |
|
R2 |
4,876.0 |
4,876.0 |
4,763.8 |
|
R1 |
4,807.5 |
4,807.5 |
4,751.4 |
4,774.0 |
PP |
4,740.5 |
4,740.5 |
4,740.5 |
4,723.8 |
S1 |
4,672.0 |
4,672.0 |
4,726.6 |
4,638.5 |
S2 |
4,605.0 |
4,605.0 |
4,714.2 |
|
S3 |
4,469.5 |
4,536.5 |
4,701.7 |
|
S4 |
4,334.0 |
4,401.0 |
4,664.5 |
|
|
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 |
4,673.5 |
465.0 |
9.8% |
142.1 |
3.0% |
14% |
False |
True |
129,040 |
10 |
5,138.5 |
4,624.0 |
514.5 |
10.9% |
129.1 |
2.7% |
22% |
False |
False |
95,455 |
20 |
5,138.5 |
4,549.0 |
589.5 |
12.4% |
145.8 |
3.1% |
32% |
False |
False |
69,914 |
40 |
5,138.5 |
4,066.0 |
1,072.5 |
22.6% |
200.6 |
4.2% |
63% |
False |
False |
35,787 |
60 |
5,458.0 |
4,066.0 |
1,392.0 |
29.4% |
237.4 |
5.0% |
48% |
False |
False |
24,198 |
80 |
6,353.5 |
4,066.0 |
2,287.5 |
48.3% |
243.2 |
5.1% |
29% |
False |
False |
18,636 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
55.7% |
218.9 |
4.6% |
25% |
False |
False |
15,189 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
57.8% |
200.1 |
4.2% |
25% |
False |
False |
12,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,384.9 |
2.618 |
5,163.7 |
1.618 |
5,028.2 |
1.000 |
4,944.5 |
0.618 |
4,892.7 |
HIGH |
4,809.0 |
0.618 |
4,757.2 |
0.500 |
4,741.3 |
0.382 |
4,725.3 |
LOW |
4,673.5 |
0.618 |
4,589.8 |
1.000 |
4,538.0 |
1.618 |
4,454.3 |
2.618 |
4,318.8 |
4.250 |
4,097.6 |
|
|
Fisher Pivots for day following 12-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,741.3 |
4,813.5 |
PP |
4,740.5 |
4,788.7 |
S1 |
4,739.8 |
4,763.8 |
|