Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,765.0 |
4,706.0 |
-59.0 |
-1.2% |
5,032.0 |
High |
4,809.0 |
4,720.0 |
-89.0 |
-1.9% |
5,138.5 |
Low |
4,673.5 |
4,611.0 |
-62.5 |
-1.3% |
4,758.5 |
Close |
4,739.0 |
4,653.5 |
-85.5 |
-1.8% |
4,813.0 |
Range |
135.5 |
109.0 |
-26.5 |
-19.6% |
380.0 |
ATR |
180.3 |
176.6 |
-3.7 |
-2.1% |
0.0 |
Volume |
125,015 |
147,159 |
22,144 |
17.7% |
616,015 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,988.5 |
4,930.0 |
4,713.5 |
|
R3 |
4,879.5 |
4,821.0 |
4,683.5 |
|
R2 |
4,770.5 |
4,770.5 |
4,673.5 |
|
R1 |
4,712.0 |
4,712.0 |
4,663.5 |
4,686.8 |
PP |
4,661.5 |
4,661.5 |
4,661.5 |
4,648.9 |
S1 |
4,603.0 |
4,603.0 |
4,643.5 |
4,577.8 |
S2 |
4,552.5 |
4,552.5 |
4,633.5 |
|
S3 |
4,443.5 |
4,494.0 |
4,623.5 |
|
S4 |
4,334.5 |
4,385.0 |
4,593.6 |
|
|
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 |
5,034.5 |
4,611.0 |
423.5 |
9.1% |
131.9 |
2.8% |
10% |
False |
True |
133,872 |
10 |
5,138.5 |
4,611.0 |
527.5 |
11.3% |
128.1 |
2.8% |
8% |
False |
True |
103,630 |
20 |
5,138.5 |
4,549.0 |
589.5 |
12.7% |
140.0 |
3.0% |
18% |
False |
False |
77,041 |
40 |
5,138.5 |
4,066.0 |
1,072.5 |
23.0% |
197.6 |
4.2% |
55% |
False |
False |
39,434 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
28.3% |
234.1 |
5.0% |
45% |
False |
False |
26,637 |
80 |
6,353.5 |
4,066.0 |
2,287.5 |
49.2% |
242.4 |
5.2% |
26% |
False |
False |
20,396 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
56.7% |
219.1 |
4.7% |
22% |
False |
False |
16,658 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
58.9% |
199.8 |
4.3% |
21% |
False |
False |
13,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,183.3 |
2.618 |
5,005.4 |
1.618 |
4,896.4 |
1.000 |
4,829.0 |
0.618 |
4,787.4 |
HIGH |
4,720.0 |
0.618 |
4,678.4 |
0.500 |
4,665.5 |
0.382 |
4,652.6 |
LOW |
4,611.0 |
0.618 |
4,543.6 |
1.000 |
4,502.0 |
1.618 |
4,434.6 |
2.618 |
4,325.6 |
4.250 |
4,147.8 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,665.5 |
4,782.3 |
PP |
4,661.5 |
4,739.3 |
S1 |
4,657.5 |
4,696.4 |
|