Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,706.0 |
4,691.0 |
-15.0 |
-0.3% |
5,032.0 |
High |
4,720.0 |
4,695.0 |
-25.0 |
-0.5% |
5,138.5 |
Low |
4,611.0 |
4,392.5 |
-218.5 |
-4.7% |
4,758.5 |
Close |
4,653.5 |
4,448.5 |
-205.0 |
-4.4% |
4,813.0 |
Range |
109.0 |
302.5 |
193.5 |
177.5% |
380.0 |
ATR |
176.6 |
185.6 |
9.0 |
5.1% |
0.0 |
Volume |
147,159 |
198,178 |
51,019 |
34.7% |
616,015 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,419.5 |
5,236.5 |
4,614.9 |
|
R3 |
5,117.0 |
4,934.0 |
4,531.7 |
|
R2 |
4,814.5 |
4,814.5 |
4,504.0 |
|
R1 |
4,631.5 |
4,631.5 |
4,476.2 |
4,571.8 |
PP |
4,512.0 |
4,512.0 |
4,512.0 |
4,482.1 |
S1 |
4,329.0 |
4,329.0 |
4,420.8 |
4,269.3 |
S2 |
4,209.5 |
4,209.5 |
4,393.0 |
|
S3 |
3,907.0 |
4,026.5 |
4,365.3 |
|
S4 |
3,604.5 |
3,724.0 |
4,282.1 |
|
|
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 |
4,953.5 |
4,392.5 |
561.0 |
12.6% |
168.9 |
3.8% |
10% |
False |
True |
149,259 |
10 |
5,138.5 |
4,392.5 |
746.0 |
16.8% |
148.9 |
3.3% |
8% |
False |
True |
118,350 |
20 |
5,138.5 |
4,392.5 |
746.0 |
16.8% |
150.3 |
3.4% |
8% |
False |
True |
86,756 |
40 |
5,138.5 |
4,066.0 |
1,072.5 |
24.1% |
197.2 |
4.4% |
36% |
False |
False |
44,339 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
29.7% |
231.0 |
5.2% |
29% |
False |
False |
29,924 |
80 |
6,353.5 |
4,066.0 |
2,287.5 |
51.4% |
242.8 |
5.5% |
17% |
False |
False |
22,737 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
59.4% |
221.5 |
5.0% |
14% |
False |
False |
18,630 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
61.6% |
201.9 |
4.5% |
14% |
False |
False |
15,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,980.6 |
2.618 |
5,486.9 |
1.618 |
5,184.4 |
1.000 |
4,997.5 |
0.618 |
4,881.9 |
HIGH |
4,695.0 |
0.618 |
4,579.4 |
0.500 |
4,543.8 |
0.382 |
4,508.1 |
LOW |
4,392.5 |
0.618 |
4,205.6 |
1.000 |
4,090.0 |
1.618 |
3,903.1 |
2.618 |
3,600.6 |
4.250 |
3,106.9 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,543.8 |
4,600.8 |
PP |
4,512.0 |
4,550.0 |
S1 |
4,480.3 |
4,499.3 |
|