Trading Metrics calculated at close of trading on 15-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,691.0 |
4,385.0 |
-306.0 |
-6.5% |
5,032.0 |
High |
4,695.0 |
4,467.0 |
-228.0 |
-4.9% |
5,138.5 |
Low |
4,392.5 |
4,304.0 |
-88.5 |
-2.0% |
4,758.5 |
Close |
4,448.5 |
4,343.0 |
-105.5 |
-2.4% |
4,813.0 |
Range |
302.5 |
163.0 |
-139.5 |
-46.1% |
380.0 |
ATR |
185.6 |
183.9 |
-1.6 |
-0.9% |
0.0 |
Volume |
198,178 |
210,271 |
12,093 |
6.1% |
616,015 |
|
Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,860.3 |
4,764.7 |
4,432.7 |
|
R3 |
4,697.3 |
4,601.7 |
4,387.8 |
|
R2 |
4,534.3 |
4,534.3 |
4,372.9 |
|
R1 |
4,438.7 |
4,438.7 |
4,357.9 |
4,405.0 |
PP |
4,371.3 |
4,371.3 |
4,371.3 |
4,354.5 |
S1 |
4,275.7 |
4,275.7 |
4,328.1 |
4,242.0 |
S2 |
4,208.3 |
4,208.3 |
4,313.1 |
|
S3 |
4,045.3 |
4,112.7 |
4,298.2 |
|
S4 |
3,882.3 |
3,949.7 |
4,253.4 |
|
|
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 |
4,304.0 |
649.5 |
15.0% |
181.0 |
4.2% |
6% |
False |
True |
165,084 |
10 |
5,138.5 |
4,304.0 |
834.5 |
19.2% |
157.5 |
3.6% |
5% |
False |
True |
136,412 |
20 |
5,138.5 |
4,304.0 |
834.5 |
19.2% |
152.6 |
3.5% |
5% |
False |
True |
96,969 |
40 |
5,138.5 |
4,066.0 |
1,072.5 |
24.7% |
191.3 |
4.4% |
26% |
False |
False |
49,549 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
30.4% |
228.6 |
5.3% |
21% |
False |
False |
33,417 |
80 |
6,353.5 |
4,066.0 |
2,287.5 |
52.7% |
242.1 |
5.6% |
12% |
False |
False |
25,282 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
60.8% |
222.4 |
5.1% |
10% |
False |
False |
20,723 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
63.1% |
201.9 |
4.6% |
10% |
False |
False |
17,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,159.8 |
2.618 |
4,893.7 |
1.618 |
4,730.7 |
1.000 |
4,630.0 |
0.618 |
4,567.7 |
HIGH |
4,467.0 |
0.618 |
4,404.7 |
0.500 |
4,385.5 |
0.382 |
4,366.3 |
LOW |
4,304.0 |
0.618 |
4,203.3 |
1.000 |
4,141.0 |
1.618 |
4,040.3 |
2.618 |
3,877.3 |
4.250 |
3,611.3 |
|
|
Fisher Pivots for day following 15-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,385.5 |
4,512.0 |
PP |
4,371.3 |
4,455.7 |
S1 |
4,357.2 |
4,399.3 |
|