Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,385.0 |
4,427.0 |
42.0 |
1.0% |
4,765.0 |
High |
4,467.0 |
4,488.0 |
21.0 |
0.5% |
4,809.0 |
Low |
4,304.0 |
4,311.0 |
7.0 |
0.2% |
4,304.0 |
Close |
4,343.0 |
4,388.0 |
45.0 |
1.0% |
4,388.0 |
Range |
163.0 |
177.0 |
14.0 |
8.6% |
505.0 |
ATR |
183.9 |
183.5 |
-0.5 |
-0.3% |
0.0 |
Volume |
210,271 |
177,687 |
-32,584 |
-15.5% |
858,310 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,926.7 |
4,834.3 |
4,485.4 |
|
R3 |
4,749.7 |
4,657.3 |
4,436.7 |
|
R2 |
4,572.7 |
4,572.7 |
4,420.5 |
|
R1 |
4,480.3 |
4,480.3 |
4,404.2 |
4,438.0 |
PP |
4,395.7 |
4,395.7 |
4,395.7 |
4,374.5 |
S1 |
4,303.3 |
4,303.3 |
4,371.8 |
4,261.0 |
S2 |
4,218.7 |
4,218.7 |
4,355.6 |
|
S3 |
4,041.7 |
4,126.3 |
4,339.3 |
|
S4 |
3,864.7 |
3,949.3 |
4,290.7 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,015.3 |
5,706.7 |
4,665.8 |
|
R3 |
5,510.3 |
5,201.7 |
4,526.9 |
|
R2 |
5,005.3 |
5,005.3 |
4,480.6 |
|
R1 |
4,696.7 |
4,696.7 |
4,434.3 |
4,598.5 |
PP |
4,500.3 |
4,500.3 |
4,500.3 |
4,451.3 |
S1 |
4,191.7 |
4,191.7 |
4,341.7 |
4,093.5 |
S2 |
3,995.3 |
3,995.3 |
4,295.4 |
|
S3 |
3,490.3 |
3,686.7 |
4,249.1 |
|
S4 |
2,985.3 |
3,181.7 |
4,110.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,809.0 |
4,304.0 |
505.0 |
11.5% |
177.4 |
4.0% |
17% |
False |
False |
171,662 |
10 |
5,138.5 |
4,304.0 |
834.5 |
19.0% |
155.3 |
3.5% |
10% |
False |
False |
147,432 |
20 |
5,138.5 |
4,304.0 |
834.5 |
19.0% |
150.0 |
3.4% |
10% |
False |
False |
105,329 |
40 |
5,138.5 |
4,066.0 |
1,072.5 |
24.4% |
190.0 |
4.3% |
30% |
False |
False |
53,955 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
30.1% |
225.7 |
5.1% |
24% |
False |
False |
36,370 |
80 |
6,345.0 |
4,066.0 |
2,279.0 |
51.9% |
242.2 |
5.5% |
14% |
False |
False |
27,480 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
60.2% |
222.9 |
5.1% |
12% |
False |
False |
22,494 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
62.5% |
202.2 |
4.6% |
12% |
False |
False |
18,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,240.3 |
2.618 |
4,951.4 |
1.618 |
4,774.4 |
1.000 |
4,665.0 |
0.618 |
4,597.4 |
HIGH |
4,488.0 |
0.618 |
4,420.4 |
0.500 |
4,399.5 |
0.382 |
4,378.6 |
LOW |
4,311.0 |
0.618 |
4,201.6 |
1.000 |
4,134.0 |
1.618 |
4,024.6 |
2.618 |
3,847.6 |
4.250 |
3,558.8 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,399.5 |
4,499.5 |
PP |
4,395.7 |
4,462.3 |
S1 |
4,391.8 |
4,425.2 |
|