Trading Metrics calculated at close of trading on 20-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,427.0 |
4,429.5 |
2.5 |
0.1% |
4,765.0 |
High |
4,488.0 |
4,466.0 |
-22.0 |
-0.5% |
4,809.0 |
Low |
4,311.0 |
4,259.0 |
-52.0 |
-1.2% |
4,304.0 |
Close |
4,388.0 |
4,322.0 |
-66.0 |
-1.5% |
4,388.0 |
Range |
177.0 |
207.0 |
30.0 |
16.9% |
505.0 |
ATR |
183.5 |
185.1 |
1.7 |
0.9% |
0.0 |
Volume |
177,687 |
0 |
-177,687 |
-100.0% |
858,310 |
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,970.0 |
4,853.0 |
4,435.9 |
|
R3 |
4,763.0 |
4,646.0 |
4,378.9 |
|
R2 |
4,556.0 |
4,556.0 |
4,360.0 |
|
R1 |
4,439.0 |
4,439.0 |
4,341.0 |
4,394.0 |
PP |
4,349.0 |
4,349.0 |
4,349.0 |
4,326.5 |
S1 |
4,232.0 |
4,232.0 |
4,303.0 |
4,187.0 |
S2 |
4,142.0 |
4,142.0 |
4,284.1 |
|
S3 |
3,935.0 |
4,025.0 |
4,265.1 |
|
S4 |
3,728.0 |
3,818.0 |
4,208.2 |
|
|
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 |
4,720.0 |
4,259.0 |
461.0 |
10.7% |
191.7 |
4.4% |
14% |
False |
True |
146,659 |
10 |
5,138.5 |
4,259.0 |
879.5 |
20.3% |
166.9 |
3.9% |
7% |
False |
True |
137,849 |
20 |
5,138.5 |
4,259.0 |
879.5 |
20.3% |
151.9 |
3.5% |
7% |
False |
True |
103,622 |
40 |
5,138.5 |
4,066.0 |
1,072.5 |
24.8% |
189.6 |
4.4% |
24% |
False |
False |
53,919 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
30.5% |
226.1 |
5.2% |
19% |
False |
False |
36,350 |
80 |
6,318.5 |
4,066.0 |
2,252.5 |
52.1% |
242.2 |
5.6% |
11% |
False |
False |
27,468 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
61.1% |
223.9 |
5.2% |
10% |
False |
False |
22,490 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
63.4% |
203.2 |
4.7% |
9% |
False |
False |
18,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,345.8 |
2.618 |
5,007.9 |
1.618 |
4,800.9 |
1.000 |
4,673.0 |
0.618 |
4,593.9 |
HIGH |
4,466.0 |
0.618 |
4,386.9 |
0.500 |
4,362.5 |
0.382 |
4,338.1 |
LOW |
4,259.0 |
0.618 |
4,131.1 |
1.000 |
4,052.0 |
1.618 |
3,924.1 |
2.618 |
3,717.1 |
4.250 |
3,379.3 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,362.5 |
4,373.5 |
PP |
4,349.0 |
4,356.3 |
S1 |
4,335.5 |
4,339.2 |
|