Trading Metrics calculated at close of trading on 21-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,429.5 |
4,233.5 |
-196.0 |
-4.4% |
4,765.0 |
High |
4,466.0 |
4,375.5 |
-90.5 |
-2.0% |
4,809.0 |
Low |
4,259.0 |
4,148.5 |
-110.5 |
-2.6% |
4,304.0 |
Close |
4,322.0 |
4,262.5 |
-59.5 |
-1.4% |
4,388.0 |
Range |
207.0 |
227.0 |
20.0 |
9.7% |
505.0 |
ATR |
185.1 |
188.1 |
3.0 |
1.6% |
0.0 |
Volume |
0 |
204,413 |
204,413 |
|
858,310 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,943.2 |
4,829.8 |
4,387.4 |
|
R3 |
4,716.2 |
4,602.8 |
4,324.9 |
|
R2 |
4,489.2 |
4,489.2 |
4,304.1 |
|
R1 |
4,375.8 |
4,375.8 |
4,283.3 |
4,432.5 |
PP |
4,262.2 |
4,262.2 |
4,262.2 |
4,290.5 |
S1 |
4,148.8 |
4,148.8 |
4,241.7 |
4,205.5 |
S2 |
4,035.2 |
4,035.2 |
4,220.9 |
|
S3 |
3,808.2 |
3,921.8 |
4,200.1 |
|
S4 |
3,581.2 |
3,694.8 |
4,137.7 |
|
|
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 |
4,695.0 |
4,148.5 |
546.5 |
12.8% |
215.3 |
5.1% |
21% |
False |
True |
158,109 |
10 |
5,034.5 |
4,148.5 |
886.0 |
20.8% |
173.6 |
4.1% |
13% |
False |
True |
145,991 |
20 |
5,138.5 |
4,148.5 |
990.0 |
23.2% |
153.1 |
3.6% |
12% |
False |
True |
111,940 |
40 |
5,138.5 |
4,066.0 |
1,072.5 |
25.2% |
191.2 |
4.5% |
18% |
False |
False |
59,012 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
30.9% |
226.0 |
5.3% |
15% |
False |
False |
39,750 |
80 |
6,318.5 |
4,066.0 |
2,252.5 |
52.8% |
243.6 |
5.7% |
9% |
False |
False |
30,014 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
61.9% |
224.9 |
5.3% |
7% |
False |
False |
24,529 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
64.3% |
203.8 |
4.8% |
7% |
False |
False |
20,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,340.3 |
2.618 |
4,969.8 |
1.618 |
4,742.8 |
1.000 |
4,602.5 |
0.618 |
4,515.8 |
HIGH |
4,375.5 |
0.618 |
4,288.8 |
0.500 |
4,262.0 |
0.382 |
4,235.2 |
LOW |
4,148.5 |
0.618 |
4,008.2 |
1.000 |
3,921.5 |
1.618 |
3,781.2 |
2.618 |
3,554.2 |
4.250 |
3,183.8 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,262.3 |
4,318.3 |
PP |
4,262.2 |
4,299.7 |
S1 |
4,262.0 |
4,281.1 |
|