Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,233.5 |
4,350.0 |
116.5 |
2.8% |
4,765.0 |
High |
4,375.5 |
4,377.5 |
2.0 |
0.0% |
4,809.0 |
Low |
4,148.5 |
4,194.5 |
46.0 |
1.1% |
4,304.0 |
Close |
4,262.5 |
4,235.5 |
-27.0 |
-0.6% |
4,388.0 |
Range |
227.0 |
183.0 |
-44.0 |
-19.4% |
505.0 |
ATR |
188.1 |
187.8 |
-0.4 |
-0.2% |
0.0 |
Volume |
204,413 |
194,707 |
-9,706 |
-4.7% |
858,310 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,818.2 |
4,709.8 |
4,336.2 |
|
R3 |
4,635.2 |
4,526.8 |
4,285.8 |
|
R2 |
4,452.2 |
4,452.2 |
4,269.1 |
|
R1 |
4,343.8 |
4,343.8 |
4,252.3 |
4,306.5 |
PP |
4,269.2 |
4,269.2 |
4,269.2 |
4,250.5 |
S1 |
4,160.8 |
4,160.8 |
4,218.7 |
4,123.5 |
S2 |
4,086.2 |
4,086.2 |
4,202.0 |
|
S3 |
3,903.2 |
3,977.8 |
4,185.2 |
|
S4 |
3,720.2 |
3,794.8 |
4,134.9 |
|
|
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 |
4,488.0 |
4,148.5 |
339.5 |
8.0% |
191.4 |
4.5% |
26% |
False |
False |
157,415 |
10 |
4,953.5 |
4,148.5 |
805.0 |
19.0% |
180.2 |
4.3% |
11% |
False |
False |
153,337 |
20 |
5,138.5 |
4,148.5 |
990.0 |
23.4% |
153.7 |
3.6% |
9% |
False |
False |
118,823 |
40 |
5,138.5 |
4,066.0 |
1,072.5 |
25.3% |
187.1 |
4.4% |
16% |
False |
False |
63,852 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
31.1% |
223.3 |
5.3% |
13% |
False |
False |
42,981 |
80 |
6,318.5 |
4,066.0 |
2,252.5 |
53.2% |
244.9 |
5.8% |
8% |
False |
False |
32,437 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
62.3% |
225.7 |
5.3% |
6% |
False |
False |
26,471 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
64.7% |
204.8 |
4.8% |
6% |
False |
False |
22,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,155.3 |
2.618 |
4,856.6 |
1.618 |
4,673.6 |
1.000 |
4,560.5 |
0.618 |
4,490.6 |
HIGH |
4,377.5 |
0.618 |
4,307.6 |
0.500 |
4,286.0 |
0.382 |
4,264.4 |
LOW |
4,194.5 |
0.618 |
4,081.4 |
1.000 |
4,011.5 |
1.618 |
3,898.4 |
2.618 |
3,715.4 |
4.250 |
3,416.8 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,286.0 |
4,307.3 |
PP |
4,269.2 |
4,283.3 |
S1 |
4,252.3 |
4,259.4 |
|