Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,574.5 |
4,600.0 |
25.5 |
0.6% |
4,206.0 |
High |
4,649.0 |
4,600.0 |
-49.0 |
-1.1% |
4,599.0 |
Low |
4,528.5 |
4,431.0 |
-97.5 |
-2.2% |
4,206.0 |
Close |
4,603.5 |
4,470.5 |
-133.0 |
-2.9% |
4,515.0 |
Range |
120.5 |
169.0 |
48.5 |
40.2% |
393.0 |
ATR |
150.9 |
152.4 |
1.5 |
1.0% |
0.0 |
Volume |
96,971 |
134,406 |
37,435 |
38.6% |
120,364 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,007.5 |
4,908.0 |
4,563.5 |
|
R3 |
4,838.5 |
4,739.0 |
4,517.0 |
|
R2 |
4,669.5 |
4,669.5 |
4,501.5 |
|
R1 |
4,570.0 |
4,570.0 |
4,486.0 |
4,535.0 |
PP |
4,500.5 |
4,500.5 |
4,500.5 |
4,483.0 |
S1 |
4,401.0 |
4,401.0 |
4,455.0 |
4,366.0 |
S2 |
4,331.5 |
4,331.5 |
4,439.5 |
|
S3 |
4,162.5 |
4,232.0 |
4,424.0 |
|
S4 |
3,993.5 |
4,063.0 |
4,377.5 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,619.0 |
5,460.0 |
4,731.0 |
|
R3 |
5,226.0 |
5,067.0 |
4,623.0 |
|
R2 |
4,833.0 |
4,833.0 |
4,587.0 |
|
R1 |
4,674.0 |
4,674.0 |
4,551.0 |
4,753.5 |
PP |
4,440.0 |
4,440.0 |
4,440.0 |
4,480.0 |
S1 |
4,281.0 |
4,281.0 |
4,479.0 |
4,360.5 |
S2 |
4,047.0 |
4,047.0 |
4,443.0 |
|
S3 |
3,654.0 |
3,888.0 |
4,407.0 |
|
S4 |
3,261.0 |
3,495.0 |
4,299.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,649.0 |
4,382.0 |
267.0 |
6.0% |
129.0 |
2.9% |
33% |
False |
False |
69,755 |
10 |
4,649.0 |
4,160.5 |
488.5 |
10.9% |
116.5 |
2.6% |
63% |
False |
False |
63,497 |
20 |
4,649.0 |
4,160.5 |
488.5 |
10.9% |
127.0 |
2.8% |
63% |
False |
False |
78,081 |
40 |
4,649.0 |
3,672.5 |
976.5 |
21.8% |
153.5 |
3.4% |
82% |
False |
False |
39,504 |
60 |
4,649.0 |
3,672.5 |
976.5 |
21.8% |
177.0 |
4.0% |
82% |
False |
False |
26,427 |
80 |
5,442.5 |
3,672.5 |
1,770.0 |
39.6% |
178.5 |
4.0% |
45% |
False |
False |
19,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,318.0 |
2.618 |
5,042.5 |
1.618 |
4,873.5 |
1.000 |
4,769.0 |
0.618 |
4,704.5 |
HIGH |
4,600.0 |
0.618 |
4,535.5 |
0.500 |
4,515.5 |
0.382 |
4,495.5 |
LOW |
4,431.0 |
0.618 |
4,326.5 |
1.000 |
4,262.0 |
1.618 |
4,157.5 |
2.618 |
3,988.5 |
4.250 |
3,713.0 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,515.5 |
4,540.0 |
PP |
4,500.5 |
4,517.0 |
S1 |
4,485.5 |
4,493.5 |
|