Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,430.5 |
4,488.5 |
58.0 |
1.3% |
4,590.0 |
High |
4,506.0 |
4,508.0 |
2.0 |
0.0% |
4,649.0 |
Low |
4,376.5 |
4,387.5 |
11.0 |
0.3% |
4,376.5 |
Close |
4,474.5 |
4,430.5 |
-44.0 |
-1.0% |
4,430.5 |
Range |
129.5 |
120.5 |
-9.0 |
-6.9% |
272.5 |
ATR |
150.8 |
148.6 |
-2.2 |
-1.4% |
0.0 |
Volume |
117,407 |
118,953 |
1,546 |
1.3% |
519,643 |
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,803.5 |
4,737.5 |
4,497.0 |
|
R3 |
4,683.0 |
4,617.0 |
4,463.5 |
|
R2 |
4,562.5 |
4,562.5 |
4,452.5 |
|
R1 |
4,496.5 |
4,496.5 |
4,441.5 |
4,469.0 |
PP |
4,442.0 |
4,442.0 |
4,442.0 |
4,428.5 |
S1 |
4,376.0 |
4,376.0 |
4,419.5 |
4,349.0 |
S2 |
4,321.5 |
4,321.5 |
4,408.5 |
|
S3 |
4,201.0 |
4,255.5 |
4,397.5 |
|
S4 |
4,080.5 |
4,135.0 |
4,364.0 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,303.0 |
5,139.0 |
4,580.5 |
|
R3 |
5,030.5 |
4,866.5 |
4,505.5 |
|
R2 |
4,758.0 |
4,758.0 |
4,480.5 |
|
R1 |
4,594.0 |
4,594.0 |
4,455.5 |
4,540.0 |
PP |
4,485.5 |
4,485.5 |
4,485.5 |
4,458.0 |
S1 |
4,321.5 |
4,321.5 |
4,405.5 |
4,267.0 |
S2 |
4,213.0 |
4,213.0 |
4,380.5 |
|
S3 |
3,940.5 |
4,049.0 |
4,355.5 |
|
S4 |
3,668.0 |
3,776.5 |
4,280.5 |
|
|
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 |
4,376.5 |
272.5 |
6.2% |
128.5 |
2.9% |
20% |
False |
False |
103,928 |
10 |
4,649.0 |
4,176.0 |
473.0 |
10.7% |
119.5 |
2.7% |
54% |
False |
False |
68,819 |
20 |
4,649.0 |
4,160.5 |
488.5 |
11.0% |
124.0 |
2.8% |
55% |
False |
False |
89,687 |
40 |
4,649.0 |
3,672.5 |
976.5 |
22.0% |
154.5 |
3.5% |
78% |
False |
False |
45,411 |
60 |
4,649.0 |
3,672.5 |
976.5 |
22.0% |
170.5 |
3.8% |
78% |
False |
False |
30,332 |
80 |
5,442.5 |
3,672.5 |
1,770.0 |
40.0% |
179.5 |
4.1% |
43% |
False |
False |
22,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,020.0 |
2.618 |
4,823.5 |
1.618 |
4,703.0 |
1.000 |
4,628.5 |
0.618 |
4,582.5 |
HIGH |
4,508.0 |
0.618 |
4,462.0 |
0.500 |
4,448.0 |
0.382 |
4,433.5 |
LOW |
4,387.5 |
0.618 |
4,313.0 |
1.000 |
4,267.0 |
1.618 |
4,192.5 |
2.618 |
4,072.0 |
4.250 |
3,875.5 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,448.0 |
4,488.0 |
PP |
4,442.0 |
4,469.0 |
S1 |
4,436.0 |
4,450.0 |
|