Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,405.0 |
4,360.0 |
-45.0 |
-1.0% |
4,590.0 |
High |
4,443.0 |
4,381.0 |
-62.0 |
-1.4% |
4,649.0 |
Low |
4,332.5 |
4,285.0 |
-47.5 |
-1.1% |
4,376.5 |
Close |
4,402.0 |
4,343.5 |
-58.5 |
-1.3% |
4,430.5 |
Range |
110.5 |
96.0 |
-14.5 |
-13.1% |
272.5 |
ATR |
145.9 |
143.8 |
-2.1 |
-1.4% |
0.0 |
Volume |
97,251 |
92,103 |
-5,148 |
-5.3% |
519,643 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,624.5 |
4,580.0 |
4,396.5 |
|
R3 |
4,528.5 |
4,484.0 |
4,370.0 |
|
R2 |
4,432.5 |
4,432.5 |
4,361.0 |
|
R1 |
4,388.0 |
4,388.0 |
4,352.5 |
4,362.0 |
PP |
4,336.5 |
4,336.5 |
4,336.5 |
4,323.5 |
S1 |
4,292.0 |
4,292.0 |
4,334.5 |
4,266.0 |
S2 |
4,240.5 |
4,240.5 |
4,326.0 |
|
S3 |
4,144.5 |
4,196.0 |
4,317.0 |
|
S4 |
4,048.5 |
4,100.0 |
4,290.5 |
|
|
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 |
4,600.0 |
4,285.0 |
315.0 |
7.3% |
125.0 |
2.9% |
19% |
False |
True |
112,024 |
10 |
4,649.0 |
4,285.0 |
364.0 |
8.4% |
121.5 |
2.8% |
16% |
False |
True |
82,014 |
20 |
4,649.0 |
4,160.5 |
488.5 |
11.2% |
124.5 |
2.9% |
37% |
False |
False |
97,987 |
40 |
4,649.0 |
3,672.5 |
976.5 |
22.5% |
147.5 |
3.4% |
69% |
False |
False |
50,137 |
60 |
4,649.0 |
3,672.5 |
976.5 |
22.5% |
163.0 |
3.7% |
69% |
False |
False |
33,478 |
80 |
5,442.5 |
3,672.5 |
1,770.0 |
40.8% |
179.0 |
4.1% |
38% |
False |
False |
25,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,789.0 |
2.618 |
4,632.5 |
1.618 |
4,536.5 |
1.000 |
4,477.0 |
0.618 |
4,440.5 |
HIGH |
4,381.0 |
0.618 |
4,344.5 |
0.500 |
4,333.0 |
0.382 |
4,321.5 |
LOW |
4,285.0 |
0.618 |
4,225.5 |
1.000 |
4,189.0 |
1.618 |
4,129.5 |
2.618 |
4,033.5 |
4.250 |
3,877.0 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,340.0 |
4,396.5 |
PP |
4,336.5 |
4,379.0 |
S1 |
4,333.0 |
4,361.0 |
|