Trading Metrics calculated at close of trading on 15-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,384.5 |
4,132.0 |
-252.5 |
-5.8% |
4,590.0 |
High |
4,388.5 |
4,178.0 |
-210.5 |
-4.8% |
4,649.0 |
Low |
4,077.5 |
4,052.0 |
-25.5 |
-0.6% |
4,376.5 |
Close |
4,130.5 |
4,070.5 |
-60.0 |
-1.5% |
4,430.5 |
Range |
311.0 |
126.0 |
-185.0 |
-59.5% |
272.5 |
ATR |
155.8 |
153.6 |
-2.1 |
-1.4% |
0.0 |
Volume |
116,666 |
177,041 |
60,375 |
51.8% |
519,643 |
|
Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.0 |
4,400.5 |
4,140.0 |
|
R3 |
4,352.0 |
4,274.5 |
4,105.0 |
|
R2 |
4,226.0 |
4,226.0 |
4,093.5 |
|
R1 |
4,148.5 |
4,148.5 |
4,082.0 |
4,124.0 |
PP |
4,100.0 |
4,100.0 |
4,100.0 |
4,088.0 |
S1 |
4,022.5 |
4,022.5 |
4,059.0 |
3,998.0 |
S2 |
3,974.0 |
3,974.0 |
4,047.5 |
|
S3 |
3,848.0 |
3,896.5 |
4,036.0 |
|
S4 |
3,722.0 |
3,770.5 |
4,001.0 |
|
|
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 |
4,508.0 |
4,052.0 |
456.0 |
11.2% |
153.0 |
3.8% |
4% |
False |
True |
120,402 |
10 |
4,649.0 |
4,052.0 |
597.0 |
14.7% |
149.0 |
3.7% |
3% |
False |
True |
102,691 |
20 |
4,649.0 |
4,052.0 |
597.0 |
14.7% |
133.5 |
3.3% |
3% |
False |
True |
107,568 |
40 |
4,649.0 |
3,672.5 |
976.5 |
24.0% |
152.0 |
3.7% |
41% |
False |
False |
57,470 |
60 |
4,649.0 |
3,672.5 |
976.5 |
24.0% |
161.5 |
4.0% |
41% |
False |
False |
38,366 |
80 |
5,279.5 |
3,672.5 |
1,607.0 |
39.5% |
180.0 |
4.4% |
25% |
False |
False |
28,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,713.5 |
2.618 |
4,508.0 |
1.618 |
4,382.0 |
1.000 |
4,304.0 |
0.618 |
4,256.0 |
HIGH |
4,178.0 |
0.618 |
4,130.0 |
0.500 |
4,115.0 |
0.382 |
4,100.0 |
LOW |
4,052.0 |
0.618 |
3,974.0 |
1.000 |
3,926.0 |
1.618 |
3,848.0 |
2.618 |
3,722.0 |
4.250 |
3,516.5 |
|
|
Fisher Pivots for day following 15-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,115.0 |
4,220.0 |
PP |
4,100.0 |
4,170.5 |
S1 |
4,085.5 |
4,120.5 |
|