Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,132.0 |
4,167.0 |
35.0 |
0.8% |
4,405.0 |
High |
4,178.0 |
4,220.0 |
42.0 |
1.0% |
4,443.0 |
Low |
4,052.0 |
4,051.0 |
-1.0 |
0.0% |
4,051.0 |
Close |
4,070.5 |
4,129.5 |
59.0 |
1.4% |
4,129.5 |
Range |
126.0 |
169.0 |
43.0 |
34.1% |
392.0 |
ATR |
153.6 |
154.7 |
1.1 |
0.7% |
0.0 |
Volume |
177,041 |
167,928 |
-9,113 |
-5.1% |
650,989 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,640.5 |
4,554.0 |
4,222.5 |
|
R3 |
4,471.5 |
4,385.0 |
4,176.0 |
|
R2 |
4,302.5 |
4,302.5 |
4,160.5 |
|
R1 |
4,216.0 |
4,216.0 |
4,145.0 |
4,175.0 |
PP |
4,133.5 |
4,133.5 |
4,133.5 |
4,113.0 |
S1 |
4,047.0 |
4,047.0 |
4,114.0 |
4,006.0 |
S2 |
3,964.5 |
3,964.5 |
4,098.5 |
|
S3 |
3,795.5 |
3,878.0 |
4,083.0 |
|
S4 |
3,626.5 |
3,709.0 |
4,036.5 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,384.0 |
5,148.5 |
4,345.0 |
|
R3 |
4,992.0 |
4,756.5 |
4,237.5 |
|
R2 |
4,600.0 |
4,600.0 |
4,201.5 |
|
R1 |
4,364.5 |
4,364.5 |
4,165.5 |
4,286.0 |
PP |
4,208.0 |
4,208.0 |
4,208.0 |
4,168.5 |
S1 |
3,972.5 |
3,972.5 |
4,093.5 |
3,894.0 |
S2 |
3,816.0 |
3,816.0 |
4,057.5 |
|
S3 |
3,424.0 |
3,580.5 |
4,021.5 |
|
S4 |
3,032.0 |
3,188.5 |
3,914.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,443.0 |
4,051.0 |
392.0 |
9.5% |
162.5 |
3.9% |
20% |
False |
True |
130,197 |
10 |
4,649.0 |
4,051.0 |
598.0 |
14.5% |
145.5 |
3.5% |
13% |
False |
True |
117,063 |
20 |
4,649.0 |
4,051.0 |
598.0 |
14.5% |
133.0 |
3.2% |
13% |
False |
True |
105,592 |
40 |
4,649.0 |
3,672.5 |
976.5 |
23.6% |
151.5 |
3.7% |
47% |
False |
False |
61,662 |
60 |
4,649.0 |
3,672.5 |
976.5 |
23.6% |
161.0 |
3.9% |
47% |
False |
False |
41,164 |
80 |
5,279.5 |
3,672.5 |
1,607.0 |
38.9% |
180.5 |
4.4% |
28% |
False |
False |
31,063 |
100 |
5,690.0 |
3,672.5 |
2,017.5 |
48.9% |
163.5 |
4.0% |
23% |
False |
False |
24,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,938.0 |
2.618 |
4,662.5 |
1.618 |
4,493.5 |
1.000 |
4,389.0 |
0.618 |
4,324.5 |
HIGH |
4,220.0 |
0.618 |
4,155.5 |
0.500 |
4,135.5 |
0.382 |
4,115.5 |
LOW |
4,051.0 |
0.618 |
3,946.5 |
1.000 |
3,882.0 |
1.618 |
3,777.5 |
2.618 |
3,608.5 |
4.250 |
3,333.0 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,135.5 |
4,220.0 |
PP |
4,133.5 |
4,189.5 |
S1 |
4,131.5 |
4,159.5 |
|