Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,015.5 |
4,101.5 |
86.0 |
2.1% |
4,405.0 |
High |
4,081.0 |
4,118.5 |
37.5 |
0.9% |
4,443.0 |
Low |
3,965.5 |
3,978.5 |
13.0 |
0.3% |
4,051.0 |
Close |
4,018.0 |
4,011.0 |
-7.0 |
-0.2% |
4,129.5 |
Range |
115.5 |
140.0 |
24.5 |
21.2% |
392.0 |
ATR |
154.4 |
153.3 |
-1.0 |
-0.7% |
0.0 |
Volume |
151,991 |
166,466 |
14,475 |
9.5% |
650,989 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,456.0 |
4,373.5 |
4,088.0 |
|
R3 |
4,316.0 |
4,233.5 |
4,049.5 |
|
R2 |
4,176.0 |
4,176.0 |
4,036.5 |
|
R1 |
4,093.5 |
4,093.5 |
4,024.0 |
4,065.0 |
PP |
4,036.0 |
4,036.0 |
4,036.0 |
4,021.5 |
S1 |
3,953.5 |
3,953.5 |
3,998.0 |
3,925.0 |
S2 |
3,896.0 |
3,896.0 |
3,985.5 |
|
S3 |
3,756.0 |
3,813.5 |
3,972.5 |
|
S4 |
3,616.0 |
3,673.5 |
3,934.0 |
|
|
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 |
4,220.0 |
3,960.5 |
259.5 |
6.5% |
148.5 |
3.7% |
19% |
False |
False |
149,306 |
10 |
4,508.0 |
3,960.5 |
547.5 |
13.6% |
151.0 |
3.8% |
9% |
False |
False |
128,891 |
20 |
4,649.0 |
3,960.5 |
688.5 |
17.2% |
134.0 |
3.3% |
7% |
False |
False |
96,194 |
40 |
4,649.0 |
3,812.0 |
837.0 |
20.9% |
146.0 |
3.6% |
24% |
False |
False |
71,670 |
60 |
4,649.0 |
3,672.5 |
976.5 |
24.3% |
159.5 |
4.0% |
35% |
False |
False |
47,853 |
80 |
5,067.5 |
3,672.5 |
1,395.0 |
34.8% |
182.5 |
4.5% |
24% |
False |
False |
36,018 |
100 |
5,676.0 |
3,672.5 |
2,003.5 |
50.0% |
166.0 |
4.1% |
17% |
False |
False |
28,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,713.5 |
2.618 |
4,485.0 |
1.618 |
4,345.0 |
1.000 |
4,258.5 |
0.618 |
4,205.0 |
HIGH |
4,118.5 |
0.618 |
4,065.0 |
0.500 |
4,048.5 |
0.382 |
4,032.0 |
LOW |
3,978.5 |
0.618 |
3,892.0 |
1.000 |
3,838.5 |
1.618 |
3,752.0 |
2.618 |
3,612.0 |
4.250 |
3,383.5 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,048.5 |
4,056.0 |
PP |
4,036.0 |
4,041.0 |
S1 |
4,023.5 |
4,026.0 |
|