Trading Metrics calculated at close of trading on 23-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,101.5 |
4,005.5 |
-96.0 |
-2.3% |
4,066.0 |
High |
4,118.5 |
4,079.0 |
-39.5 |
-1.0% |
4,152.0 |
Low |
3,978.5 |
3,916.5 |
-62.0 |
-1.6% |
3,916.5 |
Close |
4,011.0 |
3,998.0 |
-13.0 |
-0.3% |
3,998.0 |
Range |
140.0 |
162.5 |
22.5 |
16.1% |
235.5 |
ATR |
153.3 |
154.0 |
0.7 |
0.4% |
0.0 |
Volume |
166,466 |
145,571 |
-20,895 |
-12.6% |
547,135 |
|
Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,485.5 |
4,404.0 |
4,087.5 |
|
R3 |
4,323.0 |
4,241.5 |
4,042.5 |
|
R2 |
4,160.5 |
4,160.5 |
4,028.0 |
|
R1 |
4,079.0 |
4,079.0 |
4,013.0 |
4,038.5 |
PP |
3,998.0 |
3,998.0 |
3,998.0 |
3,977.5 |
S1 |
3,916.5 |
3,916.5 |
3,983.0 |
3,876.0 |
S2 |
3,835.5 |
3,835.5 |
3,968.0 |
|
S3 |
3,673.0 |
3,754.0 |
3,953.5 |
|
S4 |
3,510.5 |
3,591.5 |
3,908.5 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,728.5 |
4,599.0 |
4,127.5 |
|
R3 |
4,493.0 |
4,363.5 |
4,063.0 |
|
R2 |
4,257.5 |
4,257.5 |
4,041.0 |
|
R1 |
4,128.0 |
4,128.0 |
4,019.5 |
4,075.0 |
PP |
4,022.0 |
4,022.0 |
4,022.0 |
3,996.0 |
S1 |
3,892.5 |
3,892.5 |
3,976.5 |
3,839.5 |
S2 |
3,786.5 |
3,786.5 |
3,955.0 |
|
S3 |
3,551.0 |
3,657.0 |
3,933.0 |
|
S4 |
3,315.5 |
3,421.5 |
3,868.5 |
|
|
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 |
3,916.5 |
303.5 |
7.6% |
155.5 |
3.9% |
27% |
False |
True |
143,012 |
10 |
4,508.0 |
3,916.5 |
591.5 |
14.8% |
154.0 |
3.9% |
14% |
False |
True |
131,707 |
20 |
4,649.0 |
3,916.5 |
732.5 |
18.3% |
135.5 |
3.4% |
11% |
False |
True |
97,275 |
40 |
4,649.0 |
3,916.5 |
732.5 |
18.3% |
142.0 |
3.6% |
11% |
False |
True |
75,308 |
60 |
4,649.0 |
3,672.5 |
976.5 |
24.4% |
158.0 |
4.0% |
33% |
False |
False |
50,279 |
80 |
5,067.5 |
3,672.5 |
1,395.0 |
34.9% |
178.0 |
4.5% |
23% |
False |
False |
37,836 |
100 |
5,676.0 |
3,672.5 |
2,003.5 |
50.1% |
167.0 |
4.2% |
16% |
False |
False |
30,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,769.5 |
2.618 |
4,504.5 |
1.618 |
4,342.0 |
1.000 |
4,241.5 |
0.618 |
4,179.5 |
HIGH |
4,079.0 |
0.618 |
4,017.0 |
0.500 |
3,998.0 |
0.382 |
3,978.5 |
LOW |
3,916.5 |
0.618 |
3,816.0 |
1.000 |
3,754.0 |
1.618 |
3,653.5 |
2.618 |
3,491.0 |
4.250 |
3,226.0 |
|
|
Fisher Pivots for day following 23-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,998.0 |
4,017.5 |
PP |
3,998.0 |
4,011.0 |
S1 |
3,998.0 |
4,004.5 |
|