Trading Metrics calculated at close of trading on 02-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,689.0 |
3,712.0 |
23.0 |
0.6% |
3,627.0 |
High |
3,757.0 |
3,760.0 |
3.0 |
0.1% |
4,002.0 |
Low |
3,665.0 |
3,659.0 |
-6.0 |
-0.2% |
3,555.0 |
Close |
3,744.0 |
3,677.0 |
-67.0 |
-1.8% |
3,677.0 |
Range |
92.0 |
101.0 |
9.0 |
9.8% |
447.0 |
ATR |
147.1 |
143.8 |
-3.3 |
-2.2% |
0.0 |
Volume |
15,926 |
10,767 |
-5,159 |
-32.4% |
53,521 |
|
Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,001.7 |
3,940.3 |
3,732.6 |
|
R3 |
3,900.7 |
3,839.3 |
3,704.8 |
|
R2 |
3,799.7 |
3,799.7 |
3,695.5 |
|
R1 |
3,738.3 |
3,738.3 |
3,686.3 |
3,718.5 |
PP |
3,698.7 |
3,698.7 |
3,698.7 |
3,688.8 |
S1 |
3,637.3 |
3,637.3 |
3,667.7 |
3,617.5 |
S2 |
3,597.7 |
3,597.7 |
3,658.5 |
|
S3 |
3,496.7 |
3,536.3 |
3,649.2 |
|
S4 |
3,395.7 |
3,435.3 |
3,621.5 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,085.7 |
4,828.3 |
3,922.9 |
|
R3 |
4,638.7 |
4,381.3 |
3,799.9 |
|
R2 |
4,191.7 |
4,191.7 |
3,759.0 |
|
R1 |
3,934.3 |
3,934.3 |
3,718.0 |
4,063.0 |
PP |
3,744.7 |
3,744.7 |
3,744.7 |
3,809.0 |
S1 |
3,487.3 |
3,487.3 |
3,636.0 |
3,616.0 |
S2 |
3,297.7 |
3,297.7 |
3,595.1 |
|
S3 |
2,850.7 |
3,040.3 |
3,554.1 |
|
S4 |
2,403.7 |
2,593.3 |
3,431.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,002.0 |
3,490.0 |
512.0 |
13.9% |
171.6 |
4.7% |
37% |
False |
False |
13,070 |
10 |
4,002.0 |
3,478.0 |
524.0 |
14.3% |
159.3 |
4.3% |
38% |
False |
False |
26,480 |
20 |
4,002.0 |
3,443.0 |
559.0 |
15.2% |
125.8 |
3.4% |
42% |
False |
False |
22,543 |
40 |
4,326.0 |
3,229.0 |
1,097.0 |
29.8% |
87.2 |
2.4% |
41% |
False |
False |
11,924 |
60 |
4,385.0 |
3,229.0 |
1,156.0 |
31.4% |
67.5 |
1.8% |
39% |
False |
False |
9,424 |
80 |
5,073.0 |
3,229.0 |
1,844.0 |
50.1% |
61.4 |
1.7% |
24% |
False |
False |
7,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,189.3 |
2.618 |
4,024.4 |
1.618 |
3,923.4 |
1.000 |
3,861.0 |
0.618 |
3,822.4 |
HIGH |
3,760.0 |
0.618 |
3,721.4 |
0.500 |
3,709.5 |
0.382 |
3,697.6 |
LOW |
3,659.0 |
0.618 |
3,596.6 |
1.000 |
3,558.0 |
1.618 |
3,495.6 |
2.618 |
3,394.6 |
4.250 |
3,229.8 |
|
|
Fisher Pivots for day following 02-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,709.5 |
3,672.7 |
PP |
3,698.7 |
3,668.3 |
S1 |
3,687.8 |
3,664.0 |
|