Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,762.0 |
3,712.0 |
-50.0 |
-1.3% |
3,627.0 |
High |
3,811.0 |
3,715.0 |
-96.0 |
-2.5% |
4,002.0 |
Low |
3,750.0 |
3,639.0 |
-111.0 |
-3.0% |
3,555.0 |
Close |
3,775.0 |
3,690.0 |
-85.0 |
-2.3% |
3,677.0 |
Range |
61.0 |
76.0 |
15.0 |
24.6% |
447.0 |
ATR |
135.5 |
135.5 |
0.0 |
0.0% |
0.0 |
Volume |
18,970 |
20,801 |
1,831 |
9.7% |
53,521 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,909.3 |
3,875.7 |
3,731.8 |
|
R3 |
3,833.3 |
3,799.7 |
3,710.9 |
|
R2 |
3,757.3 |
3,757.3 |
3,703.9 |
|
R1 |
3,723.7 |
3,723.7 |
3,697.0 |
3,702.5 |
PP |
3,681.3 |
3,681.3 |
3,681.3 |
3,670.8 |
S1 |
3,647.7 |
3,647.7 |
3,683.0 |
3,626.5 |
S2 |
3,605.3 |
3,605.3 |
3,676.1 |
|
S3 |
3,529.3 |
3,571.7 |
3,669.1 |
|
S4 |
3,453.3 |
3,495.7 |
3,648.2 |
|
|
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 |
3,811.0 |
3,639.0 |
172.0 |
4.7% |
90.2 |
2.4% |
30% |
False |
True |
18,326 |
10 |
4,002.0 |
3,478.0 |
524.0 |
14.2% |
150.9 |
4.1% |
40% |
False |
False |
16,216 |
20 |
4,002.0 |
3,443.0 |
559.0 |
15.1% |
128.4 |
3.5% |
44% |
False |
False |
26,542 |
40 |
4,002.0 |
3,229.0 |
773.0 |
20.9% |
93.1 |
2.5% |
60% |
False |
False |
13,938 |
60 |
4,385.0 |
3,229.0 |
1,156.0 |
31.3% |
71.6 |
1.9% |
40% |
False |
False |
10,769 |
80 |
5,073.0 |
3,229.0 |
1,844.0 |
50.0% |
64.8 |
1.8% |
25% |
False |
False |
8,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,038.0 |
2.618 |
3,914.0 |
1.618 |
3,838.0 |
1.000 |
3,791.0 |
0.618 |
3,762.0 |
HIGH |
3,715.0 |
0.618 |
3,686.0 |
0.500 |
3,677.0 |
0.382 |
3,668.0 |
LOW |
3,639.0 |
0.618 |
3,592.0 |
1.000 |
3,563.0 |
1.618 |
3,516.0 |
2.618 |
3,440.0 |
4.250 |
3,316.0 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,685.7 |
3,725.0 |
PP |
3,681.3 |
3,713.3 |
S1 |
3,677.0 |
3,701.7 |
|