Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,712.0 |
3,695.0 |
-17.0 |
-0.5% |
3,777.0 |
High |
3,715.0 |
3,726.0 |
11.0 |
0.3% |
3,811.0 |
Low |
3,639.0 |
3,671.0 |
32.0 |
0.9% |
3,639.0 |
Close |
3,690.0 |
3,699.0 |
9.0 |
0.2% |
3,699.0 |
Range |
76.0 |
55.0 |
-21.0 |
-27.6% |
172.0 |
ATR |
135.5 |
129.8 |
-5.8 |
-4.2% |
0.0 |
Volume |
20,801 |
13,854 |
-6,947 |
-33.4% |
94,718 |
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,863.7 |
3,836.3 |
3,729.3 |
|
R3 |
3,808.7 |
3,781.3 |
3,714.1 |
|
R2 |
3,753.7 |
3,753.7 |
3,709.1 |
|
R1 |
3,726.3 |
3,726.3 |
3,704.0 |
3,740.0 |
PP |
3,698.7 |
3,698.7 |
3,698.7 |
3,705.5 |
S1 |
3,671.3 |
3,671.3 |
3,694.0 |
3,685.0 |
S2 |
3,643.7 |
3,643.7 |
3,688.9 |
|
S3 |
3,588.7 |
3,616.3 |
3,683.9 |
|
S4 |
3,533.7 |
3,561.3 |
3,668.8 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,232.3 |
4,137.7 |
3,793.6 |
|
R3 |
4,060.3 |
3,965.7 |
3,746.3 |
|
R2 |
3,888.3 |
3,888.3 |
3,730.5 |
|
R1 |
3,793.7 |
3,793.7 |
3,714.8 |
3,755.0 |
PP |
3,716.3 |
3,716.3 |
3,716.3 |
3,697.0 |
S1 |
3,621.7 |
3,621.7 |
3,683.2 |
3,583.0 |
S2 |
3,544.3 |
3,544.3 |
3,667.5 |
|
S3 |
3,372.3 |
3,449.7 |
3,651.7 |
|
S4 |
3,200.3 |
3,277.7 |
3,604.4 |
|
|
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 |
4.6% |
81.0 |
2.2% |
35% |
False |
False |
18,943 |
10 |
4,002.0 |
3,490.0 |
512.0 |
13.8% |
126.3 |
3.4% |
41% |
False |
False |
16,006 |
20 |
4,002.0 |
3,443.0 |
559.0 |
15.1% |
124.7 |
3.4% |
46% |
False |
False |
27,156 |
40 |
4,002.0 |
3,229.0 |
773.0 |
20.9% |
94.5 |
2.6% |
61% |
False |
False |
14,285 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
29.7% |
71.5 |
1.9% |
43% |
False |
False |
10,999 |
80 |
5,073.0 |
3,229.0 |
1,844.0 |
49.9% |
64.6 |
1.7% |
25% |
False |
False |
8,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,959.8 |
2.618 |
3,870.0 |
1.618 |
3,815.0 |
1.000 |
3,781.0 |
0.618 |
3,760.0 |
HIGH |
3,726.0 |
0.618 |
3,705.0 |
0.500 |
3,698.5 |
0.382 |
3,692.0 |
LOW |
3,671.0 |
0.618 |
3,637.0 |
1.000 |
3,616.0 |
1.618 |
3,582.0 |
2.618 |
3,527.0 |
4.250 |
3,437.3 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,698.8 |
3,725.0 |
PP |
3,698.7 |
3,716.3 |
S1 |
3,698.5 |
3,707.7 |
|