Trading Metrics calculated at close of trading on 12-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,695.0 |
3,626.0 |
-69.0 |
-1.9% |
3,777.0 |
High |
3,726.0 |
3,682.0 |
-44.0 |
-1.2% |
3,811.0 |
Low |
3,671.0 |
3,608.0 |
-63.0 |
-1.7% |
3,639.0 |
Close |
3,699.0 |
3,674.0 |
-25.0 |
-0.7% |
3,699.0 |
Range |
55.0 |
74.0 |
19.0 |
34.5% |
172.0 |
ATR |
129.8 |
127.0 |
-2.8 |
-2.1% |
0.0 |
Volume |
13,854 |
19,229 |
5,375 |
38.8% |
94,718 |
|
Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,876.7 |
3,849.3 |
3,714.7 |
|
R3 |
3,802.7 |
3,775.3 |
3,694.4 |
|
R2 |
3,728.7 |
3,728.7 |
3,687.6 |
|
R1 |
3,701.3 |
3,701.3 |
3,680.8 |
3,715.0 |
PP |
3,654.7 |
3,654.7 |
3,654.7 |
3,661.5 |
S1 |
3,627.3 |
3,627.3 |
3,667.2 |
3,641.0 |
S2 |
3,580.7 |
3,580.7 |
3,660.4 |
|
S3 |
3,506.7 |
3,553.3 |
3,653.7 |
|
S4 |
3,432.7 |
3,479.3 |
3,633.3 |
|
|
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 |
3,608.0 |
203.0 |
5.5% |
68.2 |
1.9% |
33% |
False |
True |
18,347 |
10 |
4,002.0 |
3,555.0 |
447.0 |
12.2% |
122.4 |
3.3% |
27% |
False |
False |
16,746 |
20 |
4,002.0 |
3,443.0 |
559.0 |
15.2% |
123.0 |
3.3% |
41% |
False |
False |
28,041 |
40 |
4,002.0 |
3,229.0 |
773.0 |
21.0% |
95.3 |
2.6% |
58% |
False |
False |
14,764 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
29.9% |
72.4 |
2.0% |
41% |
False |
False |
11,319 |
80 |
5,073.0 |
3,229.0 |
1,844.0 |
50.2% |
65.5 |
1.8% |
24% |
False |
False |
8,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,996.5 |
2.618 |
3,875.7 |
1.618 |
3,801.7 |
1.000 |
3,756.0 |
0.618 |
3,727.7 |
HIGH |
3,682.0 |
0.618 |
3,653.7 |
0.500 |
3,645.0 |
0.382 |
3,636.3 |
LOW |
3,608.0 |
0.618 |
3,562.3 |
1.000 |
3,534.0 |
1.618 |
3,488.3 |
2.618 |
3,414.3 |
4.250 |
3,293.5 |
|
|
Fisher Pivots for day following 12-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,664.3 |
3,671.7 |
PP |
3,654.7 |
3,669.3 |
S1 |
3,645.0 |
3,667.0 |
|