Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,626.0 |
3,602.0 |
-24.0 |
-0.7% |
3,777.0 |
High |
3,682.0 |
3,646.0 |
-36.0 |
-1.0% |
3,811.0 |
Low |
3,608.0 |
3,584.0 |
-24.0 |
-0.7% |
3,639.0 |
Close |
3,674.0 |
3,623.0 |
-51.0 |
-1.4% |
3,699.0 |
Range |
74.0 |
62.0 |
-12.0 |
-16.2% |
172.0 |
ATR |
127.0 |
124.4 |
-2.6 |
-2.1% |
0.0 |
Volume |
19,229 |
20,167 |
938 |
4.9% |
94,718 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,803.7 |
3,775.3 |
3,657.1 |
|
R3 |
3,741.7 |
3,713.3 |
3,640.1 |
|
R2 |
3,679.7 |
3,679.7 |
3,634.4 |
|
R1 |
3,651.3 |
3,651.3 |
3,628.7 |
3,665.5 |
PP |
3,617.7 |
3,617.7 |
3,617.7 |
3,624.8 |
S1 |
3,589.3 |
3,589.3 |
3,617.3 |
3,603.5 |
S2 |
3,555.7 |
3,555.7 |
3,611.6 |
|
S3 |
3,493.7 |
3,527.3 |
3,606.0 |
|
S4 |
3,431.7 |
3,465.3 |
3,588.9 |
|
|
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 |
3,584.0 |
227.0 |
6.3% |
65.6 |
1.8% |
17% |
False |
True |
18,604 |
10 |
3,811.0 |
3,568.0 |
243.0 |
6.7% |
83.9 |
2.3% |
23% |
False |
False |
17,383 |
20 |
4,002.0 |
3,443.0 |
559.0 |
15.4% |
120.2 |
3.3% |
32% |
False |
False |
28,966 |
40 |
4,002.0 |
3,229.0 |
773.0 |
21.3% |
95.6 |
2.6% |
51% |
False |
False |
15,268 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
30.3% |
73.5 |
2.0% |
36% |
False |
False |
11,655 |
80 |
5,073.0 |
3,229.0 |
1,844.0 |
50.9% |
65.3 |
1.8% |
21% |
False |
False |
8,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,909.5 |
2.618 |
3,808.3 |
1.618 |
3,746.3 |
1.000 |
3,708.0 |
0.618 |
3,684.3 |
HIGH |
3,646.0 |
0.618 |
3,622.3 |
0.500 |
3,615.0 |
0.382 |
3,607.7 |
LOW |
3,584.0 |
0.618 |
3,545.7 |
1.000 |
3,522.0 |
1.618 |
3,483.7 |
2.618 |
3,421.7 |
4.250 |
3,320.5 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,620.3 |
3,655.0 |
PP |
3,617.7 |
3,644.3 |
S1 |
3,615.0 |
3,633.7 |
|