Trading Metrics calculated at close of trading on 15-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,638.0 |
3,548.0 |
-90.0 |
-2.5% |
3,777.0 |
High |
3,680.0 |
3,562.0 |
-118.0 |
-3.2% |
3,811.0 |
Low |
3,612.0 |
3,482.0 |
-130.0 |
-3.6% |
3,639.0 |
Close |
3,663.0 |
3,504.0 |
-159.0 |
-4.3% |
3,699.0 |
Range |
68.0 |
80.0 |
12.0 |
17.6% |
172.0 |
ATR |
120.3 |
124.7 |
4.3 |
3.6% |
0.0 |
Volume |
18,117 |
30,745 |
12,628 |
69.7% |
94,718 |
|
Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,756.0 |
3,710.0 |
3,548.0 |
|
R3 |
3,676.0 |
3,630.0 |
3,526.0 |
|
R2 |
3,596.0 |
3,596.0 |
3,518.7 |
|
R1 |
3,550.0 |
3,550.0 |
3,511.3 |
3,533.0 |
PP |
3,516.0 |
3,516.0 |
3,516.0 |
3,507.5 |
S1 |
3,470.0 |
3,470.0 |
3,496.7 |
3,453.0 |
S2 |
3,436.0 |
3,436.0 |
3,489.3 |
|
S3 |
3,356.0 |
3,390.0 |
3,482.0 |
|
S4 |
3,276.0 |
3,310.0 |
3,460.0 |
|
|
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 |
3,726.0 |
3,482.0 |
244.0 |
7.0% |
67.8 |
1.9% |
9% |
False |
True |
20,422 |
10 |
3,811.0 |
3,482.0 |
329.0 |
9.4% |
79.0 |
2.3% |
7% |
False |
True |
19,374 |
20 |
4,002.0 |
3,478.0 |
524.0 |
15.0% |
118.1 |
3.4% |
5% |
False |
False |
28,770 |
40 |
4,002.0 |
3,229.0 |
773.0 |
22.1% |
96.8 |
2.8% |
36% |
False |
False |
16,489 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
31.3% |
74.7 |
2.1% |
25% |
False |
False |
11,348 |
80 |
5,009.0 |
3,229.0 |
1,780.0 |
50.8% |
65.2 |
1.9% |
15% |
False |
False |
9,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,902.0 |
2.618 |
3,771.4 |
1.618 |
3,691.4 |
1.000 |
3,642.0 |
0.618 |
3,611.4 |
HIGH |
3,562.0 |
0.618 |
3,531.4 |
0.500 |
3,522.0 |
0.382 |
3,512.6 |
LOW |
3,482.0 |
0.618 |
3,432.6 |
1.000 |
3,402.0 |
1.618 |
3,352.6 |
2.618 |
3,272.6 |
4.250 |
3,142.0 |
|
|
Fisher Pivots for day following 15-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,522.0 |
3,581.0 |
PP |
3,516.0 |
3,555.3 |
S1 |
3,510.0 |
3,529.7 |
|