Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,548.0 |
3,548.0 |
0.0 |
0.0% |
3,626.0 |
High |
3,562.0 |
3,551.0 |
-11.0 |
-0.3% |
3,682.0 |
Low |
3,482.0 |
3,501.0 |
19.0 |
0.5% |
3,482.0 |
Close |
3,504.0 |
3,523.0 |
19.0 |
0.5% |
3,523.0 |
Range |
80.0 |
50.0 |
-30.0 |
-37.5% |
200.0 |
ATR |
124.7 |
119.3 |
-5.3 |
-4.3% |
0.0 |
Volume |
30,745 |
18,656 |
-12,089 |
-39.3% |
106,914 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,675.0 |
3,649.0 |
3,550.5 |
|
R3 |
3,625.0 |
3,599.0 |
3,536.8 |
|
R2 |
3,575.0 |
3,575.0 |
3,532.2 |
|
R1 |
3,549.0 |
3,549.0 |
3,527.6 |
3,537.0 |
PP |
3,525.0 |
3,525.0 |
3,525.0 |
3,519.0 |
S1 |
3,499.0 |
3,499.0 |
3,518.4 |
3,487.0 |
S2 |
3,475.0 |
3,475.0 |
3,513.8 |
|
S3 |
3,425.0 |
3,449.0 |
3,509.3 |
|
S4 |
3,375.0 |
3,399.0 |
3,495.5 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,162.3 |
4,042.7 |
3,633.0 |
|
R3 |
3,962.3 |
3,842.7 |
3,578.0 |
|
R2 |
3,762.3 |
3,762.3 |
3,559.7 |
|
R1 |
3,642.7 |
3,642.7 |
3,541.3 |
3,602.5 |
PP |
3,562.3 |
3,562.3 |
3,562.3 |
3,542.3 |
S1 |
3,442.7 |
3,442.7 |
3,504.7 |
3,402.5 |
S2 |
3,362.3 |
3,362.3 |
3,486.3 |
|
S3 |
3,162.3 |
3,242.7 |
3,468.0 |
|
S4 |
2,962.3 |
3,042.7 |
3,413.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,682.0 |
3,482.0 |
200.0 |
5.7% |
66.8 |
1.9% |
21% |
False |
False |
21,382 |
10 |
3,811.0 |
3,482.0 |
329.0 |
9.3% |
73.9 |
2.1% |
12% |
False |
False |
20,163 |
20 |
4,002.0 |
3,478.0 |
524.0 |
14.9% |
116.6 |
3.3% |
9% |
False |
False |
23,321 |
40 |
4,002.0 |
3,229.0 |
773.0 |
21.9% |
96.9 |
2.8% |
38% |
False |
False |
16,949 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
31.1% |
75.6 |
2.1% |
27% |
False |
False |
11,658 |
80 |
5,009.0 |
3,229.0 |
1,780.0 |
50.5% |
65.5 |
1.9% |
17% |
False |
False |
9,598 |
100 |
5,188.0 |
3,229.0 |
1,959.0 |
55.6% |
56.6 |
1.6% |
15% |
False |
False |
7,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,763.5 |
2.618 |
3,681.9 |
1.618 |
3,631.9 |
1.000 |
3,601.0 |
0.618 |
3,581.9 |
HIGH |
3,551.0 |
0.618 |
3,531.9 |
0.500 |
3,526.0 |
0.382 |
3,520.1 |
LOW |
3,501.0 |
0.618 |
3,470.1 |
1.000 |
3,451.0 |
1.618 |
3,420.1 |
2.618 |
3,370.1 |
4.250 |
3,288.5 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,526.0 |
3,581.0 |
PP |
3,525.0 |
3,561.7 |
S1 |
3,524.0 |
3,542.3 |
|