Trading Metrics calculated at close of trading on 19-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
19-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,548.0 |
3,557.0 |
9.0 |
0.3% |
3,626.0 |
High |
3,551.0 |
3,575.0 |
24.0 |
0.7% |
3,682.0 |
Low |
3,501.0 |
3,533.0 |
32.0 |
0.9% |
3,482.0 |
Close |
3,523.0 |
3,549.0 |
26.0 |
0.7% |
3,523.0 |
Range |
50.0 |
42.0 |
-8.0 |
-16.0% |
200.0 |
ATR |
119.3 |
114.5 |
-4.8 |
-4.0% |
0.0 |
Volume |
18,656 |
19,175 |
519 |
2.8% |
106,914 |
|
Daily Pivots for day following 19-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,678.3 |
3,655.7 |
3,572.1 |
|
R3 |
3,636.3 |
3,613.7 |
3,560.6 |
|
R2 |
3,594.3 |
3,594.3 |
3,556.7 |
|
R1 |
3,571.7 |
3,571.7 |
3,552.9 |
3,562.0 |
PP |
3,552.3 |
3,552.3 |
3,552.3 |
3,547.5 |
S1 |
3,529.7 |
3,529.7 |
3,545.2 |
3,520.0 |
S2 |
3,510.3 |
3,510.3 |
3,541.3 |
|
S3 |
3,468.3 |
3,487.7 |
3,537.5 |
|
S4 |
3,426.3 |
3,445.7 |
3,525.9 |
|
|
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 |
3,680.0 |
3,482.0 |
198.0 |
5.6% |
60.4 |
1.7% |
34% |
False |
False |
21,372 |
10 |
3,811.0 |
3,482.0 |
329.0 |
9.3% |
64.3 |
1.8% |
20% |
False |
False |
19,859 |
20 |
4,002.0 |
3,478.0 |
524.0 |
14.8% |
113.2 |
3.2% |
14% |
False |
False |
18,163 |
40 |
4,002.0 |
3,229.0 |
773.0 |
21.8% |
95.1 |
2.7% |
41% |
False |
False |
17,428 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
30.9% |
75.6 |
2.1% |
29% |
False |
False |
11,977 |
80 |
4,996.0 |
3,229.0 |
1,767.0 |
49.8% |
65.7 |
1.9% |
18% |
False |
False |
9,833 |
100 |
5,188.0 |
3,229.0 |
1,959.0 |
55.2% |
57.0 |
1.6% |
16% |
False |
False |
7,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,753.5 |
2.618 |
3,685.0 |
1.618 |
3,643.0 |
1.000 |
3,617.0 |
0.618 |
3,601.0 |
HIGH |
3,575.0 |
0.618 |
3,559.0 |
0.500 |
3,554.0 |
0.382 |
3,549.0 |
LOW |
3,533.0 |
0.618 |
3,507.0 |
1.000 |
3,491.0 |
1.618 |
3,465.0 |
2.618 |
3,423.0 |
4.250 |
3,354.5 |
|
|
Fisher Pivots for day following 19-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,554.0 |
3,542.2 |
PP |
3,552.3 |
3,535.3 |
S1 |
3,550.7 |
3,528.5 |
|