Trading Metrics calculated at close of trading on 20-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,557.0 |
3,500.0 |
-57.0 |
-1.6% |
3,626.0 |
High |
3,575.0 |
3,506.0 |
-69.0 |
-1.9% |
3,682.0 |
Low |
3,533.0 |
3,408.0 |
-125.0 |
-3.5% |
3,482.0 |
Close |
3,549.0 |
3,460.0 |
-89.0 |
-2.5% |
3,523.0 |
Range |
42.0 |
98.0 |
56.0 |
133.3% |
200.0 |
ATR |
114.5 |
116.4 |
1.9 |
1.7% |
0.0 |
Volume |
19,175 |
29,961 |
10,786 |
56.3% |
106,914 |
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,752.0 |
3,704.0 |
3,513.9 |
|
R3 |
3,654.0 |
3,606.0 |
3,487.0 |
|
R2 |
3,556.0 |
3,556.0 |
3,478.0 |
|
R1 |
3,508.0 |
3,508.0 |
3,469.0 |
3,483.0 |
PP |
3,458.0 |
3,458.0 |
3,458.0 |
3,445.5 |
S1 |
3,410.0 |
3,410.0 |
3,451.0 |
3,385.0 |
S2 |
3,360.0 |
3,360.0 |
3,442.0 |
|
S3 |
3,262.0 |
3,312.0 |
3,433.1 |
|
S4 |
3,164.0 |
3,214.0 |
3,406.1 |
|
|
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 |
3,408.0 |
272.0 |
7.9% |
67.6 |
2.0% |
19% |
False |
True |
23,330 |
10 |
3,811.0 |
3,408.0 |
403.0 |
11.6% |
66.6 |
1.9% |
13% |
False |
True |
20,967 |
20 |
4,002.0 |
3,408.0 |
594.0 |
17.2% |
113.4 |
3.3% |
9% |
False |
True |
18,335 |
40 |
4,002.0 |
3,229.0 |
773.0 |
22.3% |
97.2 |
2.8% |
30% |
False |
False |
18,177 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
31.7% |
77.0 |
2.2% |
21% |
False |
False |
12,476 |
80 |
4,964.0 |
3,229.0 |
1,735.0 |
50.1% |
66.6 |
1.9% |
13% |
False |
False |
10,207 |
100 |
5,188.0 |
3,229.0 |
1,959.0 |
56.6% |
58.0 |
1.7% |
12% |
False |
False |
8,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,922.5 |
2.618 |
3,762.6 |
1.618 |
3,664.6 |
1.000 |
3,604.0 |
0.618 |
3,566.6 |
HIGH |
3,506.0 |
0.618 |
3,468.6 |
0.500 |
3,457.0 |
0.382 |
3,445.4 |
LOW |
3,408.0 |
0.618 |
3,347.4 |
1.000 |
3,310.0 |
1.618 |
3,249.4 |
2.618 |
3,151.4 |
4.250 |
2,991.5 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,459.0 |
3,491.5 |
PP |
3,458.0 |
3,481.0 |
S1 |
3,457.0 |
3,470.5 |
|