Trading Metrics calculated at close of trading on 21-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,500.0 |
3,398.0 |
-102.0 |
-2.9% |
3,626.0 |
High |
3,506.0 |
3,437.0 |
-69.0 |
-2.0% |
3,682.0 |
Low |
3,408.0 |
3,374.0 |
-34.0 |
-1.0% |
3,482.0 |
Close |
3,460.0 |
3,428.0 |
-32.0 |
-0.9% |
3,523.0 |
Range |
98.0 |
63.0 |
-35.0 |
-35.7% |
200.0 |
ATR |
116.4 |
114.2 |
-2.2 |
-1.9% |
0.0 |
Volume |
29,961 |
28,579 |
-1,382 |
-4.6% |
106,914 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,602.0 |
3,578.0 |
3,462.7 |
|
R3 |
3,539.0 |
3,515.0 |
3,445.3 |
|
R2 |
3,476.0 |
3,476.0 |
3,439.6 |
|
R1 |
3,452.0 |
3,452.0 |
3,433.8 |
3,464.0 |
PP |
3,413.0 |
3,413.0 |
3,413.0 |
3,419.0 |
S1 |
3,389.0 |
3,389.0 |
3,422.2 |
3,401.0 |
S2 |
3,350.0 |
3,350.0 |
3,416.5 |
|
S3 |
3,287.0 |
3,326.0 |
3,410.7 |
|
S4 |
3,224.0 |
3,263.0 |
3,393.4 |
|
|
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 |
3,575.0 |
3,374.0 |
201.0 |
5.9% |
66.6 |
1.9% |
27% |
False |
True |
25,423 |
10 |
3,726.0 |
3,374.0 |
352.0 |
10.3% |
66.8 |
1.9% |
15% |
False |
True |
21,928 |
20 |
4,002.0 |
3,374.0 |
628.0 |
18.3% |
109.8 |
3.2% |
9% |
False |
True |
18,697 |
40 |
4,002.0 |
3,365.0 |
637.0 |
18.6% |
94.5 |
2.8% |
10% |
False |
False |
18,458 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
32.0% |
77.0 |
2.2% |
18% |
False |
False |
12,952 |
80 |
4,964.0 |
3,229.0 |
1,735.0 |
50.6% |
66.8 |
1.9% |
11% |
False |
False |
10,564 |
100 |
5,185.0 |
3,229.0 |
1,956.0 |
57.1% |
58.6 |
1.7% |
10% |
False |
False |
8,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,704.8 |
2.618 |
3,601.9 |
1.618 |
3,538.9 |
1.000 |
3,500.0 |
0.618 |
3,475.9 |
HIGH |
3,437.0 |
0.618 |
3,412.9 |
0.500 |
3,405.5 |
0.382 |
3,398.1 |
LOW |
3,374.0 |
0.618 |
3,335.1 |
1.000 |
3,311.0 |
1.618 |
3,272.1 |
2.618 |
3,209.1 |
4.250 |
3,106.3 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,420.5 |
3,474.5 |
PP |
3,413.0 |
3,459.0 |
S1 |
3,405.5 |
3,443.5 |
|