Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,398.0 |
3,455.0 |
57.0 |
1.7% |
3,626.0 |
High |
3,437.0 |
3,462.0 |
25.0 |
0.7% |
3,682.0 |
Low |
3,374.0 |
3,409.0 |
35.0 |
1.0% |
3,482.0 |
Close |
3,428.0 |
3,441.0 |
13.0 |
0.4% |
3,523.0 |
Range |
63.0 |
53.0 |
-10.0 |
-15.9% |
200.0 |
ATR |
114.2 |
109.9 |
-4.4 |
-3.8% |
0.0 |
Volume |
28,579 |
28,491 |
-88 |
-0.3% |
106,914 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,596.3 |
3,571.7 |
3,470.2 |
|
R3 |
3,543.3 |
3,518.7 |
3,455.6 |
|
R2 |
3,490.3 |
3,490.3 |
3,450.7 |
|
R1 |
3,465.7 |
3,465.7 |
3,445.9 |
3,451.5 |
PP |
3,437.3 |
3,437.3 |
3,437.3 |
3,430.3 |
S1 |
3,412.7 |
3,412.7 |
3,436.1 |
3,398.5 |
S2 |
3,384.3 |
3,384.3 |
3,431.3 |
|
S3 |
3,331.3 |
3,359.7 |
3,426.4 |
|
S4 |
3,278.3 |
3,306.7 |
3,411.9 |
|
|
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 |
3,575.0 |
3,374.0 |
201.0 |
5.8% |
61.2 |
1.8% |
33% |
False |
False |
24,972 |
10 |
3,726.0 |
3,374.0 |
352.0 |
10.2% |
64.5 |
1.9% |
19% |
False |
False |
22,697 |
20 |
4,002.0 |
3,374.0 |
628.0 |
18.3% |
107.7 |
3.1% |
11% |
False |
False |
19,456 |
40 |
4,002.0 |
3,374.0 |
628.0 |
18.3% |
94.7 |
2.8% |
11% |
False |
False |
18,980 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
31.9% |
77.9 |
2.3% |
19% |
False |
False |
13,423 |
80 |
4,841.0 |
3,229.0 |
1,612.0 |
46.8% |
66.0 |
1.9% |
13% |
False |
False |
10,920 |
100 |
5,185.0 |
3,229.0 |
1,956.0 |
56.8% |
59.1 |
1.7% |
11% |
False |
False |
8,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,687.3 |
2.618 |
3,600.8 |
1.618 |
3,547.8 |
1.000 |
3,515.0 |
0.618 |
3,494.8 |
HIGH |
3,462.0 |
0.618 |
3,441.8 |
0.500 |
3,435.5 |
0.382 |
3,429.2 |
LOW |
3,409.0 |
0.618 |
3,376.2 |
1.000 |
3,356.0 |
1.618 |
3,323.2 |
2.618 |
3,270.2 |
4.250 |
3,183.8 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,439.2 |
3,440.7 |
PP |
3,437.3 |
3,440.3 |
S1 |
3,435.5 |
3,440.0 |
|