Trading Metrics calculated at close of trading on 23-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
3,455.0 |
3,408.0 |
-47.0 |
-1.4% |
3,557.0 |
High |
3,462.0 |
3,418.0 |
-44.0 |
-1.3% |
3,575.0 |
Low |
3,409.0 |
3,299.0 |
-110.0 |
-3.2% |
3,299.0 |
Close |
3,441.0 |
3,311.0 |
-130.0 |
-3.8% |
3,311.0 |
Range |
53.0 |
119.0 |
66.0 |
124.5% |
276.0 |
ATR |
109.9 |
112.2 |
2.3 |
2.1% |
0.0 |
Volume |
28,491 |
35,685 |
7,194 |
25.3% |
141,891 |
|
Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,699.7 |
3,624.3 |
3,376.5 |
|
R3 |
3,580.7 |
3,505.3 |
3,343.7 |
|
R2 |
3,461.7 |
3,461.7 |
3,332.8 |
|
R1 |
3,386.3 |
3,386.3 |
3,321.9 |
3,364.5 |
PP |
3,342.7 |
3,342.7 |
3,342.7 |
3,331.8 |
S1 |
3,267.3 |
3,267.3 |
3,300.1 |
3,245.5 |
S2 |
3,223.7 |
3,223.7 |
3,289.2 |
|
S3 |
3,104.7 |
3,148.3 |
3,278.3 |
|
S4 |
2,985.7 |
3,029.3 |
3,245.6 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,223.0 |
4,043.0 |
3,462.8 |
|
R3 |
3,947.0 |
3,767.0 |
3,386.9 |
|
R2 |
3,671.0 |
3,671.0 |
3,361.6 |
|
R1 |
3,491.0 |
3,491.0 |
3,336.3 |
3,443.0 |
PP |
3,395.0 |
3,395.0 |
3,395.0 |
3,371.0 |
S1 |
3,215.0 |
3,215.0 |
3,285.7 |
3,167.0 |
S2 |
3,119.0 |
3,119.0 |
3,260.4 |
|
S3 |
2,843.0 |
2,939.0 |
3,235.1 |
|
S4 |
2,567.0 |
2,663.0 |
3,159.2 |
|
|
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 |
3,299.0 |
276.0 |
8.3% |
75.0 |
2.3% |
4% |
False |
True |
28,378 |
10 |
3,682.0 |
3,299.0 |
383.0 |
11.6% |
70.9 |
2.1% |
3% |
False |
True |
24,880 |
20 |
4,002.0 |
3,299.0 |
703.0 |
21.2% |
98.6 |
3.0% |
2% |
False |
True |
20,443 |
40 |
4,002.0 |
3,299.0 |
703.0 |
21.2% |
97.7 |
3.0% |
2% |
False |
True |
19,872 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
33.1% |
79.8 |
2.4% |
7% |
False |
False |
14,018 |
80 |
4,841.0 |
3,229.0 |
1,612.0 |
48.7% |
66.4 |
2.0% |
5% |
False |
False |
11,364 |
100 |
5,119.0 |
3,229.0 |
1,890.0 |
57.1% |
60.3 |
1.8% |
4% |
False |
False |
9,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,923.8 |
2.618 |
3,729.5 |
1.618 |
3,610.5 |
1.000 |
3,537.0 |
0.618 |
3,491.5 |
HIGH |
3,418.0 |
0.618 |
3,372.5 |
0.500 |
3,358.5 |
0.382 |
3,344.5 |
LOW |
3,299.0 |
0.618 |
3,225.5 |
1.000 |
3,180.0 |
1.618 |
3,106.5 |
2.618 |
2,987.5 |
4.250 |
2,793.3 |
|
|
Fisher Pivots for day following 23-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,358.5 |
3,380.5 |
PP |
3,342.7 |
3,357.3 |
S1 |
3,326.8 |
3,334.2 |
|