Trading Metrics calculated at close of trading on 02-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,640 |
8,718 |
78 |
0.9% |
8,463 |
High |
8,797 |
9,019 |
222 |
2.5% |
9,019 |
Low |
8,623 |
8,715 |
92 |
1.1% |
8,308 |
Close |
8,727 |
8,958 |
231 |
2.6% |
8,958 |
Range |
174 |
304 |
130 |
74.7% |
711 |
ATR |
316 |
316 |
-1 |
-0.3% |
0 |
Volume |
86,000 |
66,711 |
-19,289 |
-22.4% |
236,793 |
|
Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,809 |
9,688 |
9,125 |
|
R3 |
9,505 |
9,384 |
9,042 |
|
R2 |
9,201 |
9,201 |
9,014 |
|
R1 |
9,080 |
9,080 |
8,986 |
9,141 |
PP |
8,897 |
8,897 |
8,897 |
8,928 |
S1 |
8,776 |
8,776 |
8,930 |
8,837 |
S2 |
8,593 |
8,593 |
8,902 |
|
S3 |
8,289 |
8,472 |
8,875 |
|
S4 |
7,985 |
8,168 |
8,791 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,895 |
10,637 |
9,349 |
|
R3 |
10,184 |
9,926 |
9,154 |
|
R2 |
9,473 |
9,473 |
9,088 |
|
R1 |
9,215 |
9,215 |
9,023 |
9,344 |
PP |
8,762 |
8,762 |
8,762 |
8,826 |
S1 |
8,504 |
8,504 |
8,893 |
8,633 |
S2 |
8,051 |
8,051 |
8,828 |
|
S3 |
7,340 |
7,793 |
8,763 |
|
S4 |
6,629 |
7,082 |
8,567 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,019 |
8,308 |
711 |
7.9% |
194 |
2.2% |
91% |
True |
False |
52,932 |
10 |
9,019 |
8,308 |
711 |
7.9% |
225 |
2.5% |
91% |
True |
False |
105,028 |
20 |
9,019 |
8,100 |
919 |
10.3% |
293 |
3.3% |
93% |
True |
False |
89,792 |
40 |
9,612 |
7,398 |
2,214 |
24.7% |
395 |
4.4% |
70% |
False |
False |
45,077 |
60 |
9,894 |
7,398 |
2,496 |
27.9% |
480 |
5.4% |
63% |
False |
False |
30,162 |
80 |
11,540 |
7,398 |
4,142 |
46.2% |
462 |
5.2% |
38% |
False |
False |
22,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,311 |
2.618 |
9,815 |
1.618 |
9,511 |
1.000 |
9,323 |
0.618 |
9,207 |
HIGH |
9,019 |
0.618 |
8,903 |
0.500 |
8,867 |
0.382 |
8,831 |
LOW |
8,715 |
0.618 |
8,527 |
1.000 |
8,411 |
1.618 |
8,223 |
2.618 |
7,919 |
4.250 |
7,423 |
|
|
Fisher Pivots for day following 02-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,928 |
8,882 |
PP |
8,897 |
8,806 |
S1 |
8,867 |
8,730 |
|