Trading Metrics calculated at close of trading on 05-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,718 |
8,940 |
222 |
2.5% |
8,463 |
High |
9,019 |
8,990 |
-29 |
-0.3% |
9,019 |
Low |
8,715 |
8,841 |
126 |
1.4% |
8,308 |
Close |
8,958 |
8,918 |
-40 |
-0.4% |
8,958 |
Range |
304 |
149 |
-155 |
-51.0% |
711 |
ATR |
316 |
304 |
-12 |
-3.8% |
0 |
Volume |
66,711 |
88,889 |
22,178 |
33.2% |
236,793 |
|
Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,363 |
9,290 |
9,000 |
|
R3 |
9,214 |
9,141 |
8,959 |
|
R2 |
9,065 |
9,065 |
8,945 |
|
R1 |
8,992 |
8,992 |
8,932 |
8,954 |
PP |
8,916 |
8,916 |
8,916 |
8,898 |
S1 |
8,843 |
8,843 |
8,904 |
8,805 |
S2 |
8,767 |
8,767 |
8,891 |
|
S3 |
8,618 |
8,694 |
8,877 |
|
S4 |
8,469 |
8,545 |
8,836 |
|
|
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 |
8.0% |
208 |
2.3% |
86% |
False |
False |
65,136 |
10 |
9,019 |
8,308 |
711 |
8.0% |
202 |
2.3% |
86% |
False |
False |
95,249 |
20 |
9,019 |
8,100 |
919 |
10.3% |
282 |
3.2% |
89% |
False |
False |
94,205 |
40 |
9,167 |
7,398 |
1,769 |
19.8% |
384 |
4.3% |
86% |
False |
False |
47,296 |
60 |
9,894 |
7,398 |
2,496 |
28.0% |
472 |
5.3% |
61% |
False |
False |
31,625 |
80 |
11,540 |
7,398 |
4,142 |
46.4% |
463 |
5.2% |
37% |
False |
False |
23,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,623 |
2.618 |
9,380 |
1.618 |
9,231 |
1.000 |
9,139 |
0.618 |
9,082 |
HIGH |
8,990 |
0.618 |
8,933 |
0.500 |
8,916 |
0.382 |
8,898 |
LOW |
8,841 |
0.618 |
8,749 |
1.000 |
8,692 |
1.618 |
8,600 |
2.618 |
8,451 |
4.250 |
8,208 |
|
|
Fisher Pivots for day following 05-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,917 |
8,886 |
PP |
8,916 |
8,853 |
S1 |
8,916 |
8,821 |
|