Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,918 |
8,945 |
27 |
0.3% |
8,463 |
High |
9,048 |
8,959 |
-89 |
-1.0% |
9,019 |
Low |
8,889 |
8,672 |
-217 |
-2.4% |
8,308 |
Close |
8,950 |
8,744 |
-206 |
-2.3% |
8,958 |
Range |
159 |
287 |
128 |
80.5% |
711 |
ATR |
293 |
293 |
0 |
-0.2% |
0 |
Volume |
138,299 |
163,446 |
25,147 |
18.2% |
236,793 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,653 |
9,485 |
8,902 |
|
R3 |
9,366 |
9,198 |
8,823 |
|
R2 |
9,079 |
9,079 |
8,797 |
|
R1 |
8,911 |
8,911 |
8,770 |
8,852 |
PP |
8,792 |
8,792 |
8,792 |
8,762 |
S1 |
8,624 |
8,624 |
8,718 |
8,565 |
S2 |
8,505 |
8,505 |
8,692 |
|
S3 |
8,218 |
8,337 |
8,665 |
|
S4 |
7,931 |
8,050 |
8,586 |
|
|
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 |
9,048 |
8,623 |
425 |
4.9% |
215 |
2.5% |
28% |
False |
False |
108,669 |
10 |
9,048 |
8,308 |
740 |
8.5% |
189 |
2.2% |
59% |
False |
False |
90,421 |
20 |
9,048 |
8,191 |
857 |
9.8% |
254 |
2.9% |
65% |
False |
False |
109,214 |
40 |
9,167 |
7,398 |
1,769 |
20.2% |
374 |
4.3% |
76% |
False |
False |
54,831 |
60 |
9,894 |
7,398 |
2,496 |
28.5% |
447 |
5.1% |
54% |
False |
False |
36,623 |
80 |
11,540 |
7,398 |
4,142 |
47.4% |
464 |
5.3% |
32% |
False |
False |
27,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,179 |
2.618 |
9,710 |
1.618 |
9,423 |
1.000 |
9,246 |
0.618 |
9,136 |
HIGH |
8,959 |
0.618 |
8,849 |
0.500 |
8,816 |
0.382 |
8,782 |
LOW |
8,672 |
0.618 |
8,495 |
1.000 |
8,385 |
1.618 |
8,208 |
2.618 |
7,921 |
4.250 |
7,452 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,816 |
8,860 |
PP |
8,792 |
8,821 |
S1 |
8,768 |
8,783 |
|