Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,945 |
8,745 |
-200 |
-2.2% |
8,463 |
High |
8,959 |
8,758 |
-201 |
-2.2% |
9,019 |
Low |
8,672 |
8,604 |
-68 |
-0.8% |
8,308 |
Close |
8,744 |
8,696 |
-48 |
-0.5% |
8,958 |
Range |
287 |
154 |
-133 |
-46.3% |
711 |
ATR |
293 |
283 |
-10 |
-3.4% |
0 |
Volume |
163,446 |
161,150 |
-2,296 |
-1.4% |
236,793 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,148 |
9,076 |
8,781 |
|
R3 |
8,994 |
8,922 |
8,738 |
|
R2 |
8,840 |
8,840 |
8,724 |
|
R1 |
8,768 |
8,768 |
8,710 |
8,727 |
PP |
8,686 |
8,686 |
8,686 |
8,666 |
S1 |
8,614 |
8,614 |
8,682 |
8,573 |
S2 |
8,532 |
8,532 |
8,668 |
|
S3 |
8,378 |
8,460 |
8,654 |
|
S4 |
8,224 |
8,306 |
8,611 |
|
|
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 |
8,604 |
444 |
5.1% |
211 |
2.4% |
21% |
False |
True |
123,699 |
10 |
9,048 |
8,308 |
740 |
8.5% |
182 |
2.1% |
52% |
False |
False |
93,142 |
20 |
9,048 |
8,191 |
857 |
9.9% |
248 |
2.9% |
59% |
False |
False |
117,206 |
40 |
9,048 |
7,398 |
1,650 |
19.0% |
366 |
4.2% |
79% |
False |
False |
58,855 |
60 |
9,894 |
7,398 |
2,496 |
28.7% |
434 |
5.0% |
52% |
False |
False |
39,296 |
80 |
11,540 |
7,398 |
4,142 |
47.6% |
462 |
5.3% |
31% |
False |
False |
29,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,413 |
2.618 |
9,161 |
1.618 |
9,007 |
1.000 |
8,912 |
0.618 |
8,853 |
HIGH |
8,758 |
0.618 |
8,699 |
0.500 |
8,681 |
0.382 |
8,663 |
LOW |
8,604 |
0.618 |
8,509 |
1.000 |
8,450 |
1.618 |
8,355 |
2.618 |
8,201 |
4.250 |
7,950 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,691 |
8,826 |
PP |
8,686 |
8,783 |
S1 |
8,681 |
8,739 |
|