Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,745 |
8,704 |
-41 |
-0.5% |
8,940 |
High |
8,758 |
8,749 |
-9 |
-0.1% |
9,048 |
Low |
8,604 |
8,511 |
-93 |
-1.1% |
8,511 |
Close |
8,696 |
8,523 |
-173 |
-2.0% |
8,523 |
Range |
154 |
238 |
84 |
54.5% |
537 |
ATR |
283 |
280 |
-3 |
-1.1% |
0 |
Volume |
161,150 |
159,156 |
-1,994 |
-1.2% |
710,940 |
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,308 |
9,154 |
8,654 |
|
R3 |
9,070 |
8,916 |
8,589 |
|
R2 |
8,832 |
8,832 |
8,567 |
|
R1 |
8,678 |
8,678 |
8,545 |
8,636 |
PP |
8,594 |
8,594 |
8,594 |
8,574 |
S1 |
8,440 |
8,440 |
8,501 |
8,398 |
S2 |
8,356 |
8,356 |
8,479 |
|
S3 |
8,118 |
8,202 |
8,458 |
|
S4 |
7,880 |
7,964 |
8,392 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,305 |
9,951 |
8,818 |
|
R3 |
9,768 |
9,414 |
8,671 |
|
R2 |
9,231 |
9,231 |
8,622 |
|
R1 |
8,877 |
8,877 |
8,572 |
8,786 |
PP |
8,694 |
8,694 |
8,694 |
8,648 |
S1 |
8,340 |
8,340 |
8,474 |
8,249 |
S2 |
8,157 |
8,157 |
8,425 |
|
S3 |
7,620 |
7,803 |
8,375 |
|
S4 |
7,083 |
7,266 |
8,228 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,048 |
8,511 |
537 |
6.3% |
198 |
2.3% |
2% |
False |
True |
142,188 |
10 |
9,048 |
8,308 |
740 |
8.7% |
196 |
2.3% |
29% |
False |
False |
97,560 |
20 |
9,048 |
8,191 |
857 |
10.1% |
248 |
2.9% |
39% |
False |
False |
125,091 |
40 |
9,048 |
7,398 |
1,650 |
19.4% |
362 |
4.2% |
68% |
False |
False |
62,828 |
60 |
9,612 |
7,398 |
2,214 |
26.0% |
424 |
5.0% |
51% |
False |
False |
41,940 |
80 |
11,540 |
7,398 |
4,142 |
48.6% |
462 |
5.4% |
27% |
False |
False |
31,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,761 |
2.618 |
9,372 |
1.618 |
9,134 |
1.000 |
8,987 |
0.618 |
8,896 |
HIGH |
8,749 |
0.618 |
8,658 |
0.500 |
8,630 |
0.382 |
8,602 |
LOW |
8,511 |
0.618 |
8,364 |
1.000 |
8,273 |
1.618 |
8,126 |
2.618 |
7,888 |
4.250 |
7,500 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,630 |
8,735 |
PP |
8,594 |
8,664 |
S1 |
8,559 |
8,594 |
|