Trading Metrics calculated at close of trading on 12-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,704 |
8,540 |
-164 |
-1.9% |
8,940 |
High |
8,749 |
8,548 |
-201 |
-2.3% |
9,048 |
Low |
8,511 |
8,370 |
-141 |
-1.7% |
8,511 |
Close |
8,523 |
8,444 |
-79 |
-0.9% |
8,523 |
Range |
238 |
178 |
-60 |
-25.2% |
537 |
ATR |
280 |
272 |
-7 |
-2.6% |
0 |
Volume |
159,156 |
156,723 |
-2,433 |
-1.5% |
710,940 |
|
Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,988 |
8,894 |
8,542 |
|
R3 |
8,810 |
8,716 |
8,493 |
|
R2 |
8,632 |
8,632 |
8,477 |
|
R1 |
8,538 |
8,538 |
8,460 |
8,496 |
PP |
8,454 |
8,454 |
8,454 |
8,433 |
S1 |
8,360 |
8,360 |
8,428 |
8,318 |
S2 |
8,276 |
8,276 |
8,411 |
|
S3 |
8,098 |
8,182 |
8,395 |
|
S4 |
7,920 |
8,004 |
8,346 |
|
|
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 |
8,370 |
678 |
8.0% |
203 |
2.4% |
11% |
False |
True |
155,754 |
10 |
9,048 |
8,308 |
740 |
8.8% |
206 |
2.4% |
18% |
False |
False |
110,445 |
20 |
9,048 |
8,191 |
857 |
10.1% |
242 |
2.9% |
30% |
False |
False |
132,637 |
40 |
9,048 |
7,398 |
1,650 |
19.5% |
353 |
4.2% |
63% |
False |
False |
66,741 |
60 |
9,612 |
7,398 |
2,214 |
26.2% |
412 |
4.9% |
47% |
False |
False |
44,547 |
80 |
11,540 |
7,398 |
4,142 |
49.1% |
458 |
5.4% |
25% |
False |
False |
33,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,305 |
2.618 |
9,014 |
1.618 |
8,836 |
1.000 |
8,726 |
0.618 |
8,658 |
HIGH |
8,548 |
0.618 |
8,480 |
0.500 |
8,459 |
0.382 |
8,438 |
LOW |
8,370 |
0.618 |
8,260 |
1.000 |
8,192 |
1.618 |
8,082 |
2.618 |
7,904 |
4.250 |
7,614 |
|
|
Fisher Pivots for day following 12-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,459 |
8,564 |
PP |
8,454 |
8,524 |
S1 |
8,449 |
8,484 |
|