Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,540 |
8,444 |
-96 |
-1.1% |
8,940 |
High |
8,548 |
8,487 |
-61 |
-0.7% |
9,048 |
Low |
8,370 |
8,327 |
-43 |
-0.5% |
8,511 |
Close |
8,444 |
8,408 |
-36 |
-0.4% |
8,523 |
Range |
178 |
160 |
-18 |
-10.1% |
537 |
ATR |
272 |
264 |
-8 |
-2.9% |
0 |
Volume |
156,723 |
133,550 |
-23,173 |
-14.8% |
710,940 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,887 |
8,808 |
8,496 |
|
R3 |
8,727 |
8,648 |
8,452 |
|
R2 |
8,567 |
8,567 |
8,437 |
|
R1 |
8,488 |
8,488 |
8,423 |
8,448 |
PP |
8,407 |
8,407 |
8,407 |
8,387 |
S1 |
8,328 |
8,328 |
8,393 |
8,288 |
S2 |
8,247 |
8,247 |
8,379 |
|
S3 |
8,087 |
8,168 |
8,364 |
|
S4 |
7,927 |
8,008 |
8,320 |
|
|
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 |
8,959 |
8,327 |
632 |
7.5% |
204 |
2.4% |
13% |
False |
True |
154,805 |
10 |
9,048 |
8,327 |
721 |
8.6% |
201 |
2.4% |
11% |
False |
True |
121,830 |
20 |
9,048 |
8,308 |
740 |
8.8% |
226 |
2.7% |
14% |
False |
False |
133,229 |
40 |
9,048 |
7,398 |
1,650 |
19.6% |
334 |
4.0% |
61% |
False |
False |
70,075 |
60 |
9,612 |
7,398 |
2,214 |
26.3% |
401 |
4.8% |
46% |
False |
False |
46,771 |
80 |
11,540 |
7,398 |
4,142 |
49.3% |
453 |
5.4% |
24% |
False |
False |
35,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,167 |
2.618 |
8,906 |
1.618 |
8,746 |
1.000 |
8,647 |
0.618 |
8,586 |
HIGH |
8,487 |
0.618 |
8,426 |
0.500 |
8,407 |
0.382 |
8,388 |
LOW |
8,327 |
0.618 |
8,228 |
1.000 |
8,167 |
1.618 |
8,068 |
2.618 |
7,908 |
4.250 |
7,647 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,408 |
8,538 |
PP |
8,407 |
8,495 |
S1 |
8,407 |
8,451 |
|