Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,444 |
8,411 |
-33 |
-0.4% |
8,940 |
High |
8,487 |
8,464 |
-23 |
-0.3% |
9,048 |
Low |
8,327 |
8,087 |
-240 |
-2.9% |
8,511 |
Close |
8,408 |
8,159 |
-249 |
-3.0% |
8,523 |
Range |
160 |
377 |
217 |
135.6% |
537 |
ATR |
264 |
272 |
8 |
3.0% |
0 |
Volume |
133,550 |
179,861 |
46,311 |
34.7% |
710,940 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,368 |
9,140 |
8,366 |
|
R3 |
8,991 |
8,763 |
8,263 |
|
R2 |
8,614 |
8,614 |
8,228 |
|
R1 |
8,386 |
8,386 |
8,194 |
8,312 |
PP |
8,237 |
8,237 |
8,237 |
8,199 |
S1 |
8,009 |
8,009 |
8,125 |
7,935 |
S2 |
7,860 |
7,860 |
8,090 |
|
S3 |
7,483 |
7,632 |
8,055 |
|
S4 |
7,106 |
7,255 |
7,952 |
|
|
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 |
8,758 |
8,087 |
671 |
8.2% |
222 |
2.7% |
11% |
False |
True |
158,088 |
10 |
9,048 |
8,087 |
961 |
11.8% |
218 |
2.7% |
7% |
False |
True |
133,378 |
20 |
9,048 |
8,087 |
961 |
11.8% |
230 |
2.8% |
7% |
False |
True |
129,962 |
40 |
9,048 |
7,398 |
1,650 |
20.2% |
330 |
4.0% |
46% |
False |
False |
74,557 |
60 |
9,612 |
7,398 |
2,214 |
27.1% |
397 |
4.9% |
34% |
False |
False |
49,766 |
80 |
11,395 |
7,398 |
3,997 |
49.0% |
450 |
5.5% |
19% |
False |
False |
37,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,066 |
2.618 |
9,451 |
1.618 |
9,074 |
1.000 |
8,841 |
0.618 |
8,697 |
HIGH |
8,464 |
0.618 |
8,320 |
0.500 |
8,276 |
0.382 |
8,231 |
LOW |
8,087 |
0.618 |
7,854 |
1.000 |
7,710 |
1.618 |
7,477 |
2.618 |
7,100 |
4.250 |
6,485 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,276 |
8,318 |
PP |
8,237 |
8,265 |
S1 |
8,198 |
8,212 |
|