Trading Metrics calculated at close of trading on 15-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,411 |
8,163 |
-248 |
-2.9% |
8,940 |
High |
8,464 |
8,242 |
-222 |
-2.6% |
9,048 |
Low |
8,087 |
7,945 |
-142 |
-1.8% |
8,511 |
Close |
8,159 |
8,162 |
3 |
0.0% |
8,523 |
Range |
377 |
297 |
-80 |
-21.2% |
537 |
ATR |
272 |
274 |
2 |
0.6% |
0 |
Volume |
179,861 |
202,766 |
22,905 |
12.7% |
710,940 |
|
Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,007 |
8,882 |
8,325 |
|
R3 |
8,710 |
8,585 |
8,244 |
|
R2 |
8,413 |
8,413 |
8,217 |
|
R1 |
8,288 |
8,288 |
8,189 |
8,202 |
PP |
8,116 |
8,116 |
8,116 |
8,074 |
S1 |
7,991 |
7,991 |
8,135 |
7,905 |
S2 |
7,819 |
7,819 |
8,108 |
|
S3 |
7,522 |
7,694 |
8,080 |
|
S4 |
7,225 |
7,397 |
7,999 |
|
|
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 |
8,749 |
7,945 |
804 |
9.9% |
250 |
3.1% |
27% |
False |
True |
166,411 |
10 |
9,048 |
7,945 |
1,103 |
13.5% |
230 |
2.8% |
20% |
False |
True |
145,055 |
20 |
9,048 |
7,945 |
1,103 |
13.5% |
225 |
2.8% |
20% |
False |
True |
131,260 |
40 |
9,048 |
7,398 |
1,650 |
20.2% |
330 |
4.0% |
46% |
False |
False |
79,619 |
60 |
9,612 |
7,398 |
2,214 |
27.1% |
393 |
4.8% |
35% |
False |
False |
53,144 |
80 |
11,200 |
7,398 |
3,802 |
46.6% |
449 |
5.5% |
20% |
False |
False |
39,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,504 |
2.618 |
9,020 |
1.618 |
8,723 |
1.000 |
8,539 |
0.618 |
8,426 |
HIGH |
8,242 |
0.618 |
8,129 |
0.500 |
8,094 |
0.382 |
8,059 |
LOW |
7,945 |
0.618 |
7,762 |
1.000 |
7,648 |
1.618 |
7,465 |
2.618 |
7,168 |
4.250 |
6,683 |
|
|
Fisher Pivots for day following 15-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,139 |
8,216 |
PP |
8,116 |
8,198 |
S1 |
8,094 |
8,180 |
|