Trading Metrics calculated at close of trading on 20-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,173 |
8,269 |
96 |
1.2% |
8,540 |
High |
8,325 |
8,392 |
67 |
0.8% |
8,548 |
Low |
8,059 |
7,871 |
-188 |
-2.3% |
7,945 |
Close |
8,243 |
7,945 |
-298 |
-3.6% |
8,243 |
Range |
266 |
521 |
255 |
95.9% |
603 |
ATR |
274 |
291 |
18 |
6.5% |
0 |
Volume |
262,159 |
210,713 |
-51,446 |
-19.6% |
935,059 |
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,632 |
9,310 |
8,232 |
|
R3 |
9,111 |
8,789 |
8,088 |
|
R2 |
8,590 |
8,590 |
8,041 |
|
R1 |
8,268 |
8,268 |
7,993 |
8,169 |
PP |
8,069 |
8,069 |
8,069 |
8,020 |
S1 |
7,747 |
7,747 |
7,897 |
7,648 |
S2 |
7,548 |
7,548 |
7,850 |
|
S3 |
7,027 |
7,226 |
7,802 |
|
S4 |
6,506 |
6,705 |
7,659 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,054 |
9,752 |
8,575 |
|
R3 |
9,451 |
9,149 |
8,409 |
|
R2 |
8,848 |
8,848 |
8,354 |
|
R1 |
8,546 |
8,546 |
8,298 |
8,396 |
PP |
8,245 |
8,245 |
8,245 |
8,170 |
S1 |
7,943 |
7,943 |
8,188 |
7,793 |
S2 |
7,642 |
7,642 |
8,133 |
|
S3 |
7,039 |
7,340 |
8,077 |
|
S4 |
6,436 |
6,737 |
7,911 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,487 |
7,871 |
616 |
7.8% |
324 |
4.1% |
12% |
False |
True |
197,809 |
10 |
9,048 |
7,871 |
1,177 |
14.8% |
264 |
3.3% |
6% |
False |
True |
176,782 |
20 |
9,048 |
7,871 |
1,177 |
14.8% |
233 |
2.9% |
6% |
False |
True |
136,015 |
40 |
9,048 |
7,398 |
1,650 |
20.8% |
325 |
4.1% |
33% |
False |
False |
91,422 |
60 |
9,612 |
7,398 |
2,214 |
27.9% |
388 |
4.9% |
25% |
False |
False |
61,023 |
80 |
11,200 |
7,398 |
3,802 |
47.9% |
452 |
5.7% |
14% |
False |
False |
45,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,606 |
2.618 |
9,756 |
1.618 |
9,235 |
1.000 |
8,913 |
0.618 |
8,714 |
HIGH |
8,392 |
0.618 |
8,193 |
0.500 |
8,132 |
0.382 |
8,070 |
LOW |
7,871 |
0.618 |
7,549 |
1.000 |
7,350 |
1.618 |
7,028 |
2.618 |
6,507 |
4.250 |
5,657 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,132 |
8,132 |
PP |
8,069 |
8,069 |
S1 |
8,007 |
8,007 |
|