Trading Metrics calculated at close of trading on 21-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,269 |
7,949 |
-320 |
-3.9% |
8,540 |
High |
8,392 |
8,196 |
-196 |
-2.3% |
8,548 |
Low |
7,871 |
7,888 |
17 |
0.2% |
7,945 |
Close |
7,945 |
8,178 |
233 |
2.9% |
8,243 |
Range |
521 |
308 |
-213 |
-40.9% |
603 |
ATR |
291 |
293 |
1 |
0.4% |
0 |
Volume |
210,713 |
234,352 |
23,639 |
11.2% |
935,059 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,011 |
8,903 |
8,348 |
|
R3 |
8,703 |
8,595 |
8,263 |
|
R2 |
8,395 |
8,395 |
8,235 |
|
R1 |
8,287 |
8,287 |
8,206 |
8,341 |
PP |
8,087 |
8,087 |
8,087 |
8,115 |
S1 |
7,979 |
7,979 |
8,150 |
8,033 |
S2 |
7,779 |
7,779 |
8,122 |
|
S3 |
7,471 |
7,671 |
8,093 |
|
S4 |
7,163 |
7,363 |
8,009 |
|
|
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 |
8,464 |
7,871 |
593 |
7.3% |
354 |
4.3% |
52% |
False |
False |
217,970 |
10 |
8,959 |
7,871 |
1,088 |
13.3% |
279 |
3.4% |
28% |
False |
False |
186,387 |
20 |
9,048 |
7,871 |
1,177 |
14.4% |
234 |
2.9% |
26% |
False |
False |
138,840 |
40 |
9,048 |
7,398 |
1,650 |
20.2% |
316 |
3.9% |
47% |
False |
False |
97,273 |
60 |
9,612 |
7,398 |
2,214 |
27.1% |
384 |
4.7% |
35% |
False |
False |
64,925 |
80 |
11,200 |
7,398 |
3,802 |
46.5% |
452 |
5.5% |
21% |
False |
False |
48,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,505 |
2.618 |
9,002 |
1.618 |
8,694 |
1.000 |
8,504 |
0.618 |
8,386 |
HIGH |
8,196 |
0.618 |
8,078 |
0.500 |
8,042 |
0.382 |
8,006 |
LOW |
7,888 |
0.618 |
7,698 |
1.000 |
7,580 |
1.618 |
7,390 |
2.618 |
7,082 |
4.250 |
6,579 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,133 |
8,163 |
PP |
8,087 |
8,147 |
S1 |
8,042 |
8,132 |
|