Trading Metrics calculated at close of trading on 23-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,180 |
8,083 |
-97 |
-1.2% |
8,269 |
High |
8,230 |
8,108 |
-122 |
-1.5% |
8,392 |
Low |
7,907 |
7,852 |
-55 |
-0.7% |
7,852 |
Close |
8,092 |
7,973 |
-119 |
-1.5% |
7,973 |
Range |
323 |
256 |
-67 |
-20.7% |
540 |
ATR |
295 |
292 |
-3 |
-0.9% |
0 |
Volume |
207,318 |
242,315 |
34,997 |
16.9% |
894,698 |
|
Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,746 |
8,615 |
8,114 |
|
R3 |
8,490 |
8,359 |
8,044 |
|
R2 |
8,234 |
8,234 |
8,020 |
|
R1 |
8,103 |
8,103 |
7,997 |
8,041 |
PP |
7,978 |
7,978 |
7,978 |
7,946 |
S1 |
7,847 |
7,847 |
7,950 |
7,785 |
S2 |
7,722 |
7,722 |
7,926 |
|
S3 |
7,466 |
7,591 |
7,903 |
|
S4 |
7,210 |
7,335 |
7,832 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,692 |
9,373 |
8,270 |
|
R3 |
9,152 |
8,833 |
8,122 |
|
R2 |
8,612 |
8,612 |
8,072 |
|
R1 |
8,293 |
8,293 |
8,023 |
8,183 |
PP |
8,072 |
8,072 |
8,072 |
8,017 |
S1 |
7,753 |
7,753 |
7,924 |
7,643 |
S2 |
7,532 |
7,532 |
7,874 |
|
S3 |
6,992 |
7,213 |
7,825 |
|
S4 |
6,452 |
6,673 |
7,676 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,392 |
7,852 |
540 |
6.8% |
335 |
4.2% |
22% |
False |
True |
231,371 |
10 |
8,749 |
7,852 |
897 |
11.3% |
293 |
3.7% |
13% |
False |
True |
198,891 |
20 |
9,048 |
7,852 |
1,196 |
15.0% |
237 |
3.0% |
10% |
False |
True |
146,017 |
40 |
9,048 |
7,852 |
1,196 |
15.0% |
297 |
3.7% |
10% |
False |
True |
108,478 |
60 |
9,612 |
7,398 |
2,214 |
27.8% |
371 |
4.7% |
26% |
False |
False |
72,413 |
80 |
10,924 |
7,398 |
3,526 |
44.2% |
444 |
5.6% |
16% |
False |
False |
54,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,196 |
2.618 |
8,778 |
1.618 |
8,522 |
1.000 |
8,364 |
0.618 |
8,266 |
HIGH |
8,108 |
0.618 |
8,010 |
0.500 |
7,980 |
0.382 |
7,950 |
LOW |
7,852 |
0.618 |
7,694 |
1.000 |
7,596 |
1.618 |
7,438 |
2.618 |
7,182 |
4.250 |
6,764 |
|
|
Fisher Pivots for day following 23-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
7,980 |
8,041 |
PP |
7,978 |
8,018 |
S1 |
7,975 |
7,996 |
|