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 |
4,337.0 |
4,225.0 |
-112.0 |
-2.6% |
4,783.0 |
High |
4,402.0 |
4,384.5 |
-17.5 |
-0.4% |
4,815.0 |
Low |
4,199.0 |
4,173.0 |
-26.0 |
-0.6% |
4,334.0 |
Close |
4,255.5 |
4,276.5 |
21.0 |
0.5% |
4,404.5 |
Range |
203.0 |
211.5 |
8.5 |
4.2% |
481.0 |
ATR |
175.4 |
178.0 |
2.6 |
1.5% |
0.0 |
Volume |
561 |
1,260 |
699 |
124.6% |
2,647 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,912.5 |
4,806.0 |
4,392.8 |
|
R3 |
4,701.0 |
4,594.5 |
4,334.7 |
|
R2 |
4,489.5 |
4,489.5 |
4,315.3 |
|
R1 |
4,383.0 |
4,383.0 |
4,295.9 |
4,436.3 |
PP |
4,278.0 |
4,278.0 |
4,278.0 |
4,304.6 |
S1 |
4,171.5 |
4,171.5 |
4,257.1 |
4,224.8 |
S2 |
4,066.5 |
4,066.5 |
4,237.7 |
|
S3 |
3,855.0 |
3,960.0 |
4,218.3 |
|
S4 |
3,643.5 |
3,748.5 |
4,160.2 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,960.8 |
5,663.7 |
4,669.1 |
|
R3 |
5,479.8 |
5,182.7 |
4,536.8 |
|
R2 |
4,998.8 |
4,998.8 |
4,492.7 |
|
R1 |
4,701.7 |
4,701.7 |
4,448.6 |
4,609.8 |
PP |
4,517.8 |
4,517.8 |
4,517.8 |
4,471.9 |
S1 |
4,220.7 |
4,220.7 |
4,360.4 |
4,128.8 |
S2 |
4,036.8 |
4,036.8 |
4,316.3 |
|
S3 |
3,555.8 |
3,739.7 |
4,272.2 |
|
S4 |
3,074.8 |
3,258.7 |
4,140.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,500.0 |
4,173.0 |
327.0 |
7.6% |
183.7 |
4.3% |
32% |
False |
True |
740 |
10 |
4,961.0 |
4,173.0 |
788.0 |
18.4% |
168.3 |
3.9% |
13% |
False |
True |
598 |
20 |
5,151.0 |
4,173.0 |
978.0 |
22.9% |
140.0 |
3.3% |
11% |
False |
True |
1,105 |
40 |
5,151.0 |
4,097.5 |
1,053.5 |
24.6% |
166.8 |
3.9% |
17% |
False |
False |
1,308 |
60 |
5,414.0 |
4,097.5 |
1,316.5 |
30.8% |
201.5 |
4.7% |
14% |
False |
False |
1,004 |
80 |
6,394.5 |
4,097.5 |
2,297.0 |
53.7% |
207.1 |
4.8% |
8% |
False |
False |
801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,283.4 |
2.618 |
4,938.2 |
1.618 |
4,726.7 |
1.000 |
4,596.0 |
0.618 |
4,515.2 |
HIGH |
4,384.5 |
0.618 |
4,303.7 |
0.500 |
4,278.8 |
0.382 |
4,253.8 |
LOW |
4,173.0 |
0.618 |
4,042.3 |
1.000 |
3,961.5 |
1.618 |
3,830.8 |
2.618 |
3,619.3 |
4.250 |
3,274.1 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,278.8 |
4,324.8 |
PP |
4,278.0 |
4,308.7 |
S1 |
4,277.3 |
4,292.6 |
|