Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,225.0 |
4,367.0 |
142.0 |
3.4% |
4,783.0 |
High |
4,384.5 |
4,375.0 |
-9.5 |
-0.2% |
4,815.0 |
Low |
4,173.0 |
4,211.5 |
38.5 |
0.9% |
4,334.0 |
Close |
4,276.5 |
4,249.0 |
-27.5 |
-0.6% |
4,404.5 |
Range |
211.5 |
163.5 |
-48.0 |
-22.7% |
481.0 |
ATR |
178.0 |
177.0 |
-1.0 |
-0.6% |
0.0 |
Volume |
1,260 |
227 |
-1,033 |
-82.0% |
2,647 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,769.0 |
4,672.5 |
4,338.9 |
|
R3 |
4,605.5 |
4,509.0 |
4,294.0 |
|
R2 |
4,442.0 |
4,442.0 |
4,279.0 |
|
R1 |
4,345.5 |
4,345.5 |
4,264.0 |
4,312.0 |
PP |
4,278.5 |
4,278.5 |
4,278.5 |
4,261.8 |
S1 |
4,182.0 |
4,182.0 |
4,234.0 |
4,148.5 |
S2 |
4,115.0 |
4,115.0 |
4,219.0 |
|
S3 |
3,951.5 |
4,018.5 |
4,204.0 |
|
S4 |
3,788.0 |
3,855.0 |
4,159.1 |
|
|
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 |
7.7% |
188.6 |
4.4% |
23% |
False |
False |
627 |
10 |
4,959.5 |
4,173.0 |
786.5 |
18.5% |
174.9 |
4.1% |
10% |
False |
False |
584 |
20 |
5,151.0 |
4,173.0 |
978.0 |
23.0% |
141.7 |
3.3% |
8% |
False |
False |
705 |
40 |
5,151.0 |
4,097.5 |
1,053.5 |
24.8% |
164.2 |
3.9% |
14% |
False |
False |
1,294 |
60 |
5,414.0 |
4,097.5 |
1,316.5 |
31.0% |
200.6 |
4.7% |
12% |
False |
False |
1,002 |
80 |
6,316.0 |
4,097.5 |
2,218.5 |
52.2% |
207.5 |
4.9% |
7% |
False |
False |
801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,069.9 |
2.618 |
4,803.0 |
1.618 |
4,639.5 |
1.000 |
4,538.5 |
0.618 |
4,476.0 |
HIGH |
4,375.0 |
0.618 |
4,312.5 |
0.500 |
4,293.3 |
0.382 |
4,274.0 |
LOW |
4,211.5 |
0.618 |
4,110.5 |
1.000 |
4,048.0 |
1.618 |
3,947.0 |
2.618 |
3,783.5 |
4.250 |
3,516.6 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,293.3 |
4,287.5 |
PP |
4,278.5 |
4,274.7 |
S1 |
4,263.8 |
4,261.8 |
|