Trading Metrics calculated at close of trading on 05-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1,212.74 |
1,254.70 |
41.96 |
3.5% |
1,185.96 |
High |
1,266.45 |
1,274.11 |
7.66 |
0.6% |
1,266.45 |
Low |
1,208.91 |
1,244.89 |
35.98 |
3.0% |
1,158.07 |
Close |
1,263.70 |
1,262.52 |
-1.18 |
-0.1% |
1,263.70 |
Range |
57.54 |
29.22 |
-28.32 |
-49.2% |
108.38 |
ATR |
44.05 |
42.99 |
-1.06 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.17 |
1,334.56 |
1,278.59 |
|
R3 |
1,318.95 |
1,305.34 |
1,270.56 |
|
R2 |
1,289.73 |
1,289.73 |
1,267.88 |
|
R1 |
1,276.12 |
1,276.12 |
1,265.20 |
1,282.93 |
PP |
1,260.51 |
1,260.51 |
1,260.51 |
1,263.91 |
S1 |
1,246.90 |
1,246.90 |
1,259.84 |
1,253.71 |
S2 |
1,231.29 |
1,231.29 |
1,257.16 |
|
S3 |
1,202.07 |
1,217.68 |
1,254.48 |
|
S4 |
1,172.85 |
1,188.46 |
1,246.45 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,554.55 |
1,517.50 |
1,323.31 |
|
R3 |
1,446.17 |
1,409.12 |
1,293.50 |
|
R2 |
1,337.79 |
1,337.79 |
1,283.57 |
|
R1 |
1,300.74 |
1,300.74 |
1,273.63 |
1,319.27 |
PP |
1,229.41 |
1,229.41 |
1,229.41 |
1,238.67 |
S1 |
1,192.36 |
1,192.36 |
1,253.77 |
1,210.89 |
S2 |
1,121.03 |
1,121.03 |
1,243.83 |
|
S3 |
1,012.65 |
1,083.98 |
1,233.90 |
|
S4 |
904.27 |
975.60 |
1,204.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,274.11 |
1,158.07 |
116.04 |
9.2% |
33.23 |
2.6% |
90% |
True |
False |
|
10 |
1,274.11 |
1,158.07 |
116.04 |
9.2% |
28.51 |
2.3% |
90% |
True |
False |
|
20 |
1,274.11 |
1,096.09 |
178.02 |
14.1% |
38.06 |
3.0% |
93% |
True |
False |
|
40 |
1,298.09 |
1,018.86 |
279.23 |
22.1% |
48.41 |
3.8% |
87% |
False |
False |
|
60 |
1,470.99 |
1,018.86 |
452.13 |
35.8% |
59.58 |
4.7% |
54% |
False |
False |
|
80 |
1,775.47 |
1,018.86 |
756.61 |
59.9% |
61.70 |
4.9% |
32% |
False |
False |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
75.6% |
56.72 |
4.5% |
26% |
False |
False |
|
120 |
1,973.56 |
1,018.86 |
954.70 |
75.6% |
53.69 |
4.3% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.30 |
2.618 |
1,350.61 |
1.618 |
1,321.39 |
1.000 |
1,303.33 |
0.618 |
1,292.17 |
HIGH |
1,274.11 |
0.618 |
1,262.95 |
0.500 |
1,259.50 |
0.382 |
1,256.05 |
LOW |
1,244.89 |
0.618 |
1,226.83 |
1.000 |
1,215.67 |
1.618 |
1,197.61 |
2.618 |
1,168.39 |
4.250 |
1,120.71 |
|
|
Fisher Pivots for day following 05-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,261.51 |
1,253.95 |
PP |
1,260.51 |
1,245.39 |
S1 |
1,259.50 |
1,236.82 |
|