Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1,274.36 |
1,249.98 |
-24.38 |
-1.9% |
1,185.96 |
High |
1,286.08 |
1,256.34 |
-29.74 |
-2.3% |
1,266.45 |
Low |
1,265.53 |
1,228.32 |
-37.21 |
-2.9% |
1,158.07 |
Close |
1,274.49 |
1,238.60 |
-35.89 |
-2.8% |
1,263.70 |
Range |
20.55 |
28.02 |
7.47 |
36.4% |
108.38 |
ATR |
41.60 |
41.93 |
0.33 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.15 |
1,309.89 |
1,254.01 |
|
R3 |
1,297.13 |
1,281.87 |
1,246.31 |
|
R2 |
1,269.11 |
1,269.11 |
1,243.74 |
|
R1 |
1,253.85 |
1,253.85 |
1,241.17 |
1,247.47 |
PP |
1,241.09 |
1,241.09 |
1,241.09 |
1,237.90 |
S1 |
1,225.83 |
1,225.83 |
1,236.03 |
1,219.45 |
S2 |
1,213.07 |
1,213.07 |
1,233.46 |
|
S3 |
1,185.05 |
1,197.81 |
1,230.89 |
|
S4 |
1,157.03 |
1,169.79 |
1,223.19 |
|
|
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 |
1,286.08 |
1,199.53 |
86.55 |
7.0% |
31.85 |
2.6% |
45% |
False |
False |
|
10 |
1,286.08 |
1,158.07 |
128.01 |
10.3% |
26.40 |
2.1% |
63% |
False |
False |
|
20 |
1,286.08 |
1,157.15 |
128.93 |
10.4% |
34.27 |
2.8% |
63% |
False |
False |
|
40 |
1,298.09 |
1,018.86 |
279.23 |
22.5% |
47.27 |
3.8% |
79% |
False |
False |
|
60 |
1,470.99 |
1,018.86 |
452.13 |
36.5% |
56.56 |
4.6% |
49% |
False |
False |
|
80 |
1,773.83 |
1,018.86 |
754.97 |
61.0% |
61.15 |
4.9% |
29% |
False |
False |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
77.1% |
56.46 |
4.6% |
23% |
False |
False |
|
120 |
1,973.56 |
1,018.86 |
954.70 |
77.1% |
53.33 |
4.3% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.43 |
2.618 |
1,329.70 |
1.618 |
1,301.68 |
1.000 |
1,284.36 |
0.618 |
1,273.66 |
HIGH |
1,256.34 |
0.618 |
1,245.64 |
0.500 |
1,242.33 |
0.382 |
1,239.02 |
LOW |
1,228.32 |
0.618 |
1,211.00 |
1.000 |
1,200.30 |
1.618 |
1,182.98 |
2.618 |
1,154.96 |
4.250 |
1,109.24 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,242.33 |
1,257.20 |
PP |
1,241.09 |
1,251.00 |
S1 |
1,239.84 |
1,244.80 |
|