Trading Metrics calculated at close of trading on 20-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1,199.20 |
1,193.98 |
-5.22 |
-0.4% |
1,225.12 |
High |
1,202.81 |
1,195.89 |
-6.92 |
-0.6% |
1,225.78 |
Low |
1,167.34 |
1,136.61 |
-30.73 |
-2.6% |
1,141.74 |
Close |
1,198.14 |
1,136.61 |
-61.53 |
-5.1% |
1,198.14 |
Range |
35.47 |
59.28 |
23.81 |
67.1% |
84.04 |
ATR |
40.50 |
42.00 |
1.50 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.21 |
1,294.69 |
1,169.21 |
|
R3 |
1,274.93 |
1,235.41 |
1,152.91 |
|
R2 |
1,215.65 |
1,215.65 |
1,147.48 |
|
R1 |
1,176.13 |
1,176.13 |
1,142.04 |
1,166.25 |
PP |
1,156.37 |
1,156.37 |
1,156.37 |
1,151.43 |
S1 |
1,116.85 |
1,116.85 |
1,131.18 |
1,106.97 |
S2 |
1,097.09 |
1,097.09 |
1,125.74 |
|
S3 |
1,037.81 |
1,057.57 |
1,120.31 |
|
S4 |
978.53 |
998.29 |
1,104.01 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.67 |
1,403.45 |
1,244.36 |
|
R3 |
1,356.63 |
1,319.41 |
1,221.25 |
|
R2 |
1,272.59 |
1,272.59 |
1,213.55 |
|
R1 |
1,235.37 |
1,235.37 |
1,205.84 |
1,211.96 |
PP |
1,188.55 |
1,188.55 |
1,188.55 |
1,176.85 |
S1 |
1,151.33 |
1,151.33 |
1,190.44 |
1,127.92 |
S2 |
1,104.51 |
1,104.51 |
1,182.73 |
|
S3 |
1,020.47 |
1,067.29 |
1,175.03 |
|
S4 |
936.43 |
983.25 |
1,151.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,219.05 |
1,136.61 |
82.44 |
7.3% |
42.02 |
3.7% |
0% |
False |
True |
|
10 |
1,286.08 |
1,136.61 |
149.47 |
13.2% |
36.03 |
3.2% |
0% |
False |
True |
|
20 |
1,286.08 |
1,136.61 |
149.47 |
13.2% |
32.27 |
2.8% |
0% |
False |
True |
|
40 |
1,286.08 |
1,018.86 |
267.22 |
23.5% |
42.27 |
3.7% |
44% |
False |
False |
|
60 |
1,382.65 |
1,018.86 |
363.79 |
32.0% |
49.09 |
4.3% |
32% |
False |
False |
|
80 |
1,708.44 |
1,018.86 |
689.58 |
60.7% |
58.86 |
5.2% |
17% |
False |
False |
|
100 |
1,921.19 |
1,018.86 |
902.33 |
79.4% |
57.18 |
5.0% |
13% |
False |
False |
|
120 |
1,973.56 |
1,018.86 |
954.70 |
84.0% |
53.54 |
4.7% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.83 |
2.618 |
1,351.09 |
1.618 |
1,291.81 |
1.000 |
1,255.17 |
0.618 |
1,232.53 |
HIGH |
1,195.89 |
0.618 |
1,173.25 |
0.500 |
1,166.25 |
0.382 |
1,159.25 |
LOW |
1,136.61 |
0.618 |
1,099.97 |
1.000 |
1,077.33 |
1.618 |
1,040.69 |
2.618 |
981.41 |
4.250 |
884.67 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,166.25 |
1,169.71 |
PP |
1,156.37 |
1,158.68 |
S1 |
1,146.49 |
1,147.64 |
|