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 |
8,772.25 |
9,027.13 |
254.88 |
2.9% |
8,515.87 |
High |
9,065.28 |
9,034.37 |
-30.91 |
-0.3% |
9,065.28 |
Low |
8,760.78 |
8,892.36 |
131.58 |
1.5% |
8,364.06 |
Close |
9,034.69 |
8,952.89 |
-81.80 |
-0.9% |
9,034.69 |
Range |
304.50 |
142.01 |
-162.49 |
-53.4% |
701.22 |
ATR |
286.61 |
276.30 |
-10.31 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,385.90 |
9,311.41 |
9,031.00 |
|
R3 |
9,243.89 |
9,169.40 |
8,991.94 |
|
R2 |
9,101.88 |
9,101.88 |
8,978.93 |
|
R1 |
9,027.39 |
9,027.39 |
8,965.91 |
8,993.63 |
PP |
8,959.87 |
8,959.87 |
8,959.87 |
8,943.00 |
S1 |
8,885.38 |
8,885.38 |
8,939.87 |
8,851.62 |
S2 |
8,817.86 |
8,817.86 |
8,926.85 |
|
S3 |
8,675.85 |
8,743.37 |
8,913.84 |
|
S4 |
8,533.84 |
8,601.36 |
8,874.78 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,925.00 |
10,681.07 |
9,420.36 |
|
R3 |
10,223.78 |
9,979.85 |
9,227.53 |
|
R2 |
9,522.56 |
9,522.56 |
9,163.25 |
|
R1 |
9,278.63 |
9,278.63 |
9,098.97 |
9,400.60 |
PP |
8,821.34 |
8,821.34 |
8,821.34 |
8,882.33 |
S1 |
8,577.41 |
8,577.41 |
8,970.41 |
8,699.38 |
S2 |
8,120.12 |
8,120.12 |
8,906.13 |
|
S3 |
7,418.90 |
7,876.19 |
8,841.85 |
|
S4 |
6,717.68 |
7,174.97 |
8,649.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,065.28 |
8,364.06 |
701.22 |
7.8% |
195.73 |
2.2% |
84% |
False |
False |
|
10 |
9,065.28 |
8,364.06 |
701.22 |
7.8% |
181.06 |
2.0% |
84% |
False |
False |
|
20 |
9,065.28 |
8,118.50 |
946.78 |
10.6% |
252.68 |
2.8% |
88% |
False |
False |
|
40 |
9,159.58 |
7,449.38 |
1,710.20 |
19.1% |
350.94 |
3.9% |
88% |
False |
False |
|
60 |
9,794.37 |
7,449.38 |
2,344.99 |
26.2% |
427.39 |
4.8% |
64% |
False |
False |
|
80 |
11,483.05 |
7,449.38 |
4,033.67 |
45.1% |
429.44 |
4.8% |
37% |
False |
False |
|
100 |
11,790.17 |
7,449.38 |
4,340.79 |
48.5% |
386.54 |
4.3% |
35% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
49.3% |
358.12 |
4.0% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,637.91 |
2.618 |
9,406.15 |
1.618 |
9,264.14 |
1.000 |
9,176.38 |
0.618 |
9,122.13 |
HIGH |
9,034.37 |
0.618 |
8,980.12 |
0.500 |
8,963.37 |
0.382 |
8,946.61 |
LOW |
8,892.36 |
0.618 |
8,804.60 |
1.000 |
8,750.35 |
1.618 |
8,662.59 |
2.618 |
8,520.58 |
4.250 |
8,288.82 |
|
|
Fisher Pivots for day following 05-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,963.37 |
8,923.62 |
PP |
8,959.87 |
8,894.35 |
S1 |
8,956.38 |
8,865.09 |
|