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 |
8,954.57 |
8,996.94 |
42.37 |
0.5% |
8,515.87 |
High |
9,088.06 |
8,996.94 |
-91.12 |
-1.0% |
9,065.28 |
Low |
8,940.95 |
8,719.92 |
-221.03 |
-2.5% |
8,364.06 |
Close |
9,015.10 |
8,769.70 |
-245.40 |
-2.7% |
9,034.69 |
Range |
147.11 |
277.02 |
129.91 |
88.3% |
701.22 |
ATR |
267.08 |
269.08 |
2.01 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,659.91 |
9,491.83 |
8,922.06 |
|
R3 |
9,382.89 |
9,214.81 |
8,845.88 |
|
R2 |
9,105.87 |
9,105.87 |
8,820.49 |
|
R1 |
8,937.79 |
8,937.79 |
8,795.09 |
8,883.32 |
PP |
8,828.85 |
8,828.85 |
8,828.85 |
8,801.62 |
S1 |
8,660.77 |
8,660.77 |
8,744.31 |
8,606.30 |
S2 |
8,551.83 |
8,551.83 |
8,718.91 |
|
S3 |
8,274.81 |
8,383.75 |
8,693.52 |
|
S4 |
7,997.79 |
8,106.73 |
8,617.34 |
|
|
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 |
9,088.06 |
8,664.89 |
423.17 |
4.8% |
209.68 |
2.4% |
25% |
False |
False |
|
10 |
9,088.06 |
8,364.06 |
724.00 |
8.3% |
176.85 |
2.0% |
56% |
False |
False |
|
20 |
9,088.06 |
8,347.81 |
740.25 |
8.4% |
226.05 |
2.6% |
57% |
False |
False |
|
40 |
9,159.58 |
7,449.38 |
1,710.20 |
19.5% |
341.95 |
3.9% |
77% |
False |
False |
|
60 |
9,794.37 |
7,449.38 |
2,344.99 |
26.7% |
403.00 |
4.6% |
56% |
False |
False |
|
80 |
11,483.05 |
7,449.38 |
4,033.67 |
46.0% |
428.16 |
4.9% |
33% |
False |
False |
|
100 |
11,790.17 |
7,449.38 |
4,340.79 |
49.5% |
386.30 |
4.4% |
30% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
50.4% |
356.96 |
4.1% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,174.28 |
2.618 |
9,722.18 |
1.618 |
9,445.16 |
1.000 |
9,273.96 |
0.618 |
9,168.14 |
HIGH |
8,996.94 |
0.618 |
8,891.12 |
0.500 |
8,858.43 |
0.382 |
8,825.74 |
LOW |
8,719.92 |
0.618 |
8,548.72 |
1.000 |
8,442.90 |
1.618 |
8,271.70 |
2.618 |
7,994.68 |
4.250 |
7,542.59 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,858.43 |
8,903.99 |
PP |
8,828.85 |
8,859.23 |
S1 |
8,799.28 |
8,814.46 |
|