Trading Metrics calculated at close of trading on 12-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,738.80 |
8,599.26 |
-139.54 |
-1.6% |
9,027.13 |
High |
8,769.62 |
8,602.60 |
-167.02 |
-1.9% |
9,088.06 |
Low |
8,576.96 |
8,421.08 |
-155.88 |
-1.8% |
8,576.96 |
Close |
8,599.18 |
8,473.97 |
-125.21 |
-1.5% |
8,599.18 |
Range |
192.66 |
181.52 |
-11.14 |
-5.8% |
511.10 |
ATR |
253.66 |
248.51 |
-5.15 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,043.78 |
8,940.39 |
8,573.81 |
|
R3 |
8,862.26 |
8,758.87 |
8,523.89 |
|
R2 |
8,680.74 |
8,680.74 |
8,507.25 |
|
R1 |
8,577.35 |
8,577.35 |
8,490.61 |
8,538.29 |
PP |
8,499.22 |
8,499.22 |
8,499.22 |
8,479.68 |
S1 |
8,395.83 |
8,395.83 |
8,457.33 |
8,356.77 |
S2 |
8,317.70 |
8,317.70 |
8,440.69 |
|
S3 |
8,136.18 |
8,214.31 |
8,424.05 |
|
S4 |
7,954.66 |
8,032.79 |
8,374.13 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,288.03 |
9,954.71 |
8,880.29 |
|
R3 |
9,776.93 |
9,443.61 |
8,739.73 |
|
R2 |
9,265.83 |
9,265.83 |
8,692.88 |
|
R1 |
8,932.51 |
8,932.51 |
8,646.03 |
8,843.62 |
PP |
8,754.73 |
8,754.73 |
8,754.73 |
8,710.29 |
S1 |
8,421.41 |
8,421.41 |
8,552.33 |
8,332.52 |
S2 |
8,243.63 |
8,243.63 |
8,505.48 |
|
S3 |
7,732.53 |
7,910.31 |
8,458.63 |
|
S4 |
7,221.43 |
7,399.21 |
8,318.08 |
|
|
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 |
8,421.08 |
666.98 |
7.9% |
183.43 |
2.2% |
8% |
False |
True |
|
10 |
9,088.06 |
8,364.06 |
724.00 |
8.5% |
189.58 |
2.2% |
15% |
False |
False |
|
20 |
9,088.06 |
8,347.81 |
740.25 |
8.7% |
210.10 |
2.5% |
17% |
False |
False |
|
40 |
9,088.06 |
7,449.38 |
1,638.68 |
19.3% |
326.14 |
3.8% |
63% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
26.0% |
370.33 |
4.4% |
46% |
False |
False |
|
80 |
11,483.05 |
7,449.38 |
4,033.67 |
47.6% |
417.93 |
4.9% |
25% |
False |
False |
|
100 |
11,790.17 |
7,449.38 |
4,340.79 |
51.2% |
385.97 |
4.6% |
24% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
52.1% |
356.95 |
4.2% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,374.06 |
2.618 |
9,077.82 |
1.618 |
8,896.30 |
1.000 |
8,784.12 |
0.618 |
8,714.78 |
HIGH |
8,602.60 |
0.618 |
8,533.26 |
0.500 |
8,511.84 |
0.382 |
8,490.42 |
LOW |
8,421.08 |
0.618 |
8,308.90 |
1.000 |
8,239.56 |
1.618 |
8,127.38 |
2.618 |
7,945.86 |
4.250 |
7,649.62 |
|
|
Fisher Pivots for day following 12-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,511.84 |
8,595.55 |
PP |
8,499.22 |
8,555.02 |
S1 |
8,486.59 |
8,514.50 |
|