Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,599.26 |
8,474.61 |
-124.65 |
-1.4% |
9,027.13 |
High |
8,602.60 |
8,522.08 |
-80.52 |
-0.9% |
9,088.06 |
Low |
8,421.08 |
8,376.88 |
-44.20 |
-0.5% |
8,576.96 |
Close |
8,473.97 |
8,448.56 |
-25.41 |
-0.3% |
8,599.18 |
Range |
181.52 |
145.20 |
-36.32 |
-20.0% |
511.10 |
ATR |
248.51 |
241.13 |
-7.38 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,884.77 |
8,811.87 |
8,528.42 |
|
R3 |
8,739.57 |
8,666.67 |
8,488.49 |
|
R2 |
8,594.37 |
8,594.37 |
8,475.18 |
|
R1 |
8,521.47 |
8,521.47 |
8,461.87 |
8,485.32 |
PP |
8,449.17 |
8,449.17 |
8,449.17 |
8,431.10 |
S1 |
8,376.27 |
8,376.27 |
8,435.25 |
8,340.12 |
S2 |
8,303.97 |
8,303.97 |
8,421.94 |
|
S3 |
8,158.77 |
8,231.07 |
8,408.63 |
|
S4 |
8,013.57 |
8,085.87 |
8,368.70 |
|
|
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 |
8,996.94 |
8,376.88 |
620.06 |
7.3% |
183.05 |
2.2% |
12% |
False |
True |
|
10 |
9,088.06 |
8,376.88 |
711.18 |
8.4% |
187.44 |
2.2% |
10% |
False |
True |
|
20 |
9,088.06 |
8,364.06 |
724.00 |
8.6% |
200.62 |
2.4% |
12% |
False |
False |
|
40 |
9,088.06 |
7,449.38 |
1,638.68 |
19.4% |
306.99 |
3.6% |
61% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
26.1% |
359.15 |
4.3% |
45% |
False |
False |
|
80 |
11,483.05 |
7,449.38 |
4,033.67 |
47.7% |
412.04 |
4.9% |
25% |
False |
False |
|
100 |
11,790.17 |
7,449.38 |
4,340.79 |
51.4% |
385.79 |
4.6% |
23% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
52.3% |
357.00 |
4.2% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,139.18 |
2.618 |
8,902.21 |
1.618 |
8,757.01 |
1.000 |
8,667.28 |
0.618 |
8,611.81 |
HIGH |
8,522.08 |
0.618 |
8,466.61 |
0.500 |
8,449.48 |
0.382 |
8,432.35 |
LOW |
8,376.88 |
0.618 |
8,287.15 |
1.000 |
8,231.68 |
1.618 |
8,141.95 |
2.618 |
7,996.75 |
4.250 |
7,759.78 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,449.48 |
8,573.25 |
PP |
8,449.17 |
8,531.69 |
S1 |
8,448.87 |
8,490.12 |
|