Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,196.24 |
8,215.67 |
19.43 |
0.2% |
8,599.26 |
High |
8,286.16 |
8,341.20 |
55.04 |
0.7% |
8,602.60 |
Low |
7,995.13 |
8,109.34 |
114.21 |
1.4% |
7,995.13 |
Close |
8,212.49 |
8,281.22 |
68.73 |
0.8% |
8,281.22 |
Range |
291.03 |
231.86 |
-59.17 |
-20.3% |
607.47 |
ATR |
249.12 |
247.88 |
-1.23 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,939.50 |
8,842.22 |
8,408.74 |
|
R3 |
8,707.64 |
8,610.36 |
8,344.98 |
|
R2 |
8,475.78 |
8,475.78 |
8,323.73 |
|
R1 |
8,378.50 |
8,378.50 |
8,302.47 |
8,427.14 |
PP |
8,243.92 |
8,243.92 |
8,243.92 |
8,268.24 |
S1 |
8,146.64 |
8,146.64 |
8,259.97 |
8,195.28 |
S2 |
8,012.06 |
8,012.06 |
8,238.71 |
|
S3 |
7,780.20 |
7,914.78 |
8,217.46 |
|
S4 |
7,548.34 |
7,682.92 |
8,153.70 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,115.39 |
9,805.78 |
8,615.33 |
|
R3 |
9,507.92 |
9,198.31 |
8,448.27 |
|
R2 |
8,900.45 |
8,900.45 |
8,392.59 |
|
R1 |
8,590.84 |
8,590.84 |
8,336.90 |
8,441.91 |
PP |
8,292.98 |
8,292.98 |
8,292.98 |
8,218.52 |
S1 |
7,983.37 |
7,983.37 |
8,225.54 |
7,834.44 |
S2 |
7,685.51 |
7,685.51 |
8,169.85 |
|
S3 |
7,078.04 |
7,375.90 |
8,114.17 |
|
S4 |
6,470.57 |
6,768.43 |
7,947.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,602.60 |
7,995.13 |
607.47 |
7.3% |
231.03 |
2.8% |
47% |
False |
False |
|
10 |
9,088.06 |
7,995.13 |
1,092.93 |
13.2% |
203.28 |
2.5% |
26% |
False |
False |
|
20 |
9,088.06 |
7,995.13 |
1,092.93 |
13.2% |
202.86 |
2.4% |
26% |
False |
False |
|
40 |
9,088.06 |
7,449.38 |
1,638.68 |
19.8% |
298.94 |
3.6% |
51% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
26.6% |
352.00 |
4.3% |
38% |
False |
False |
|
80 |
11,168.06 |
7,449.38 |
3,718.68 |
44.9% |
407.79 |
4.9% |
22% |
False |
False |
|
100 |
11,790.17 |
7,449.38 |
4,340.79 |
52.4% |
387.77 |
4.7% |
19% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
53.3% |
358.46 |
4.3% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,326.61 |
2.618 |
8,948.21 |
1.618 |
8,716.35 |
1.000 |
8,573.06 |
0.618 |
8,484.49 |
HIGH |
8,341.20 |
0.618 |
8,252.63 |
0.500 |
8,225.27 |
0.382 |
8,197.91 |
LOW |
8,109.34 |
0.618 |
7,966.05 |
1.000 |
7,877.48 |
1.618 |
7,734.19 |
2.618 |
7,502.33 |
4.250 |
7,123.94 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,262.57 |
8,261.04 |
PP |
8,243.92 |
8,240.87 |
S1 |
8,225.27 |
8,220.69 |
|