Trading Metrics calculated at close of trading on 20-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,215.67 |
8,279.63 |
63.96 |
0.8% |
8,599.26 |
High |
8,341.20 |
8,291.98 |
-49.22 |
-0.6% |
8,602.60 |
Low |
8,109.34 |
7,939.93 |
-169.41 |
-2.1% |
7,995.13 |
Close |
8,281.22 |
7,949.09 |
-332.13 |
-4.0% |
8,281.22 |
Range |
231.86 |
352.05 |
120.19 |
51.8% |
607.47 |
ATR |
247.88 |
255.32 |
7.44 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,116.48 |
8,884.84 |
8,142.72 |
|
R3 |
8,764.43 |
8,532.79 |
8,045.90 |
|
R2 |
8,412.38 |
8,412.38 |
8,013.63 |
|
R1 |
8,180.74 |
8,180.74 |
7,981.36 |
8,120.54 |
PP |
8,060.33 |
8,060.33 |
8,060.33 |
8,030.23 |
S1 |
7,828.69 |
7,828.69 |
7,916.82 |
7,768.49 |
S2 |
7,708.28 |
7,708.28 |
7,884.55 |
|
S3 |
7,356.23 |
7,476.64 |
7,852.28 |
|
S4 |
7,004.18 |
7,124.59 |
7,755.46 |
|
|
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 |
8,522.08 |
7,939.93 |
582.15 |
7.3% |
265.13 |
3.3% |
2% |
False |
True |
|
10 |
9,088.06 |
7,939.93 |
1,148.13 |
14.4% |
224.28 |
2.8% |
1% |
False |
True |
|
20 |
9,088.06 |
7,939.93 |
1,148.13 |
14.4% |
202.67 |
2.5% |
1% |
False |
True |
|
40 |
9,088.06 |
7,449.38 |
1,638.68 |
20.6% |
294.81 |
3.7% |
30% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
27.7% |
346.33 |
4.4% |
23% |
False |
False |
|
80 |
11,168.06 |
7,449.38 |
3,718.68 |
46.8% |
410.01 |
5.2% |
13% |
False |
False |
|
100 |
11,790.17 |
7,449.38 |
4,340.79 |
54.6% |
390.34 |
4.9% |
12% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
55.6% |
359.14 |
4.5% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,788.19 |
2.618 |
9,213.65 |
1.618 |
8,861.60 |
1.000 |
8,644.03 |
0.618 |
8,509.55 |
HIGH |
8,291.98 |
0.618 |
8,157.50 |
0.500 |
8,115.96 |
0.382 |
8,074.41 |
LOW |
7,939.93 |
0.618 |
7,722.36 |
1.000 |
7,587.88 |
1.618 |
7,370.31 |
2.618 |
7,018.26 |
4.250 |
6,443.72 |
|
|
Fisher Pivots for day following 20-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,115.96 |
8,140.57 |
PP |
8,060.33 |
8,076.74 |
S1 |
8,004.71 |
8,012.92 |
|