Trading Metrics calculated at close of trading on 21-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,279.63 |
7,949.17 |
-330.46 |
-4.0% |
8,599.26 |
High |
8,291.98 |
8,243.55 |
-48.43 |
-0.6% |
8,602.60 |
Low |
7,939.93 |
7,936.19 |
-3.74 |
0.0% |
7,995.13 |
Close |
7,949.09 |
8,228.10 |
279.01 |
3.5% |
8,281.22 |
Range |
352.05 |
307.36 |
-44.69 |
-12.7% |
607.47 |
ATR |
255.32 |
259.04 |
3.72 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,058.03 |
8,950.42 |
8,397.15 |
|
R3 |
8,750.67 |
8,643.06 |
8,312.62 |
|
R2 |
8,443.31 |
8,443.31 |
8,284.45 |
|
R1 |
8,335.70 |
8,335.70 |
8,256.27 |
8,389.51 |
PP |
8,135.95 |
8,135.95 |
8,135.95 |
8,162.85 |
S1 |
8,028.34 |
8,028.34 |
8,199.93 |
8,082.15 |
S2 |
7,828.59 |
7,828.59 |
8,171.75 |
|
S3 |
7,521.23 |
7,720.98 |
8,143.58 |
|
S4 |
7,213.87 |
7,413.62 |
8,059.05 |
|
|
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 |
8,446.25 |
7,936.19 |
510.06 |
6.2% |
297.57 |
3.6% |
57% |
False |
True |
|
10 |
8,996.94 |
7,936.19 |
1,060.75 |
12.9% |
240.31 |
2.9% |
28% |
False |
True |
|
20 |
9,088.06 |
7,936.19 |
1,151.87 |
14.0% |
206.20 |
2.5% |
25% |
False |
True |
|
40 |
9,088.06 |
7,449.38 |
1,638.68 |
19.9% |
285.48 |
3.5% |
48% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
26.8% |
342.24 |
4.2% |
35% |
False |
False |
|
80 |
11,168.06 |
7,449.38 |
3,718.68 |
45.2% |
410.07 |
5.0% |
21% |
False |
False |
|
100 |
11,790.17 |
7,449.38 |
4,340.79 |
52.8% |
391.68 |
4.8% |
18% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
53.7% |
360.13 |
4.4% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,549.83 |
2.618 |
9,048.22 |
1.618 |
8,740.86 |
1.000 |
8,550.91 |
0.618 |
8,433.50 |
HIGH |
8,243.55 |
0.618 |
8,126.14 |
0.500 |
8,089.87 |
0.382 |
8,053.60 |
LOW |
7,936.19 |
0.618 |
7,746.24 |
1.000 |
7,628.83 |
1.618 |
7,438.88 |
2.618 |
7,131.52 |
4.250 |
6,629.91 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,182.02 |
8,198.30 |
PP |
8,135.95 |
8,168.50 |
S1 |
8,089.87 |
8,138.70 |
|