Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
7,949.17 |
8,224.43 |
275.26 |
3.5% |
8,599.26 |
High |
8,243.55 |
8,224.83 |
-18.72 |
-0.2% |
8,602.60 |
Low |
7,936.19 |
7,957.14 |
20.95 |
0.3% |
7,995.13 |
Close |
8,228.10 |
8,122.80 |
-105.30 |
-1.3% |
8,281.22 |
Range |
307.36 |
267.69 |
-39.67 |
-12.9% |
607.47 |
ATR |
259.04 |
259.89 |
0.85 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,904.66 |
8,781.42 |
8,270.03 |
|
R3 |
8,636.97 |
8,513.73 |
8,196.41 |
|
R2 |
8,369.28 |
8,369.28 |
8,171.88 |
|
R1 |
8,246.04 |
8,246.04 |
8,147.34 |
8,173.82 |
PP |
8,101.59 |
8,101.59 |
8,101.59 |
8,065.48 |
S1 |
7,978.35 |
7,978.35 |
8,098.26 |
7,906.13 |
S2 |
7,833.90 |
7,833.90 |
8,073.72 |
|
S3 |
7,566.21 |
7,710.66 |
8,049.19 |
|
S4 |
7,298.52 |
7,442.97 |
7,975.57 |
|
|
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 |
8,341.20 |
7,936.19 |
405.01 |
5.0% |
290.00 |
3.6% |
46% |
False |
False |
|
10 |
8,770.02 |
7,936.19 |
833.83 |
10.3% |
239.37 |
2.9% |
22% |
False |
False |
|
20 |
9,088.06 |
7,936.19 |
1,151.87 |
14.2% |
208.11 |
2.6% |
16% |
False |
False |
|
40 |
9,088.06 |
7,936.19 |
1,151.87 |
14.2% |
276.61 |
3.4% |
16% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
27.1% |
338.44 |
4.2% |
31% |
False |
False |
|
80 |
11,139.94 |
7,449.38 |
3,690.56 |
45.4% |
409.68 |
5.0% |
18% |
False |
False |
|
100 |
11,790.17 |
7,449.38 |
4,340.79 |
53.4% |
392.21 |
4.8% |
16% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
54.4% |
360.57 |
4.4% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,362.51 |
2.618 |
8,925.64 |
1.618 |
8,657.95 |
1.000 |
8,492.52 |
0.618 |
8,390.26 |
HIGH |
8,224.83 |
0.618 |
8,122.57 |
0.500 |
8,090.99 |
0.382 |
8,059.40 |
LOW |
7,957.14 |
0.618 |
7,791.71 |
1.000 |
7,689.45 |
1.618 |
7,524.02 |
2.618 |
7,256.33 |
4.250 |
6,819.46 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,112.20 |
8,119.90 |
PP |
8,101.59 |
8,116.99 |
S1 |
8,090.99 |
8,114.09 |
|