Trading Metrics calculated at close of trading on 23-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,224.43 |
8,108.79 |
-115.64 |
-1.4% |
8,279.63 |
High |
8,224.83 |
8,152.59 |
-72.24 |
-0.9% |
8,291.98 |
Low |
7,957.14 |
7,909.03 |
-48.11 |
-0.6% |
7,909.03 |
Close |
8,122.80 |
8,077.56 |
-45.24 |
-0.6% |
8,077.56 |
Range |
267.69 |
243.56 |
-24.13 |
-9.0% |
382.95 |
ATR |
259.89 |
258.73 |
-1.17 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,777.07 |
8,670.88 |
8,211.52 |
|
R3 |
8,533.51 |
8,427.32 |
8,144.54 |
|
R2 |
8,289.95 |
8,289.95 |
8,122.21 |
|
R1 |
8,183.76 |
8,183.76 |
8,099.89 |
8,115.08 |
PP |
8,046.39 |
8,046.39 |
8,046.39 |
8,012.05 |
S1 |
7,940.20 |
7,940.20 |
8,055.23 |
7,871.52 |
S2 |
7,802.83 |
7,802.83 |
8,032.91 |
|
S3 |
7,559.27 |
7,696.64 |
8,010.58 |
|
S4 |
7,315.71 |
7,453.08 |
7,943.60 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,241.71 |
9,042.58 |
8,288.18 |
|
R3 |
8,858.76 |
8,659.63 |
8,182.87 |
|
R2 |
8,475.81 |
8,475.81 |
8,147.77 |
|
R1 |
8,276.68 |
8,276.68 |
8,112.66 |
8,184.77 |
PP |
8,092.86 |
8,092.86 |
8,092.86 |
8,046.90 |
S1 |
7,893.73 |
7,893.73 |
8,042.46 |
7,801.82 |
S2 |
7,709.91 |
7,709.91 |
8,007.35 |
|
S3 |
7,326.96 |
7,510.78 |
7,972.25 |
|
S4 |
6,944.01 |
7,127.83 |
7,866.94 |
|
|
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 |
7,909.03 |
432.17 |
5.4% |
280.50 |
3.5% |
39% |
False |
True |
|
10 |
8,769.62 |
7,909.03 |
860.59 |
10.7% |
251.85 |
3.1% |
20% |
False |
True |
|
20 |
9,088.06 |
7,909.03 |
1,179.03 |
14.6% |
209.65 |
2.6% |
14% |
False |
True |
|
40 |
9,088.06 |
7,909.03 |
1,179.03 |
14.6% |
268.93 |
3.3% |
14% |
False |
True |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
27.3% |
334.91 |
4.1% |
28% |
False |
False |
|
80 |
10,882.52 |
7,449.38 |
3,433.14 |
42.5% |
403.04 |
5.0% |
18% |
False |
False |
|
100 |
11,790.17 |
7,449.38 |
4,340.79 |
53.7% |
392.94 |
4.9% |
14% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
54.7% |
361.28 |
4.5% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,187.72 |
2.618 |
8,790.23 |
1.618 |
8,546.67 |
1.000 |
8,396.15 |
0.618 |
8,303.11 |
HIGH |
8,152.59 |
0.618 |
8,059.55 |
0.500 |
8,030.81 |
0.382 |
8,002.07 |
LOW |
7,909.03 |
0.618 |
7,758.51 |
1.000 |
7,665.47 |
1.618 |
7,514.95 |
2.618 |
7,271.39 |
4.250 |
6,873.90 |
|
|
Fisher Pivots for day following 23-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,061.98 |
8,077.14 |
PP |
8,046.39 |
8,076.71 |
S1 |
8,030.81 |
8,076.29 |
|