Trading Metrics calculated at close of trading on 06-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,590.0 |
4,574.5 |
-15.5 |
-0.3% |
4,206.0 |
High |
4,590.0 |
4,649.0 |
59.0 |
1.3% |
4,599.0 |
Low |
4,486.0 |
4,528.5 |
42.5 |
0.9% |
4,206.0 |
Close |
4,540.5 |
4,603.5 |
63.0 |
1.4% |
4,515.0 |
Range |
104.0 |
120.5 |
16.5 |
15.9% |
393.0 |
ATR |
153.2 |
150.9 |
-2.3 |
-1.5% |
0.0 |
Volume |
51,906 |
96,971 |
45,065 |
86.8% |
120,364 |
|
Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,955.0 |
4,900.0 |
4,670.0 |
|
R3 |
4,834.5 |
4,779.5 |
4,636.5 |
|
R2 |
4,714.0 |
4,714.0 |
4,625.5 |
|
R1 |
4,659.0 |
4,659.0 |
4,614.5 |
4,686.5 |
PP |
4,593.5 |
4,593.5 |
4,593.5 |
4,607.5 |
S1 |
4,538.5 |
4,538.5 |
4,592.5 |
4,566.0 |
S2 |
4,473.0 |
4,473.0 |
4,581.5 |
|
S3 |
4,352.5 |
4,418.0 |
4,570.5 |
|
S4 |
4,232.0 |
4,297.5 |
4,537.0 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,619.0 |
5,460.0 |
4,731.0 |
|
R3 |
5,226.0 |
5,067.0 |
4,623.0 |
|
R2 |
4,833.0 |
4,833.0 |
4,587.0 |
|
R1 |
4,674.0 |
4,674.0 |
4,551.0 |
4,753.5 |
PP |
4,440.0 |
4,440.0 |
4,440.0 |
4,480.0 |
S1 |
4,281.0 |
4,281.0 |
4,479.0 |
4,360.5 |
S2 |
4,047.0 |
4,047.0 |
4,443.0 |
|
S3 |
3,654.0 |
3,888.0 |
4,407.0 |
|
S4 |
3,261.0 |
3,495.0 |
4,299.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,649.0 |
4,313.0 |
336.0 |
7.3% |
118.0 |
2.6% |
86% |
True |
False |
52,005 |
10 |
4,649.0 |
4,160.5 |
488.5 |
10.6% |
113.5 |
2.5% |
91% |
True |
False |
61,556 |
20 |
4,649.0 |
3,988.0 |
661.0 |
14.4% |
128.0 |
2.8% |
93% |
True |
False |
71,501 |
40 |
4,649.0 |
3,672.5 |
976.5 |
21.2% |
151.0 |
3.3% |
95% |
True |
False |
36,144 |
60 |
4,649.0 |
3,672.5 |
976.5 |
21.2% |
178.0 |
3.9% |
95% |
True |
False |
24,188 |
80 |
5,442.5 |
3,672.5 |
1,770.0 |
38.4% |
177.0 |
3.8% |
53% |
False |
False |
18,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,161.0 |
2.618 |
4,964.5 |
1.618 |
4,844.0 |
1.000 |
4,769.5 |
0.618 |
4,723.5 |
HIGH |
4,649.0 |
0.618 |
4,603.0 |
0.500 |
4,589.0 |
0.382 |
4,574.5 |
LOW |
4,528.5 |
0.618 |
4,454.0 |
1.000 |
4,408.0 |
1.618 |
4,333.5 |
2.618 |
4,213.0 |
4.250 |
4,016.5 |
|
|
Fisher Pivots for day following 06-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,598.5 |
4,576.0 |
PP |
4,593.5 |
4,548.5 |
S1 |
4,589.0 |
4,521.0 |
|