Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,996.94 |
8,769.94 |
-227.00 |
-2.5% |
8,515.87 |
High |
8,996.94 |
8,770.02 |
-226.92 |
-2.5% |
9,065.28 |
Low |
8,719.92 |
8,651.19 |
-68.73 |
-0.8% |
8,364.06 |
Close |
8,769.70 |
8,742.46 |
-27.24 |
-0.3% |
9,034.69 |
Range |
277.02 |
118.83 |
-158.19 |
-57.1% |
701.22 |
ATR |
269.08 |
258.35 |
-10.73 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,077.71 |
9,028.92 |
8,807.82 |
|
R3 |
8,958.88 |
8,910.09 |
8,775.14 |
|
R2 |
8,840.05 |
8,840.05 |
8,764.25 |
|
R1 |
8,791.26 |
8,791.26 |
8,753.35 |
8,756.24 |
PP |
8,721.22 |
8,721.22 |
8,721.22 |
8,703.72 |
S1 |
8,672.43 |
8,672.43 |
8,731.57 |
8,637.41 |
S2 |
8,602.39 |
8,602.39 |
8,720.67 |
|
S3 |
8,483.56 |
8,553.60 |
8,709.78 |
|
S4 |
8,364.73 |
8,434.77 |
8,677.10 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,925.00 |
10,681.07 |
9,420.36 |
|
R3 |
10,223.78 |
9,979.85 |
9,227.53 |
|
R2 |
9,522.56 |
9,522.56 |
9,163.25 |
|
R1 |
9,278.63 |
9,278.63 |
9,098.97 |
9,400.60 |
PP |
8,821.34 |
8,821.34 |
8,821.34 |
8,882.33 |
S1 |
8,577.41 |
8,577.41 |
8,970.41 |
8,699.38 |
S2 |
8,120.12 |
8,120.12 |
8,906.13 |
|
S3 |
7,418.90 |
7,876.19 |
8,841.85 |
|
S4 |
6,717.68 |
7,174.97 |
8,649.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,088.06 |
8,651.19 |
436.87 |
5.0% |
197.89 |
2.3% |
21% |
False |
True |
|
10 |
9,088.06 |
8,364.06 |
724.00 |
8.3% |
167.45 |
1.9% |
52% |
False |
False |
|
20 |
9,088.06 |
8,347.81 |
740.25 |
8.5% |
217.87 |
2.5% |
53% |
False |
False |
|
40 |
9,088.06 |
7,449.38 |
1,638.68 |
18.7% |
334.94 |
3.8% |
79% |
False |
False |
|
60 |
9,794.37 |
7,449.38 |
2,344.99 |
26.8% |
388.88 |
4.4% |
55% |
False |
False |
|
80 |
11,483.05 |
7,449.38 |
4,033.67 |
46.1% |
423.40 |
4.8% |
32% |
False |
False |
|
100 |
11,790.17 |
7,449.38 |
4,340.79 |
49.7% |
386.39 |
4.4% |
30% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
50.5% |
356.87 |
4.1% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,275.05 |
2.618 |
9,081.12 |
1.618 |
8,962.29 |
1.000 |
8,888.85 |
0.618 |
8,843.46 |
HIGH |
8,770.02 |
0.618 |
8,724.63 |
0.500 |
8,710.61 |
0.382 |
8,696.58 |
LOW |
8,651.19 |
0.618 |
8,577.75 |
1.000 |
8,532.36 |
1.618 |
8,458.92 |
2.618 |
8,340.09 |
4.250 |
8,146.16 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,731.84 |
8,869.63 |
PP |
8,721.22 |
8,827.24 |
S1 |
8,710.61 |
8,784.85 |
|