Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,769.94 |
8,738.80 |
-31.14 |
-0.4% |
9,027.13 |
High |
8,770.02 |
8,769.62 |
-0.40 |
0.0% |
9,088.06 |
Low |
8,651.19 |
8,576.96 |
-74.23 |
-0.9% |
8,576.96 |
Close |
8,742.46 |
8,599.18 |
-143.28 |
-1.6% |
8,599.18 |
Range |
118.83 |
192.66 |
73.83 |
62.1% |
511.10 |
ATR |
258.35 |
253.66 |
-4.69 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,226.57 |
9,105.53 |
8,705.14 |
|
R3 |
9,033.91 |
8,912.87 |
8,652.16 |
|
R2 |
8,841.25 |
8,841.25 |
8,634.50 |
|
R1 |
8,720.21 |
8,720.21 |
8,616.84 |
8,684.40 |
PP |
8,648.59 |
8,648.59 |
8,648.59 |
8,630.68 |
S1 |
8,527.55 |
8,527.55 |
8,581.52 |
8,491.74 |
S2 |
8,455.93 |
8,455.93 |
8,563.86 |
|
S3 |
8,263.27 |
8,334.89 |
8,546.20 |
|
S4 |
8,070.61 |
8,142.23 |
8,493.22 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,288.03 |
9,954.71 |
8,880.29 |
|
R3 |
9,776.93 |
9,443.61 |
8,739.73 |
|
R2 |
9,265.83 |
9,265.83 |
8,692.88 |
|
R1 |
8,932.51 |
8,932.51 |
8,646.03 |
8,843.62 |
PP |
8,754.73 |
8,754.73 |
8,754.73 |
8,710.29 |
S1 |
8,421.41 |
8,421.41 |
8,552.33 |
8,332.52 |
S2 |
8,243.63 |
8,243.63 |
8,505.48 |
|
S3 |
7,732.53 |
7,910.31 |
8,458.63 |
|
S4 |
7,221.43 |
7,399.21 |
8,318.08 |
|
|
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 |
8,576.96 |
511.10 |
5.9% |
175.53 |
2.0% |
4% |
False |
True |
|
10 |
9,088.06 |
8,364.06 |
724.00 |
8.4% |
178.55 |
2.1% |
32% |
False |
False |
|
20 |
9,088.06 |
8,347.81 |
740.25 |
8.6% |
215.86 |
2.5% |
34% |
False |
False |
|
40 |
9,088.06 |
7,449.38 |
1,638.68 |
19.1% |
332.08 |
3.9% |
70% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
25.6% |
380.28 |
4.4% |
52% |
False |
False |
|
80 |
11,483.05 |
7,449.38 |
4,033.67 |
46.9% |
421.43 |
4.9% |
29% |
False |
False |
|
100 |
11,790.17 |
7,449.38 |
4,340.79 |
50.5% |
385.75 |
4.5% |
26% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
51.4% |
357.35 |
4.2% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,588.43 |
2.618 |
9,274.00 |
1.618 |
9,081.34 |
1.000 |
8,962.28 |
0.618 |
8,888.68 |
HIGH |
8,769.62 |
0.618 |
8,696.02 |
0.500 |
8,673.29 |
0.382 |
8,650.56 |
LOW |
8,576.96 |
0.618 |
8,457.90 |
1.000 |
8,384.30 |
1.618 |
8,265.24 |
2.618 |
8,072.58 |
4.250 |
7,758.16 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,673.29 |
8,786.95 |
PP |
8,648.59 |
8,724.36 |
S1 |
8,623.88 |
8,661.77 |
|