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 |
4,600.0 |
4,430.5 |
-169.5 |
-3.7% |
4,206.0 |
High |
4,600.0 |
4,506.0 |
-94.0 |
-2.0% |
4,599.0 |
Low |
4,431.0 |
4,376.5 |
-54.5 |
-1.2% |
4,206.0 |
Close |
4,470.5 |
4,474.5 |
4.0 |
0.1% |
4,515.0 |
Range |
169.0 |
129.5 |
-39.5 |
-23.4% |
393.0 |
ATR |
152.4 |
150.8 |
-1.6 |
-1.1% |
0.0 |
Volume |
134,406 |
117,407 |
-16,999 |
-12.6% |
120,364 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,841.0 |
4,787.0 |
4,545.5 |
|
R3 |
4,711.5 |
4,657.5 |
4,510.0 |
|
R2 |
4,582.0 |
4,582.0 |
4,498.0 |
|
R1 |
4,528.0 |
4,528.0 |
4,486.5 |
4,555.0 |
PP |
4,452.5 |
4,452.5 |
4,452.5 |
4,466.0 |
S1 |
4,398.5 |
4,398.5 |
4,462.5 |
4,425.5 |
S2 |
4,323.0 |
4,323.0 |
4,451.0 |
|
S3 |
4,193.5 |
4,269.0 |
4,439.0 |
|
S4 |
4,064.0 |
4,139.5 |
4,403.5 |
|
|
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 |
4,376.5 |
272.5 |
6.1% |
145.5 |
3.3% |
36% |
False |
True |
84,979 |
10 |
4,649.0 |
4,176.0 |
473.0 |
10.6% |
117.0 |
2.6% |
63% |
False |
False |
62,843 |
20 |
4,649.0 |
4,160.5 |
488.5 |
10.9% |
127.0 |
2.8% |
64% |
False |
False |
83,812 |
40 |
4,649.0 |
3,672.5 |
976.5 |
21.8% |
154.0 |
3.4% |
82% |
False |
False |
42,438 |
60 |
4,649.0 |
3,672.5 |
976.5 |
21.8% |
172.5 |
3.9% |
82% |
False |
False |
28,357 |
80 |
5,442.5 |
3,672.5 |
1,770.0 |
39.6% |
179.0 |
4.0% |
45% |
False |
False |
21,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,056.5 |
2.618 |
4,845.0 |
1.618 |
4,715.5 |
1.000 |
4,635.5 |
0.618 |
4,586.0 |
HIGH |
4,506.0 |
0.618 |
4,456.5 |
0.500 |
4,441.0 |
0.382 |
4,426.0 |
LOW |
4,376.5 |
0.618 |
4,296.5 |
1.000 |
4,247.0 |
1.618 |
4,167.0 |
2.618 |
4,037.5 |
4.250 |
3,826.0 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,463.5 |
4,513.0 |
PP |
4,452.5 |
4,500.0 |
S1 |
4,441.0 |
4,487.0 |
|