Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,360.0 |
4,384.5 |
24.5 |
0.6% |
4,590.0 |
High |
4,381.0 |
4,388.5 |
7.5 |
0.2% |
4,649.0 |
Low |
4,285.0 |
4,077.5 |
-207.5 |
-4.8% |
4,376.5 |
Close |
4,343.5 |
4,130.5 |
-213.0 |
-4.9% |
4,430.5 |
Range |
96.0 |
311.0 |
215.0 |
224.0% |
272.5 |
ATR |
143.8 |
155.8 |
11.9 |
8.3% |
0.0 |
Volume |
92,103 |
116,666 |
24,563 |
26.7% |
519,643 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,132.0 |
4,942.0 |
4,301.5 |
|
R3 |
4,821.0 |
4,631.0 |
4,216.0 |
|
R2 |
4,510.0 |
4,510.0 |
4,187.5 |
|
R1 |
4,320.0 |
4,320.0 |
4,159.0 |
4,259.5 |
PP |
4,199.0 |
4,199.0 |
4,199.0 |
4,168.5 |
S1 |
4,009.0 |
4,009.0 |
4,102.0 |
3,948.5 |
S2 |
3,888.0 |
3,888.0 |
4,073.5 |
|
S3 |
3,577.0 |
3,698.0 |
4,045.0 |
|
S4 |
3,266.0 |
3,387.0 |
3,959.5 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,303.0 |
5,139.0 |
4,580.5 |
|
R3 |
5,030.5 |
4,866.5 |
4,505.5 |
|
R2 |
4,758.0 |
4,758.0 |
4,480.5 |
|
R1 |
4,594.0 |
4,594.0 |
4,455.5 |
4,540.0 |
PP |
4,485.5 |
4,485.5 |
4,485.5 |
4,458.0 |
S1 |
4,321.5 |
4,321.5 |
4,405.5 |
4,267.0 |
S2 |
4,213.0 |
4,213.0 |
4,380.5 |
|
S3 |
3,940.5 |
4,049.0 |
4,355.5 |
|
S4 |
3,668.0 |
3,776.5 |
4,280.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,508.0 |
4,077.5 |
430.5 |
10.4% |
153.5 |
3.7% |
12% |
False |
True |
108,476 |
10 |
4,649.0 |
4,077.5 |
571.5 |
13.8% |
141.0 |
3.4% |
9% |
False |
True |
89,115 |
20 |
4,649.0 |
4,077.5 |
571.5 |
13.8% |
132.5 |
3.2% |
9% |
False |
True |
100,674 |
40 |
4,649.0 |
3,672.5 |
976.5 |
23.6% |
152.0 |
3.7% |
47% |
False |
False |
53,051 |
60 |
4,649.0 |
3,672.5 |
976.5 |
23.6% |
163.0 |
3.9% |
47% |
False |
False |
35,417 |
80 |
5,359.0 |
3,672.5 |
1,686.5 |
40.8% |
180.0 |
4.4% |
27% |
False |
False |
26,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,710.0 |
2.618 |
5,202.5 |
1.618 |
4,891.5 |
1.000 |
4,699.5 |
0.618 |
4,580.5 |
HIGH |
4,388.5 |
0.618 |
4,269.5 |
0.500 |
4,233.0 |
0.382 |
4,196.5 |
LOW |
4,077.5 |
0.618 |
3,885.5 |
1.000 |
3,766.5 |
1.618 |
3,574.5 |
2.618 |
3,263.5 |
4.250 |
2,756.0 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,233.0 |
4,260.0 |
PP |
4,199.0 |
4,217.0 |
S1 |
4,164.5 |
4,174.0 |
|