Trading Metrics calculated at close of trading on 26-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
824.25 |
823.50 |
-0.75 |
-0.1% |
851.75 |
High |
836.00 |
849.50 |
13.50 |
1.6% |
865.75 |
Low |
799.50 |
810.75 |
11.25 |
1.4% |
797.50 |
Close |
823.50 |
830.75 |
7.25 |
0.9% |
823.50 |
Range |
36.50 |
38.75 |
2.25 |
6.2% |
68.25 |
ATR |
34.91 |
35.19 |
0.27 |
0.8% |
0.00 |
Volume |
3,060,637 |
2,596,504 |
-464,133 |
-15.2% |
11,580,006 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
946.50 |
927.50 |
852.00 |
|
R3 |
907.75 |
888.75 |
841.50 |
|
R2 |
869.00 |
869.00 |
837.75 |
|
R1 |
850.00 |
850.00 |
834.25 |
859.50 |
PP |
830.25 |
830.25 |
830.25 |
835.00 |
S1 |
811.25 |
811.25 |
827.25 |
820.75 |
S2 |
791.50 |
791.50 |
823.75 |
|
S3 |
752.75 |
772.50 |
820.00 |
|
S4 |
714.00 |
733.75 |
809.50 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,033.75 |
996.75 |
861.00 |
|
R3 |
965.50 |
928.50 |
842.25 |
|
R2 |
897.25 |
897.25 |
836.00 |
|
R1 |
860.25 |
860.25 |
829.75 |
844.50 |
PP |
829.00 |
829.00 |
829.00 |
821.00 |
S1 |
792.00 |
792.00 |
817.25 |
776.50 |
S2 |
760.75 |
760.75 |
811.00 |
|
S3 |
692.50 |
723.75 |
804.75 |
|
S4 |
624.25 |
655.50 |
786.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
865.75 |
797.50 |
68.25 |
8.2% |
43.50 |
5.2% |
49% |
False |
False |
2,835,302 |
10 |
885.50 |
797.50 |
88.00 |
10.6% |
37.00 |
4.5% |
38% |
False |
False |
2,628,868 |
20 |
942.75 |
797.50 |
145.25 |
17.5% |
29.75 |
3.6% |
23% |
False |
False |
1,869,618 |
40 |
942.75 |
797.50 |
145.25 |
17.5% |
35.00 |
4.2% |
23% |
False |
False |
1,412,171 |
60 |
1,006.50 |
737.25 |
269.25 |
32.4% |
41.25 |
5.0% |
35% |
False |
False |
943,661 |
80 |
1,175.00 |
737.25 |
437.75 |
52.7% |
51.25 |
6.2% |
21% |
False |
False |
709,295 |
100 |
1,285.50 |
737.25 |
548.25 |
66.0% |
49.25 |
5.9% |
17% |
False |
False |
567,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,014.25 |
2.618 |
951.00 |
1.618 |
912.25 |
1.000 |
888.25 |
0.618 |
873.50 |
HIGH |
849.50 |
0.618 |
834.75 |
0.500 |
830.00 |
0.382 |
825.50 |
LOW |
810.75 |
0.618 |
786.75 |
1.000 |
772.00 |
1.618 |
748.00 |
2.618 |
709.25 |
4.250 |
646.00 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
830.50 |
828.75 |
PP |
830.25 |
826.50 |
S1 |
830.00 |
824.50 |
|