Trading Metrics calculated at close of trading on 28-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
833.50 |
840.25 |
6.75 |
0.8% |
851.75 |
High |
847.50 |
876.00 |
28.50 |
3.4% |
865.75 |
Low |
831.25 |
837.75 |
6.50 |
0.8% |
797.50 |
Close |
839.25 |
871.50 |
32.25 |
3.8% |
823.50 |
Range |
16.25 |
38.25 |
22.00 |
135.4% |
68.25 |
ATR |
33.87 |
34.18 |
0.31 |
0.9% |
0.00 |
Volume |
2,254,244 |
1,925,806 |
-328,438 |
-14.6% |
11,580,006 |
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976.50 |
962.25 |
892.50 |
|
R3 |
938.25 |
924.00 |
882.00 |
|
R2 |
900.00 |
900.00 |
878.50 |
|
R1 |
885.75 |
885.75 |
875.00 |
893.00 |
PP |
861.75 |
861.75 |
861.75 |
865.25 |
S1 |
847.50 |
847.50 |
868.00 |
854.50 |
S2 |
823.50 |
823.50 |
864.50 |
|
S3 |
785.25 |
809.25 |
861.00 |
|
S4 |
747.00 |
771.00 |
850.50 |
|
|
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 |
876.00 |
799.50 |
76.50 |
8.8% |
33.25 |
3.8% |
94% |
True |
False |
2,539,336 |
10 |
876.00 |
797.50 |
78.50 |
9.0% |
38.25 |
4.4% |
94% |
True |
False |
2,676,144 |
20 |
942.75 |
797.50 |
145.25 |
16.7% |
31.00 |
3.6% |
51% |
False |
False |
2,056,584 |
40 |
942.75 |
797.50 |
145.25 |
16.7% |
34.50 |
4.0% |
51% |
False |
False |
1,516,195 |
60 |
1,006.50 |
737.25 |
269.25 |
30.9% |
40.50 |
4.7% |
50% |
False |
False |
1,013,229 |
80 |
1,161.75 |
737.25 |
424.50 |
48.7% |
50.75 |
5.8% |
32% |
False |
False |
761,399 |
100 |
1,285.50 |
737.25 |
548.25 |
62.9% |
49.50 |
5.7% |
24% |
False |
False |
609,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,038.50 |
2.618 |
976.25 |
1.618 |
938.00 |
1.000 |
914.25 |
0.618 |
899.75 |
HIGH |
876.00 |
0.618 |
861.50 |
0.500 |
857.00 |
0.382 |
852.25 |
LOW |
837.75 |
0.618 |
814.00 |
1.000 |
799.50 |
1.618 |
775.75 |
2.618 |
737.50 |
4.250 |
675.25 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
866.50 |
862.00 |
PP |
861.75 |
852.75 |
S1 |
857.00 |
843.50 |
|