Trading Metrics calculated at close of trading on 29-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
840.25 |
871.50 |
31.25 |
3.7% |
851.75 |
High |
876.00 |
871.75 |
-4.25 |
-0.5% |
865.75 |
Low |
837.75 |
840.25 |
2.50 |
0.3% |
797.50 |
Close |
871.50 |
842.75 |
-28.75 |
-3.3% |
823.50 |
Range |
38.25 |
31.50 |
-6.75 |
-17.6% |
68.25 |
ATR |
34.18 |
33.99 |
-0.19 |
-0.6% |
0.00 |
Volume |
1,925,806 |
2,305,731 |
379,925 |
19.7% |
11,580,006 |
|
Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
946.00 |
926.00 |
860.00 |
|
R3 |
914.50 |
894.50 |
851.50 |
|
R2 |
883.00 |
883.00 |
848.50 |
|
R1 |
863.00 |
863.00 |
845.75 |
857.25 |
PP |
851.50 |
851.50 |
851.50 |
848.75 |
S1 |
831.50 |
831.50 |
839.75 |
825.75 |
S2 |
820.00 |
820.00 |
837.00 |
|
S3 |
788.50 |
800.00 |
834.00 |
|
S4 |
757.00 |
768.50 |
825.50 |
|
|
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 |
9.1% |
32.25 |
3.8% |
57% |
False |
False |
2,428,584 |
10 |
876.00 |
797.50 |
78.50 |
9.3% |
37.00 |
4.4% |
58% |
False |
False |
2,678,317 |
20 |
942.75 |
797.50 |
145.25 |
17.2% |
31.50 |
3.7% |
31% |
False |
False |
2,141,138 |
40 |
942.75 |
797.50 |
145.25 |
17.2% |
33.25 |
3.9% |
31% |
False |
False |
1,573,820 |
60 |
1,006.50 |
737.25 |
269.25 |
31.9% |
40.50 |
4.8% |
39% |
False |
False |
1,051,621 |
80 |
1,104.75 |
737.25 |
367.50 |
43.6% |
50.50 |
6.0% |
29% |
False |
False |
790,008 |
100 |
1,285.50 |
737.25 |
548.25 |
65.1% |
49.50 |
5.9% |
19% |
False |
False |
632,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,005.50 |
2.618 |
954.25 |
1.618 |
922.75 |
1.000 |
903.25 |
0.618 |
891.25 |
HIGH |
871.75 |
0.618 |
859.75 |
0.500 |
856.00 |
0.382 |
852.25 |
LOW |
840.25 |
0.618 |
820.75 |
1.000 |
808.75 |
1.618 |
789.25 |
2.618 |
757.75 |
4.250 |
706.50 |
|
|
Fisher Pivots for day following 29-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
856.00 |
853.50 |
PP |
851.50 |
850.00 |
S1 |
847.25 |
846.50 |
|