Trading Metrics calculated at close of trading on 30-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
871.50 |
843.00 |
-28.50 |
-3.3% |
823.50 |
High |
871.75 |
849.00 |
-22.75 |
-2.6% |
876.00 |
Low |
840.25 |
817.50 |
-22.75 |
-2.7% |
810.75 |
Close |
842.75 |
822.50 |
-20.25 |
-2.4% |
822.50 |
Range |
31.50 |
31.50 |
0.00 |
0.0% |
65.25 |
ATR |
33.99 |
33.81 |
-0.18 |
-0.5% |
0.00 |
Volume |
2,305,731 |
2,044,480 |
-261,251 |
-11.3% |
11,126,765 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
924.25 |
904.75 |
839.75 |
|
R3 |
892.75 |
873.25 |
831.25 |
|
R2 |
861.25 |
861.25 |
828.25 |
|
R1 |
841.75 |
841.75 |
825.50 |
835.75 |
PP |
829.75 |
829.75 |
829.75 |
826.50 |
S1 |
810.25 |
810.25 |
819.50 |
804.25 |
S2 |
798.25 |
798.25 |
816.75 |
|
S3 |
766.75 |
778.75 |
813.75 |
|
S4 |
735.25 |
747.25 |
805.25 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,032.25 |
992.50 |
858.50 |
|
R3 |
967.00 |
927.25 |
840.50 |
|
R2 |
901.75 |
901.75 |
834.50 |
|
R1 |
862.00 |
862.00 |
828.50 |
849.25 |
PP |
836.50 |
836.50 |
836.50 |
830.00 |
S1 |
796.75 |
796.75 |
816.50 |
784.00 |
S2 |
771.25 |
771.25 |
810.50 |
|
S3 |
706.00 |
731.50 |
804.50 |
|
S4 |
640.75 |
666.25 |
786.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
876.00 |
810.75 |
65.25 |
7.9% |
31.25 |
3.8% |
18% |
False |
False |
2,225,353 |
10 |
876.00 |
797.50 |
78.50 |
9.5% |
36.75 |
4.5% |
32% |
False |
False |
2,607,816 |
20 |
942.75 |
797.50 |
145.25 |
17.7% |
32.00 |
3.9% |
17% |
False |
False |
2,204,509 |
40 |
942.75 |
797.50 |
145.25 |
17.7% |
33.00 |
4.0% |
17% |
False |
False |
1,624,521 |
60 |
1,006.50 |
737.25 |
269.25 |
32.7% |
40.50 |
4.9% |
32% |
False |
False |
1,085,639 |
80 |
1,077.75 |
737.25 |
340.50 |
41.4% |
49.50 |
6.0% |
25% |
False |
False |
815,486 |
100 |
1,281.75 |
737.25 |
544.50 |
66.2% |
49.50 |
6.0% |
16% |
False |
False |
653,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
983.00 |
2.618 |
931.50 |
1.618 |
900.00 |
1.000 |
880.50 |
0.618 |
868.50 |
HIGH |
849.00 |
0.618 |
837.00 |
0.500 |
833.25 |
0.382 |
829.50 |
LOW |
817.50 |
0.618 |
798.00 |
1.000 |
786.00 |
1.618 |
766.50 |
2.618 |
735.00 |
4.250 |
683.50 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
833.25 |
846.75 |
PP |
829.75 |
838.75 |
S1 |
826.00 |
830.50 |
|