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 |
1,169.50 |
1,165.00 |
-4.50 |
-0.4% |
1,199.00 |
High |
1,191.00 |
1,201.25 |
10.25 |
0.9% |
1,222.25 |
Low |
1,141.50 |
1,146.75 |
5.25 |
0.5% |
1,132.00 |
Close |
1,164.25 |
1,179.50 |
15.25 |
1.3% |
1,164.25 |
Range |
49.50 |
54.50 |
5.00 |
10.1% |
90.25 |
ATR |
48.38 |
48.82 |
0.44 |
0.9% |
0.00 |
Volume |
356,738 |
347,363 |
-9,375 |
-2.6% |
1,292,603 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.25 |
1,314.00 |
1,209.50 |
|
R3 |
1,284.75 |
1,259.50 |
1,194.50 |
|
R2 |
1,230.25 |
1,230.25 |
1,189.50 |
|
R1 |
1,205.00 |
1,205.00 |
1,184.50 |
1,217.50 |
PP |
1,175.75 |
1,175.75 |
1,175.75 |
1,182.25 |
S1 |
1,150.50 |
1,150.50 |
1,174.50 |
1,163.00 |
S2 |
1,121.25 |
1,121.25 |
1,169.50 |
|
S3 |
1,066.75 |
1,096.00 |
1,164.50 |
|
S4 |
1,012.25 |
1,041.50 |
1,149.50 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,443.50 |
1,394.25 |
1,214.00 |
|
R3 |
1,353.25 |
1,304.00 |
1,189.00 |
|
R2 |
1,263.00 |
1,263.00 |
1,180.75 |
|
R1 |
1,213.75 |
1,213.75 |
1,172.50 |
1,193.25 |
PP |
1,172.75 |
1,172.75 |
1,172.75 |
1,162.50 |
S1 |
1,123.50 |
1,123.50 |
1,156.00 |
1,103.00 |
S2 |
1,082.50 |
1,082.50 |
1,147.75 |
|
S3 |
992.25 |
1,033.25 |
1,139.50 |
|
S4 |
902.00 |
943.00 |
1,114.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,222.25 |
1,132.00 |
90.25 |
7.7% |
59.00 |
5.0% |
53% |
False |
False |
327,993 |
10 |
1,226.00 |
1,132.00 |
94.00 |
8.0% |
51.25 |
4.4% |
51% |
False |
False |
306,929 |
20 |
1,287.00 |
1,132.00 |
155.00 |
13.1% |
43.25 |
3.7% |
31% |
False |
False |
237,071 |
40 |
1,287.00 |
1,093.00 |
194.00 |
16.4% |
48.00 |
4.1% |
45% |
False |
False |
180,186 |
60 |
1,392.00 |
1,021.00 |
371.00 |
31.5% |
55.00 |
4.7% |
43% |
False |
False |
120,180 |
80 |
1,606.00 |
1,021.00 |
585.00 |
49.6% |
67.50 |
5.7% |
27% |
False |
False |
90,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.00 |
2.618 |
1,344.00 |
1.618 |
1,289.50 |
1.000 |
1,255.75 |
0.618 |
1,235.00 |
HIGH |
1,201.25 |
0.618 |
1,180.50 |
0.500 |
1,174.00 |
0.382 |
1,167.50 |
LOW |
1,146.75 |
0.618 |
1,113.00 |
1.000 |
1,092.25 |
1.618 |
1,058.50 |
2.618 |
1,004.00 |
4.250 |
915.00 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,177.75 |
1,177.00 |
PP |
1,175.75 |
1,174.50 |
S1 |
1,174.00 |
1,172.00 |
|