Trading Metrics calculated at close of trading on 27-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1,165.00 |
1,181.00 |
16.00 |
1.4% |
1,199.00 |
High |
1,201.25 |
1,200.25 |
-1.00 |
-0.1% |
1,222.25 |
Low |
1,146.75 |
1,176.25 |
29.50 |
2.6% |
1,132.00 |
Close |
1,179.50 |
1,185.75 |
6.25 |
0.5% |
1,164.25 |
Range |
54.50 |
24.00 |
-30.50 |
-56.0% |
90.25 |
ATR |
48.82 |
47.05 |
-1.77 |
-3.6% |
0.00 |
Volume |
347,363 |
300,366 |
-46,997 |
-13.5% |
1,292,603 |
|
Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.50 |
1,246.50 |
1,199.00 |
|
R3 |
1,235.50 |
1,222.50 |
1,192.25 |
|
R2 |
1,211.50 |
1,211.50 |
1,190.25 |
|
R1 |
1,198.50 |
1,198.50 |
1,188.00 |
1,205.00 |
PP |
1,187.50 |
1,187.50 |
1,187.50 |
1,190.50 |
S1 |
1,174.50 |
1,174.50 |
1,183.50 |
1,181.00 |
S2 |
1,163.50 |
1,163.50 |
1,181.25 |
|
S3 |
1,139.50 |
1,150.50 |
1,179.25 |
|
S4 |
1,115.50 |
1,126.50 |
1,172.50 |
|
|
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 |
1,202.25 |
1,140.00 |
62.25 |
5.2% |
45.75 |
3.9% |
73% |
False |
False |
325,983 |
10 |
1,222.25 |
1,132.00 |
90.25 |
7.6% |
49.75 |
4.2% |
60% |
False |
False |
312,446 |
20 |
1,287.00 |
1,132.00 |
155.00 |
13.1% |
44.00 |
3.7% |
35% |
False |
False |
250,100 |
40 |
1,287.00 |
1,093.00 |
194.00 |
16.4% |
47.00 |
4.0% |
48% |
False |
False |
187,686 |
60 |
1,392.00 |
1,021.00 |
371.00 |
31.3% |
54.00 |
4.6% |
44% |
False |
False |
125,185 |
80 |
1,598.00 |
1,021.00 |
577.00 |
48.7% |
67.25 |
5.7% |
29% |
False |
False |
93,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,302.25 |
2.618 |
1,263.00 |
1.618 |
1,239.00 |
1.000 |
1,224.25 |
0.618 |
1,215.00 |
HIGH |
1,200.25 |
0.618 |
1,191.00 |
0.500 |
1,188.25 |
0.382 |
1,185.50 |
LOW |
1,176.25 |
0.618 |
1,161.50 |
1.000 |
1,152.25 |
1.618 |
1,137.50 |
2.618 |
1,113.50 |
4.250 |
1,074.25 |
|
|
Fisher Pivots for day following 27-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,188.25 |
1,181.00 |
PP |
1,187.50 |
1,176.25 |
S1 |
1,186.50 |
1,171.50 |
|