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 |
1,181.00 |
1,187.75 |
6.75 |
0.6% |
1,199.00 |
High |
1,200.25 |
1,244.75 |
44.50 |
3.7% |
1,222.25 |
Low |
1,176.25 |
1,185.00 |
8.75 |
0.7% |
1,132.00 |
Close |
1,185.75 |
1,231.25 |
45.50 |
3.8% |
1,164.25 |
Range |
24.00 |
59.75 |
35.75 |
149.0% |
90.25 |
ATR |
47.05 |
47.96 |
0.91 |
1.9% |
0.00 |
Volume |
300,366 |
248,889 |
-51,477 |
-17.1% |
1,292,603 |
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.50 |
1,375.25 |
1,264.00 |
|
R3 |
1,339.75 |
1,315.50 |
1,247.75 |
|
R2 |
1,280.00 |
1,280.00 |
1,242.25 |
|
R1 |
1,255.75 |
1,255.75 |
1,236.75 |
1,268.00 |
PP |
1,220.25 |
1,220.25 |
1,220.25 |
1,226.50 |
S1 |
1,196.00 |
1,196.00 |
1,225.75 |
1,208.00 |
S2 |
1,160.50 |
1,160.50 |
1,220.25 |
|
S3 |
1,100.75 |
1,136.25 |
1,214.75 |
|
S4 |
1,041.00 |
1,076.50 |
1,198.50 |
|
|
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 |
1,244.75 |
1,141.50 |
103.25 |
8.4% |
48.75 |
4.0% |
87% |
True |
False |
310,544 |
10 |
1,244.75 |
1,132.00 |
112.75 |
9.2% |
52.50 |
4.3% |
88% |
True |
False |
314,855 |
20 |
1,287.00 |
1,132.00 |
155.00 |
12.6% |
44.75 |
3.6% |
64% |
False |
False |
260,554 |
40 |
1,287.00 |
1,093.00 |
194.00 |
15.8% |
47.75 |
3.9% |
71% |
False |
False |
193,903 |
60 |
1,392.00 |
1,021.00 |
371.00 |
30.1% |
54.25 |
4.4% |
57% |
False |
False |
129,332 |
80 |
1,565.50 |
1,021.00 |
544.50 |
44.2% |
67.00 |
5.4% |
39% |
False |
False |
97,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,498.75 |
2.618 |
1,401.25 |
1.618 |
1,341.50 |
1.000 |
1,304.50 |
0.618 |
1,281.75 |
HIGH |
1,244.75 |
0.618 |
1,222.00 |
0.500 |
1,215.00 |
0.382 |
1,207.75 |
LOW |
1,185.00 |
0.618 |
1,148.00 |
1.000 |
1,125.25 |
1.618 |
1,088.25 |
2.618 |
1,028.50 |
4.250 |
931.00 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,225.75 |
1,219.50 |
PP |
1,220.25 |
1,207.50 |
S1 |
1,215.00 |
1,195.75 |
|