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 |
1,187.75 |
1,230.00 |
42.25 |
3.6% |
1,199.00 |
High |
1,244.75 |
1,231.25 |
-13.50 |
-1.1% |
1,222.25 |
Low |
1,185.00 |
1,196.00 |
11.00 |
0.9% |
1,132.00 |
Close |
1,231.25 |
1,206.00 |
-25.25 |
-2.1% |
1,164.25 |
Range |
59.75 |
35.25 |
-24.50 |
-41.0% |
90.25 |
ATR |
47.96 |
47.05 |
-0.91 |
-1.9% |
0.00 |
Volume |
248,889 |
320,654 |
71,765 |
28.8% |
1,292,603 |
|
Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.75 |
1,296.75 |
1,225.50 |
|
R3 |
1,281.50 |
1,261.50 |
1,215.75 |
|
R2 |
1,246.25 |
1,246.25 |
1,212.50 |
|
R1 |
1,226.25 |
1,226.25 |
1,209.25 |
1,218.50 |
PP |
1,211.00 |
1,211.00 |
1,211.00 |
1,207.25 |
S1 |
1,191.00 |
1,191.00 |
1,202.75 |
1,183.50 |
S2 |
1,175.75 |
1,175.75 |
1,199.50 |
|
S3 |
1,140.50 |
1,155.75 |
1,196.25 |
|
S4 |
1,105.25 |
1,120.50 |
1,186.50 |
|
|
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 |
8.6% |
44.50 |
3.7% |
62% |
False |
False |
314,802 |
10 |
1,244.75 |
1,132.00 |
112.75 |
9.3% |
50.25 |
4.2% |
66% |
False |
False |
318,398 |
20 |
1,287.00 |
1,132.00 |
155.00 |
12.9% |
45.00 |
3.7% |
48% |
False |
False |
270,539 |
40 |
1,287.00 |
1,093.50 |
193.50 |
16.0% |
46.50 |
3.9% |
58% |
False |
False |
201,916 |
60 |
1,392.00 |
1,021.00 |
371.00 |
30.8% |
54.00 |
4.5% |
50% |
False |
False |
134,675 |
80 |
1,501.75 |
1,021.00 |
480.75 |
39.9% |
66.25 |
5.5% |
38% |
False |
False |
101,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.00 |
2.618 |
1,323.50 |
1.618 |
1,288.25 |
1.000 |
1,266.50 |
0.618 |
1,253.00 |
HIGH |
1,231.25 |
0.618 |
1,217.75 |
0.500 |
1,213.50 |
0.382 |
1,209.50 |
LOW |
1,196.00 |
0.618 |
1,174.25 |
1.000 |
1,160.75 |
1.618 |
1,139.00 |
2.618 |
1,103.75 |
4.250 |
1,046.25 |
|
|
Fisher Pivots for day following 29-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,213.50 |
1,210.50 |
PP |
1,211.00 |
1,209.00 |
S1 |
1,208.50 |
1,207.50 |
|