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 |
1,230.00 |
1,207.50 |
-22.50 |
-1.8% |
1,165.00 |
High |
1,231.25 |
1,214.25 |
-17.00 |
-1.4% |
1,244.75 |
Low |
1,196.00 |
1,173.75 |
-22.25 |
-1.9% |
1,146.75 |
Close |
1,206.00 |
1,179.25 |
-26.75 |
-2.2% |
1,179.25 |
Range |
35.25 |
40.50 |
5.25 |
14.9% |
98.00 |
ATR |
47.05 |
46.58 |
-0.47 |
-1.0% |
0.00 |
Volume |
320,654 |
268,951 |
-51,703 |
-16.1% |
1,486,223 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.50 |
1,285.50 |
1,201.50 |
|
R3 |
1,270.00 |
1,245.00 |
1,190.50 |
|
R2 |
1,229.50 |
1,229.50 |
1,186.75 |
|
R1 |
1,204.50 |
1,204.50 |
1,183.00 |
1,196.75 |
PP |
1,189.00 |
1,189.00 |
1,189.00 |
1,185.25 |
S1 |
1,164.00 |
1,164.00 |
1,175.50 |
1,156.25 |
S2 |
1,148.50 |
1,148.50 |
1,171.75 |
|
S3 |
1,108.00 |
1,123.50 |
1,168.00 |
|
S4 |
1,067.50 |
1,083.00 |
1,157.00 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.25 |
1,429.75 |
1,233.25 |
|
R3 |
1,386.25 |
1,331.75 |
1,206.25 |
|
R2 |
1,288.25 |
1,288.25 |
1,197.25 |
|
R1 |
1,233.75 |
1,233.75 |
1,188.25 |
1,261.00 |
PP |
1,190.25 |
1,190.25 |
1,190.25 |
1,204.00 |
S1 |
1,135.75 |
1,135.75 |
1,170.25 |
1,163.00 |
S2 |
1,092.25 |
1,092.25 |
1,161.25 |
|
S3 |
994.25 |
1,037.75 |
1,152.25 |
|
S4 |
896.25 |
939.75 |
1,125.25 |
|
|
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 |
1,146.75 |
98.00 |
8.3% |
42.75 |
3.6% |
33% |
False |
False |
297,244 |
10 |
1,244.75 |
1,132.00 |
112.75 |
9.6% |
49.25 |
4.2% |
42% |
False |
False |
316,340 |
20 |
1,287.00 |
1,132.00 |
155.00 |
13.1% |
45.50 |
3.9% |
30% |
False |
False |
276,423 |
40 |
1,287.00 |
1,097.00 |
190.00 |
16.1% |
46.25 |
3.9% |
43% |
False |
False |
208,631 |
60 |
1,392.00 |
1,021.00 |
371.00 |
31.5% |
54.25 |
4.6% |
43% |
False |
False |
139,154 |
80 |
1,501.75 |
1,021.00 |
480.75 |
40.8% |
65.25 |
5.5% |
33% |
False |
False |
104,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.50 |
2.618 |
1,320.25 |
1.618 |
1,279.75 |
1.000 |
1,254.75 |
0.618 |
1,239.25 |
HIGH |
1,214.25 |
0.618 |
1,198.75 |
0.500 |
1,194.00 |
0.382 |
1,189.25 |
LOW |
1,173.75 |
0.618 |
1,148.75 |
1.000 |
1,133.25 |
1.618 |
1,108.25 |
2.618 |
1,067.75 |
4.250 |
1,001.50 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,194.00 |
1,209.25 |
PP |
1,189.00 |
1,199.25 |
S1 |
1,184.25 |
1,189.25 |
|