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 |
4,235.0 |
4,144.5 |
-90.5 |
-2.1% |
4,429.5 |
High |
4,245.0 |
4,383.0 |
138.0 |
3.3% |
4,466.0 |
Low |
4,075.0 |
4,141.5 |
66.5 |
1.6% |
4,075.0 |
Close |
4,192.0 |
4,330.0 |
138.0 |
3.3% |
4,192.0 |
Range |
170.0 |
241.5 |
71.5 |
42.1% |
391.0 |
ATR |
186.5 |
190.4 |
3.9 |
2.1% |
0.0 |
Volume |
199,537 |
175,202 |
-24,335 |
-12.2% |
598,657 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,009.3 |
4,911.2 |
4,462.8 |
|
R3 |
4,767.8 |
4,669.7 |
4,396.4 |
|
R2 |
4,526.3 |
4,526.3 |
4,374.3 |
|
R1 |
4,428.2 |
4,428.2 |
4,352.1 |
4,477.3 |
PP |
4,284.8 |
4,284.8 |
4,284.8 |
4,309.4 |
S1 |
4,186.7 |
4,186.7 |
4,307.9 |
4,235.8 |
S2 |
4,043.3 |
4,043.3 |
4,285.7 |
|
S3 |
3,801.8 |
3,945.2 |
4,263.6 |
|
S4 |
3,560.3 |
3,703.7 |
4,197.2 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,417.3 |
5,195.7 |
4,407.1 |
|
R3 |
5,026.3 |
4,804.7 |
4,299.5 |
|
R2 |
4,635.3 |
4,635.3 |
4,263.7 |
|
R1 |
4,413.7 |
4,413.7 |
4,227.8 |
4,329.0 |
PP |
4,244.3 |
4,244.3 |
4,244.3 |
4,202.0 |
S1 |
4,022.7 |
4,022.7 |
4,156.2 |
3,938.0 |
S2 |
3,853.3 |
3,853.3 |
4,120.3 |
|
S3 |
3,462.3 |
3,631.7 |
4,084.5 |
|
S4 |
3,071.3 |
3,240.7 |
3,977.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,466.0 |
4,075.0 |
391.0 |
9.0% |
205.7 |
4.8% |
65% |
False |
False |
154,771 |
10 |
4,809.0 |
4,075.0 |
734.0 |
17.0% |
191.6 |
4.4% |
35% |
False |
False |
163,216 |
20 |
5,138.5 |
4,075.0 |
1,063.5 |
24.6% |
160.5 |
3.7% |
24% |
False |
False |
127,132 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
24.6% |
183.7 |
4.2% |
24% |
False |
False |
73,096 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
30.5% |
219.6 |
5.1% |
20% |
False |
False |
49,194 |
80 |
6,165.0 |
4,066.0 |
2,099.0 |
48.5% |
247.0 |
5.7% |
13% |
False |
False |
37,098 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
61.0% |
227.5 |
5.3% |
10% |
False |
False |
30,209 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
63.3% |
206.4 |
4.8% |
10% |
False |
False |
25,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,409.4 |
2.618 |
5,015.2 |
1.618 |
4,773.7 |
1.000 |
4,624.5 |
0.618 |
4,532.2 |
HIGH |
4,383.0 |
0.618 |
4,290.7 |
0.500 |
4,262.3 |
0.382 |
4,233.8 |
LOW |
4,141.5 |
0.618 |
3,992.3 |
1.000 |
3,900.0 |
1.618 |
3,750.8 |
2.618 |
3,509.3 |
4.250 |
3,115.1 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,307.4 |
4,296.3 |
PP |
4,284.8 |
4,262.7 |
S1 |
4,262.3 |
4,229.0 |
|