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 |
4,144.5 |
4,329.5 |
185.0 |
4.5% |
4,429.5 |
High |
4,383.0 |
4,373.0 |
-10.0 |
-0.2% |
4,466.0 |
Low |
4,141.5 |
4,271.5 |
130.0 |
3.1% |
4,075.0 |
Close |
4,330.0 |
4,343.5 |
13.5 |
0.3% |
4,192.0 |
Range |
241.5 |
101.5 |
-140.0 |
-58.0% |
391.0 |
ATR |
190.4 |
184.1 |
-6.4 |
-3.3% |
0.0 |
Volume |
175,202 |
153,889 |
-21,313 |
-12.2% |
598,657 |
|
Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,633.8 |
4,590.2 |
4,399.3 |
|
R3 |
4,532.3 |
4,488.7 |
4,371.4 |
|
R2 |
4,430.8 |
4,430.8 |
4,362.1 |
|
R1 |
4,387.2 |
4,387.2 |
4,352.8 |
4,409.0 |
PP |
4,329.3 |
4,329.3 |
4,329.3 |
4,340.3 |
S1 |
4,285.7 |
4,285.7 |
4,334.2 |
4,307.5 |
S2 |
4,227.8 |
4,227.8 |
4,324.9 |
|
S3 |
4,126.3 |
4,184.2 |
4,315.6 |
|
S4 |
4,024.8 |
4,082.7 |
4,287.7 |
|
|
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 |
4,383.0 |
4,075.0 |
308.0 |
7.1% |
184.6 |
4.3% |
87% |
False |
False |
185,549 |
10 |
4,720.0 |
4,075.0 |
645.0 |
14.8% |
188.2 |
4.3% |
42% |
False |
False |
166,104 |
20 |
5,138.5 |
4,075.0 |
1,063.5 |
24.5% |
158.6 |
3.7% |
25% |
False |
False |
130,779 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
24.5% |
174.6 |
4.0% |
25% |
False |
False |
76,879 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
30.4% |
214.8 |
4.9% |
21% |
False |
False |
51,742 |
80 |
6,011.5 |
4,066.0 |
1,945.5 |
44.8% |
241.6 |
5.6% |
14% |
False |
False |
39,009 |
100 |
6,706.5 |
4,066.0 |
2,640.5 |
60.8% |
227.5 |
5.2% |
11% |
False |
False |
31,745 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
63.1% |
206.7 |
4.8% |
10% |
False |
False |
26,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,804.4 |
2.618 |
4,638.7 |
1.618 |
4,537.2 |
1.000 |
4,474.5 |
0.618 |
4,435.7 |
HIGH |
4,373.0 |
0.618 |
4,334.2 |
0.500 |
4,322.3 |
0.382 |
4,310.3 |
LOW |
4,271.5 |
0.618 |
4,208.8 |
1.000 |
4,170.0 |
1.618 |
4,107.3 |
2.618 |
4,005.8 |
4.250 |
3,840.1 |
|
|
Fisher Pivots for day following 27-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,336.4 |
4,305.3 |
PP |
4,329.3 |
4,267.2 |
S1 |
4,322.3 |
4,229.0 |
|