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 |
4,382.5 |
4,530.0 |
147.5 |
3.4% |
4,429.5 |
High |
4,570.0 |
4,536.5 |
-33.5 |
-0.7% |
4,466.0 |
Low |
4,380.0 |
4,375.5 |
-4.5 |
-0.1% |
4,075.0 |
Close |
4,523.0 |
4,438.0 |
-85.0 |
-1.9% |
4,192.0 |
Range |
190.0 |
161.0 |
-29.0 |
-15.3% |
391.0 |
ATR |
187.1 |
185.2 |
-1.9 |
-1.0% |
0.0 |
Volume |
166,754 |
144,965 |
-21,789 |
-13.1% |
598,657 |
|
Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,933.0 |
4,846.5 |
4,526.6 |
|
R3 |
4,772.0 |
4,685.5 |
4,482.3 |
|
R2 |
4,611.0 |
4,611.0 |
4,467.5 |
|
R1 |
4,524.5 |
4,524.5 |
4,452.8 |
4,487.3 |
PP |
4,450.0 |
4,450.0 |
4,450.0 |
4,431.4 |
S1 |
4,363.5 |
4,363.5 |
4,423.2 |
4,326.3 |
S2 |
4,289.0 |
4,289.0 |
4,408.5 |
|
S3 |
4,128.0 |
4,202.5 |
4,393.7 |
|
S4 |
3,967.0 |
4,041.5 |
4,349.5 |
|
|
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 |
4,570.0 |
4,075.0 |
495.0 |
11.2% |
172.8 |
3.9% |
73% |
False |
False |
168,069 |
10 |
4,570.0 |
4,075.0 |
495.0 |
11.2% |
182.1 |
4.1% |
73% |
False |
False |
162,742 |
20 |
5,138.5 |
4,075.0 |
1,063.5 |
24.0% |
165.5 |
3.7% |
34% |
False |
False |
140,546 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
24.0% |
172.2 |
3.9% |
34% |
False |
False |
84,609 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
29.7% |
206.7 |
4.7% |
28% |
False |
False |
56,857 |
80 |
5,989.0 |
4,066.0 |
1,923.0 |
43.3% |
241.2 |
5.4% |
19% |
False |
False |
42,890 |
100 |
6,629.0 |
4,066.0 |
2,563.0 |
57.8% |
228.5 |
5.1% |
15% |
False |
False |
34,843 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
61.8% |
207.4 |
4.7% |
14% |
False |
False |
29,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,220.8 |
2.618 |
4,958.0 |
1.618 |
4,797.0 |
1.000 |
4,697.5 |
0.618 |
4,636.0 |
HIGH |
4,536.5 |
0.618 |
4,475.0 |
0.500 |
4,456.0 |
0.382 |
4,437.0 |
LOW |
4,375.5 |
0.618 |
4,276.0 |
1.000 |
4,214.5 |
1.618 |
4,115.0 |
2.618 |
3,954.0 |
4.250 |
3,691.3 |
|
|
Fisher Pivots for day following 29-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,456.0 |
4,432.3 |
PP |
4,450.0 |
4,426.5 |
S1 |
4,444.0 |
4,420.8 |
|