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 |
4,530.0 |
4,425.5 |
-104.5 |
-2.3% |
4,144.5 |
High |
4,536.5 |
4,461.0 |
-75.5 |
-1.7% |
4,570.0 |
Low |
4,375.5 |
4,313.5 |
-62.0 |
-1.4% |
4,141.5 |
Close |
4,438.0 |
4,340.5 |
-97.5 |
-2.2% |
4,340.5 |
Range |
161.0 |
147.5 |
-13.5 |
-8.4% |
428.5 |
ATR |
185.2 |
182.5 |
-2.7 |
-1.5% |
0.0 |
Volume |
144,965 |
186,572 |
41,607 |
28.7% |
827,382 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,814.2 |
4,724.8 |
4,421.6 |
|
R3 |
4,666.7 |
4,577.3 |
4,381.1 |
|
R2 |
4,519.2 |
4,519.2 |
4,367.5 |
|
R1 |
4,429.8 |
4,429.8 |
4,354.0 |
4,400.8 |
PP |
4,371.7 |
4,371.7 |
4,371.7 |
4,357.1 |
S1 |
4,282.3 |
4,282.3 |
4,327.0 |
4,253.3 |
S2 |
4,224.2 |
4,224.2 |
4,313.5 |
|
S3 |
4,076.7 |
4,134.8 |
4,299.9 |
|
S4 |
3,929.2 |
3,987.3 |
4,259.4 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,636.2 |
5,416.8 |
4,576.2 |
|
R3 |
5,207.7 |
4,988.3 |
4,458.3 |
|
R2 |
4,779.2 |
4,779.2 |
4,419.1 |
|
R1 |
4,559.8 |
4,559.8 |
4,379.8 |
4,669.5 |
PP |
4,350.7 |
4,350.7 |
4,350.7 |
4,405.5 |
S1 |
4,131.3 |
4,131.3 |
4,301.2 |
4,241.0 |
S2 |
3,922.2 |
3,922.2 |
4,261.9 |
|
S3 |
3,493.7 |
3,702.8 |
4,222.7 |
|
S4 |
3,065.2 |
3,274.3 |
4,104.8 |
|
|
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 |
4,141.5 |
428.5 |
9.9% |
168.3 |
3.9% |
46% |
False |
False |
165,476 |
10 |
4,570.0 |
4,075.0 |
495.0 |
11.4% |
180.6 |
4.2% |
54% |
False |
False |
160,372 |
20 |
5,138.5 |
4,075.0 |
1,063.5 |
24.5% |
169.0 |
3.9% |
25% |
False |
False |
148,392 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
24.5% |
173.8 |
4.0% |
25% |
False |
False |
89,262 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
30.4% |
205.9 |
4.7% |
21% |
False |
False |
59,954 |
80 |
5,951.0 |
4,066.0 |
1,885.0 |
43.4% |
239.9 |
5.5% |
15% |
False |
False |
45,212 |
100 |
6,499.0 |
4,066.0 |
2,433.0 |
56.1% |
227.5 |
5.2% |
11% |
False |
False |
36,684 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
63.1% |
207.9 |
4.8% |
10% |
False |
False |
30,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,087.9 |
2.618 |
4,847.2 |
1.618 |
4,699.7 |
1.000 |
4,608.5 |
0.618 |
4,552.2 |
HIGH |
4,461.0 |
0.618 |
4,404.7 |
0.500 |
4,387.3 |
0.382 |
4,369.8 |
LOW |
4,313.5 |
0.618 |
4,222.3 |
1.000 |
4,166.0 |
1.618 |
4,074.8 |
2.618 |
3,927.3 |
4.250 |
3,686.6 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,387.3 |
4,441.8 |
PP |
4,371.7 |
4,408.0 |
S1 |
4,356.1 |
4,374.3 |
|