Trading Metrics calculated at close of trading on 28-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
4,155.0 |
4,196.0 |
41.0 |
1.0% |
4,066.0 |
High |
4,178.0 |
4,296.0 |
118.0 |
2.8% |
4,152.0 |
Low |
4,090.0 |
4,192.0 |
102.0 |
2.5% |
3,916.5 |
Close |
4,157.0 |
4,260.5 |
103.5 |
2.5% |
3,998.0 |
Range |
88.0 |
104.0 |
16.0 |
18.2% |
235.5 |
ATR |
151.9 |
151.0 |
-0.9 |
-0.6% |
0.0 |
Volume |
126,631 |
111,501 |
-15,130 |
-11.9% |
547,135 |
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,561.5 |
4,515.0 |
4,317.5 |
|
R3 |
4,457.5 |
4,411.0 |
4,289.0 |
|
R2 |
4,353.5 |
4,353.5 |
4,279.5 |
|
R1 |
4,307.0 |
4,307.0 |
4,270.0 |
4,330.0 |
PP |
4,249.5 |
4,249.5 |
4,249.5 |
4,261.0 |
S1 |
4,203.0 |
4,203.0 |
4,251.0 |
4,226.0 |
S2 |
4,145.5 |
4,145.5 |
4,241.5 |
|
S3 |
4,041.5 |
4,099.0 |
4,232.0 |
|
S4 |
3,937.5 |
3,995.0 |
4,203.5 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,728.5 |
4,599.0 |
4,127.5 |
|
R3 |
4,493.0 |
4,363.5 |
4,063.0 |
|
R2 |
4,257.5 |
4,257.5 |
4,041.0 |
|
R1 |
4,128.0 |
4,128.0 |
4,019.5 |
4,075.0 |
PP |
4,022.0 |
4,022.0 |
4,022.0 |
3,996.0 |
S1 |
3,892.5 |
3,892.5 |
3,976.5 |
3,839.5 |
S2 |
3,786.5 |
3,786.5 |
3,955.0 |
|
S3 |
3,551.0 |
3,657.0 |
3,933.0 |
|
S4 |
3,315.5 |
3,421.5 |
3,868.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,296.0 |
3,916.5 |
379.5 |
8.9% |
137.5 |
3.2% |
91% |
True |
False |
138,595 |
10 |
4,388.5 |
3,916.5 |
472.0 |
11.1% |
160.0 |
3.8% |
73% |
False |
False |
138,971 |
20 |
4,649.0 |
3,916.5 |
732.5 |
17.2% |
141.0 |
3.3% |
47% |
False |
False |
110,493 |
40 |
4,649.0 |
3,916.5 |
732.5 |
17.2% |
142.5 |
3.3% |
47% |
False |
False |
84,807 |
60 |
4,649.0 |
3,672.5 |
976.5 |
22.9% |
153.0 |
3.6% |
60% |
False |
False |
56,602 |
80 |
5,025.5 |
3,672.5 |
1,353.0 |
31.8% |
176.0 |
4.1% |
43% |
False |
False |
42,520 |
100 |
5,552.0 |
3,672.5 |
1,879.5 |
44.1% |
168.0 |
3.9% |
31% |
False |
False |
34,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,738.0 |
2.618 |
4,568.5 |
1.618 |
4,464.5 |
1.000 |
4,400.0 |
0.618 |
4,360.5 |
HIGH |
4,296.0 |
0.618 |
4,256.5 |
0.500 |
4,244.0 |
0.382 |
4,231.5 |
LOW |
4,192.0 |
0.618 |
4,127.5 |
1.000 |
4,088.0 |
1.618 |
4,023.5 |
2.618 |
3,919.5 |
4.250 |
3,750.0 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,255.0 |
4,222.0 |
PP |
4,249.5 |
4,183.5 |
S1 |
4,244.0 |
4,145.0 |
|