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 |
4,196.0 |
4,222.5 |
26.5 |
0.6% |
4,066.0 |
High |
4,296.0 |
4,235.5 |
-60.5 |
-1.4% |
4,152.0 |
Low |
4,192.0 |
4,098.5 |
-93.5 |
-2.2% |
3,916.5 |
Close |
4,260.5 |
4,138.0 |
-122.5 |
-2.9% |
3,998.0 |
Range |
104.0 |
137.0 |
33.0 |
31.7% |
235.5 |
ATR |
151.0 |
151.7 |
0.8 |
0.5% |
0.0 |
Volume |
111,501 |
121,991 |
10,490 |
9.4% |
547,135 |
|
Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,568.5 |
4,490.0 |
4,213.5 |
|
R3 |
4,431.5 |
4,353.0 |
4,175.5 |
|
R2 |
4,294.5 |
4,294.5 |
4,163.0 |
|
R1 |
4,216.0 |
4,216.0 |
4,150.5 |
4,187.0 |
PP |
4,157.5 |
4,157.5 |
4,157.5 |
4,142.5 |
S1 |
4,079.0 |
4,079.0 |
4,125.5 |
4,050.0 |
S2 |
4,020.5 |
4,020.5 |
4,113.0 |
|
S3 |
3,883.5 |
3,942.0 |
4,100.5 |
|
S4 |
3,746.5 |
3,805.0 |
4,062.5 |
|
|
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 |
9.2% |
137.0 |
3.3% |
58% |
False |
False |
129,700 |
10 |
4,296.0 |
3,916.5 |
379.5 |
9.2% |
142.5 |
3.4% |
58% |
False |
False |
139,503 |
20 |
4,649.0 |
3,916.5 |
732.5 |
17.7% |
142.0 |
3.4% |
30% |
False |
False |
114,309 |
40 |
4,649.0 |
3,916.5 |
732.5 |
17.7% |
143.5 |
3.5% |
30% |
False |
False |
87,844 |
60 |
4,649.0 |
3,672.5 |
976.5 |
23.6% |
152.0 |
3.7% |
48% |
False |
False |
58,632 |
80 |
4,780.0 |
3,672.5 |
1,107.5 |
26.8% |
175.5 |
4.2% |
42% |
False |
False |
44,044 |
100 |
5,552.0 |
3,672.5 |
1,879.5 |
45.4% |
168.5 |
4.1% |
25% |
False |
False |
35,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,818.0 |
2.618 |
4,594.0 |
1.618 |
4,457.0 |
1.000 |
4,372.5 |
0.618 |
4,320.0 |
HIGH |
4,235.5 |
0.618 |
4,183.0 |
0.500 |
4,167.0 |
0.382 |
4,151.0 |
LOW |
4,098.5 |
0.618 |
4,014.0 |
1.000 |
3,961.5 |
1.618 |
3,877.0 |
2.618 |
3,740.0 |
4.250 |
3,516.0 |
|
|
Fisher Pivots for day following 29-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,167.0 |
4,193.0 |
PP |
4,157.5 |
4,174.5 |
S1 |
4,147.5 |
4,156.5 |
|