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 |
4,222.5 |
4,153.0 |
-69.5 |
-1.6% |
4,000.0 |
High |
4,235.5 |
4,190.5 |
-45.0 |
-1.1% |
4,296.0 |
Low |
4,098.5 |
4,082.0 |
-16.5 |
-0.4% |
3,994.5 |
Close |
4,138.0 |
4,104.0 |
-34.0 |
-0.8% |
4,104.0 |
Range |
137.0 |
108.5 |
-28.5 |
-20.8% |
301.5 |
ATR |
151.7 |
148.7 |
-3.1 |
-2.0% |
0.0 |
Volume |
121,991 |
128,404 |
6,413 |
5.3% |
631,337 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,451.0 |
4,386.0 |
4,163.5 |
|
R3 |
4,342.5 |
4,277.5 |
4,134.0 |
|
R2 |
4,234.0 |
4,234.0 |
4,124.0 |
|
R1 |
4,169.0 |
4,169.0 |
4,114.0 |
4,147.0 |
PP |
4,125.5 |
4,125.5 |
4,125.5 |
4,114.5 |
S1 |
4,060.5 |
4,060.5 |
4,094.0 |
4,039.0 |
S2 |
4,017.0 |
4,017.0 |
4,084.0 |
|
S3 |
3,908.5 |
3,952.0 |
4,074.0 |
|
S4 |
3,800.0 |
3,843.5 |
4,044.5 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,036.0 |
4,871.5 |
4,270.0 |
|
R3 |
4,734.5 |
4,570.0 |
4,187.0 |
|
R2 |
4,433.0 |
4,433.0 |
4,159.5 |
|
R1 |
4,268.5 |
4,268.5 |
4,131.5 |
4,351.0 |
PP |
4,131.5 |
4,131.5 |
4,131.5 |
4,172.5 |
S1 |
3,967.0 |
3,967.0 |
4,076.5 |
4,049.0 |
S2 |
3,830.0 |
3,830.0 |
4,048.5 |
|
S3 |
3,528.5 |
3,665.5 |
4,021.0 |
|
S4 |
3,227.0 |
3,364.0 |
3,938.0 |
|
|
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 |
3,994.5 |
301.5 |
7.3% |
126.0 |
3.1% |
36% |
False |
False |
126,267 |
10 |
4,296.0 |
3,916.5 |
379.5 |
9.2% |
141.0 |
3.4% |
49% |
False |
False |
134,640 |
20 |
4,649.0 |
3,916.5 |
732.5 |
17.8% |
145.0 |
3.5% |
26% |
False |
False |
118,665 |
40 |
4,649.0 |
3,916.5 |
732.5 |
17.8% |
140.0 |
3.4% |
26% |
False |
False |
91,050 |
60 |
4,649.0 |
3,672.5 |
976.5 |
23.8% |
152.0 |
3.7% |
44% |
False |
False |
60,770 |
80 |
4,749.0 |
3,672.5 |
1,076.5 |
26.2% |
175.5 |
4.3% |
40% |
False |
False |
45,648 |
100 |
5,531.5 |
3,672.5 |
1,859.0 |
45.3% |
169.0 |
4.1% |
23% |
False |
False |
36,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,651.5 |
2.618 |
4,474.5 |
1.618 |
4,366.0 |
1.000 |
4,299.0 |
0.618 |
4,257.5 |
HIGH |
4,190.5 |
0.618 |
4,149.0 |
0.500 |
4,136.0 |
0.382 |
4,123.5 |
LOW |
4,082.0 |
0.618 |
4,015.0 |
1.000 |
3,973.5 |
1.618 |
3,906.5 |
2.618 |
3,798.0 |
4.250 |
3,621.0 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,136.0 |
4,189.0 |
PP |
4,125.5 |
4,160.5 |
S1 |
4,115.0 |
4,132.5 |
|