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 |
3,522.0 |
3,439.0 |
-83.0 |
-2.4% |
3,362.0 |
High |
3,530.0 |
3,522.0 |
-8.0 |
-0.2% |
3,530.0 |
Low |
3,468.0 |
3,431.0 |
-37.0 |
-1.1% |
3,355.0 |
Close |
3,516.0 |
3,492.0 |
-24.0 |
-0.7% |
3,492.0 |
Range |
62.0 |
91.0 |
29.0 |
46.8% |
175.0 |
ATR |
107.4 |
106.2 |
-1.2 |
-1.1% |
0.0 |
Volume |
20,539 |
28,280 |
7,741 |
37.7% |
102,586 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,754.7 |
3,714.3 |
3,542.1 |
|
R3 |
3,663.7 |
3,623.3 |
3,517.0 |
|
R2 |
3,572.7 |
3,572.7 |
3,508.7 |
|
R1 |
3,532.3 |
3,532.3 |
3,500.3 |
3,552.5 |
PP |
3,481.7 |
3,481.7 |
3,481.7 |
3,491.8 |
S1 |
3,441.3 |
3,441.3 |
3,483.7 |
3,461.5 |
S2 |
3,390.7 |
3,390.7 |
3,475.3 |
|
S3 |
3,299.7 |
3,350.3 |
3,467.0 |
|
S4 |
3,208.7 |
3,259.3 |
3,442.0 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,984.0 |
3,913.0 |
3,588.3 |
|
R3 |
3,809.0 |
3,738.0 |
3,540.1 |
|
R2 |
3,634.0 |
3,634.0 |
3,524.1 |
|
R1 |
3,563.0 |
3,563.0 |
3,508.0 |
3,598.5 |
PP |
3,459.0 |
3,459.0 |
3,459.0 |
3,476.8 |
S1 |
3,388.0 |
3,388.0 |
3,476.0 |
3,423.5 |
S2 |
3,284.0 |
3,284.0 |
3,459.9 |
|
S3 |
3,109.0 |
3,213.0 |
3,443.9 |
|
S4 |
2,934.0 |
3,038.0 |
3,395.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,530.0 |
3,299.0 |
231.0 |
6.6% |
86.0 |
2.5% |
84% |
False |
False |
27,654 |
10 |
3,575.0 |
3,299.0 |
276.0 |
7.9% |
73.6 |
2.1% |
70% |
False |
False |
26,313 |
20 |
3,811.0 |
3,299.0 |
512.0 |
14.7% |
76.3 |
2.2% |
38% |
False |
False |
22,843 |
40 |
4,002.0 |
3,299.0 |
703.0 |
20.1% |
99.0 |
2.8% |
27% |
False |
False |
22,426 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
31.4% |
83.1 |
2.4% |
24% |
False |
False |
15,530 |
80 |
4,465.0 |
3,229.0 |
1,236.0 |
35.4% |
68.5 |
2.0% |
21% |
False |
False |
12,645 |
100 |
5,073.0 |
3,229.0 |
1,844.0 |
52.8% |
63.4 |
1.8% |
14% |
False |
False |
10,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,908.8 |
2.618 |
3,760.2 |
1.618 |
3,669.2 |
1.000 |
3,613.0 |
0.618 |
3,578.2 |
HIGH |
3,522.0 |
0.618 |
3,487.2 |
0.500 |
3,476.5 |
0.382 |
3,465.8 |
LOW |
3,431.0 |
0.618 |
3,374.8 |
1.000 |
3,340.0 |
1.618 |
3,283.8 |
2.618 |
3,192.8 |
4.250 |
3,044.3 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
3,486.8 |
3,479.7 |
PP |
3,481.7 |
3,467.3 |
S1 |
3,476.5 |
3,455.0 |
|