Trading Metrics calculated at close of trading on 26-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,083 |
7,981 |
-102 |
-1.3% |
8,269 |
High |
8,108 |
8,182 |
74 |
0.9% |
8,392 |
Low |
7,852 |
7,872 |
20 |
0.3% |
7,852 |
Close |
7,973 |
8,037 |
64 |
0.8% |
7,973 |
Range |
256 |
310 |
54 |
21.1% |
540 |
ATR |
292 |
293 |
1 |
0.4% |
0 |
Volume |
242,315 |
237,731 |
-4,584 |
-1.9% |
894,698 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,960 |
8,809 |
8,208 |
|
R3 |
8,650 |
8,499 |
8,122 |
|
R2 |
8,340 |
8,340 |
8,094 |
|
R1 |
8,189 |
8,189 |
8,066 |
8,265 |
PP |
8,030 |
8,030 |
8,030 |
8,068 |
S1 |
7,879 |
7,879 |
8,009 |
7,955 |
S2 |
7,720 |
7,720 |
7,980 |
|
S3 |
7,410 |
7,569 |
7,952 |
|
S4 |
7,100 |
7,259 |
7,867 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,692 |
9,373 |
8,270 |
|
R3 |
9,152 |
8,833 |
8,122 |
|
R2 |
8,612 |
8,612 |
8,072 |
|
R1 |
8,293 |
8,293 |
8,023 |
8,183 |
PP |
8,072 |
8,072 |
8,072 |
8,017 |
S1 |
7,753 |
7,753 |
7,924 |
7,643 |
S2 |
7,532 |
7,532 |
7,874 |
|
S3 |
6,992 |
7,213 |
7,825 |
|
S4 |
6,452 |
6,673 |
7,676 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,392 |
7,852 |
540 |
6.7% |
344 |
4.3% |
34% |
False |
False |
226,485 |
10 |
8,548 |
7,852 |
696 |
8.7% |
300 |
3.7% |
27% |
False |
False |
206,748 |
20 |
9,048 |
7,852 |
1,196 |
14.9% |
248 |
3.1% |
15% |
False |
False |
152,154 |
40 |
9,048 |
7,852 |
1,196 |
14.9% |
297 |
3.7% |
15% |
False |
False |
114,406 |
60 |
9,612 |
7,398 |
2,214 |
27.5% |
358 |
4.4% |
29% |
False |
False |
76,373 |
80 |
10,924 |
7,398 |
3,526 |
43.9% |
443 |
5.5% |
18% |
False |
False |
57,369 |
100 |
11,545 |
7,398 |
4,147 |
51.6% |
419 |
5.2% |
15% |
False |
False |
45,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,500 |
2.618 |
8,994 |
1.618 |
8,684 |
1.000 |
8,492 |
0.618 |
8,374 |
HIGH |
8,182 |
0.618 |
8,064 |
0.500 |
8,027 |
0.382 |
7,991 |
LOW |
7,872 |
0.618 |
7,681 |
1.000 |
7,562 |
1.618 |
7,371 |
2.618 |
7,061 |
4.250 |
6,555 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,034 |
8,041 |
PP |
8,030 |
8,040 |
S1 |
8,027 |
8,038 |
|