Trading Metrics calculated at close of trading on 27-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
7,981 |
8,060 |
79 |
1.0% |
8,269 |
High |
8,182 |
8,176 |
-6 |
-0.1% |
8,392 |
Low |
7,872 |
8,031 |
159 |
2.0% |
7,852 |
Close |
8,037 |
8,093 |
56 |
0.7% |
7,973 |
Range |
310 |
145 |
-165 |
-53.2% |
540 |
ATR |
293 |
283 |
-11 |
-3.6% |
0 |
Volume |
237,731 |
209,673 |
-28,058 |
-11.8% |
894,698 |
|
Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,535 |
8,459 |
8,173 |
|
R3 |
8,390 |
8,314 |
8,133 |
|
R2 |
8,245 |
8,245 |
8,120 |
|
R1 |
8,169 |
8,169 |
8,106 |
8,207 |
PP |
8,100 |
8,100 |
8,100 |
8,119 |
S1 |
8,024 |
8,024 |
8,080 |
8,062 |
S2 |
7,955 |
7,955 |
8,067 |
|
S3 |
7,810 |
7,879 |
8,053 |
|
S4 |
7,665 |
7,734 |
8,013 |
|
|
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 |
8,230 |
7,852 |
378 |
4.7% |
269 |
3.3% |
64% |
False |
False |
226,277 |
10 |
8,487 |
7,852 |
635 |
7.8% |
296 |
3.7% |
38% |
False |
False |
212,043 |
20 |
9,048 |
7,852 |
1,196 |
14.8% |
251 |
3.1% |
20% |
False |
False |
161,244 |
40 |
9,048 |
7,852 |
1,196 |
14.8% |
290 |
3.6% |
20% |
False |
False |
119,637 |
60 |
9,612 |
7,398 |
2,214 |
27.4% |
352 |
4.3% |
31% |
False |
False |
79,866 |
80 |
10,924 |
7,398 |
3,526 |
43.6% |
442 |
5.5% |
20% |
False |
False |
59,988 |
100 |
11,542 |
7,398 |
4,144 |
51.2% |
420 |
5.2% |
17% |
False |
False |
48,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,792 |
2.618 |
8,556 |
1.618 |
8,411 |
1.000 |
8,321 |
0.618 |
8,266 |
HIGH |
8,176 |
0.618 |
8,121 |
0.500 |
8,104 |
0.382 |
8,087 |
LOW |
8,031 |
0.618 |
7,942 |
1.000 |
7,886 |
1.618 |
7,797 |
2.618 |
7,652 |
4.250 |
7,415 |
|
|
Fisher Pivots for day following 27-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,104 |
8,068 |
PP |
8,100 |
8,042 |
S1 |
8,097 |
8,017 |
|