Trading Metrics calculated at close of trading on 28-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,060 |
8,100 |
40 |
0.5% |
8,269 |
High |
8,176 |
8,359 |
183 |
2.2% |
8,392 |
Low |
8,031 |
8,079 |
48 |
0.6% |
7,852 |
Close |
8,093 |
8,322 |
229 |
2.8% |
7,973 |
Range |
145 |
280 |
135 |
93.1% |
540 |
ATR |
283 |
282 |
0 |
-0.1% |
0 |
Volume |
209,673 |
187,270 |
-22,403 |
-10.7% |
894,698 |
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,093 |
8,988 |
8,476 |
|
R3 |
8,813 |
8,708 |
8,399 |
|
R2 |
8,533 |
8,533 |
8,373 |
|
R1 |
8,428 |
8,428 |
8,348 |
8,481 |
PP |
8,253 |
8,253 |
8,253 |
8,280 |
S1 |
8,148 |
8,148 |
8,296 |
8,201 |
S2 |
7,973 |
7,973 |
8,271 |
|
S3 |
7,693 |
7,868 |
8,245 |
|
S4 |
7,413 |
7,588 |
8,168 |
|
|
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 |
8,359 |
7,852 |
507 |
6.1% |
263 |
3.2% |
93% |
True |
False |
216,861 |
10 |
8,464 |
7,852 |
612 |
7.4% |
308 |
3.7% |
77% |
False |
False |
217,415 |
20 |
9,048 |
7,852 |
1,196 |
14.4% |
255 |
3.1% |
39% |
False |
False |
169,622 |
40 |
9,048 |
7,852 |
1,196 |
14.4% |
291 |
3.5% |
39% |
False |
False |
124,315 |
60 |
9,612 |
7,398 |
2,214 |
26.6% |
351 |
4.2% |
42% |
False |
False |
82,982 |
80 |
10,810 |
7,398 |
3,412 |
41.0% |
439 |
5.3% |
27% |
False |
False |
62,327 |
100 |
11,542 |
7,398 |
4,144 |
49.8% |
420 |
5.0% |
22% |
False |
False |
49,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,549 |
2.618 |
9,092 |
1.618 |
8,812 |
1.000 |
8,639 |
0.618 |
8,532 |
HIGH |
8,359 |
0.618 |
8,252 |
0.500 |
8,219 |
0.382 |
8,186 |
LOW |
8,079 |
0.618 |
7,906 |
1.000 |
7,799 |
1.618 |
7,626 |
2.618 |
7,346 |
4.250 |
6,889 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,288 |
8,253 |
PP |
8,253 |
8,184 |
S1 |
8,219 |
8,116 |
|