Trading Metrics calculated at close of trading on 29-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,100 |
8,319 |
219 |
2.7% |
8,269 |
High |
8,359 |
8,322 |
-37 |
-0.4% |
8,392 |
Low |
8,079 |
8,080 |
1 |
0.0% |
7,852 |
Close |
8,322 |
8,112 |
-210 |
-2.5% |
7,973 |
Range |
280 |
242 |
-38 |
-13.6% |
540 |
ATR |
282 |
280 |
-3 |
-1.0% |
0 |
Volume |
187,270 |
175,478 |
-11,792 |
-6.3% |
894,698 |
|
Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,897 |
8,747 |
8,245 |
|
R3 |
8,655 |
8,505 |
8,179 |
|
R2 |
8,413 |
8,413 |
8,156 |
|
R1 |
8,263 |
8,263 |
8,134 |
8,217 |
PP |
8,171 |
8,171 |
8,171 |
8,149 |
S1 |
8,021 |
8,021 |
8,090 |
7,975 |
S2 |
7,929 |
7,929 |
8,068 |
|
S3 |
7,687 |
7,779 |
8,046 |
|
S4 |
7,445 |
7,537 |
7,979 |
|
|
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 |
6.3% |
247 |
3.0% |
51% |
False |
False |
210,493 |
10 |
8,392 |
7,852 |
540 |
6.7% |
295 |
3.6% |
48% |
False |
False |
216,977 |
20 |
9,048 |
7,852 |
1,196 |
14.7% |
257 |
3.2% |
22% |
False |
False |
175,178 |
40 |
9,048 |
7,852 |
1,196 |
14.7% |
280 |
3.5% |
22% |
False |
False |
128,700 |
60 |
9,612 |
7,398 |
2,214 |
27.3% |
349 |
4.3% |
32% |
False |
False |
85,903 |
80 |
10,351 |
7,398 |
2,953 |
36.4% |
436 |
5.4% |
24% |
False |
False |
64,518 |
100 |
11,542 |
7,398 |
4,144 |
51.1% |
421 |
5.2% |
17% |
False |
False |
51,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,351 |
2.618 |
8,956 |
1.618 |
8,714 |
1.000 |
8,564 |
0.618 |
8,472 |
HIGH |
8,322 |
0.618 |
8,230 |
0.500 |
8,201 |
0.382 |
8,173 |
LOW |
8,080 |
0.618 |
7,931 |
1.000 |
7,838 |
1.618 |
7,689 |
2.618 |
7,447 |
4.250 |
7,052 |
|
|
Fisher Pivots for day following 29-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,201 |
8,195 |
PP |
8,171 |
8,167 |
S1 |
8,142 |
8,140 |
|