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 |
8,319 |
8,118 |
-201 |
-2.4% |
7,981 |
High |
8,322 |
8,163 |
-159 |
-1.9% |
8,359 |
Low |
8,080 |
7,909 |
-171 |
-2.1% |
7,872 |
Close |
8,112 |
7,955 |
-157 |
-1.9% |
7,955 |
Range |
242 |
254 |
12 |
5.0% |
487 |
ATR |
280 |
278 |
-2 |
-0.7% |
0 |
Volume |
175,478 |
163,671 |
-11,807 |
-6.7% |
973,823 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,771 |
8,617 |
8,095 |
|
R3 |
8,517 |
8,363 |
8,025 |
|
R2 |
8,263 |
8,263 |
8,002 |
|
R1 |
8,109 |
8,109 |
7,978 |
8,059 |
PP |
8,009 |
8,009 |
8,009 |
7,984 |
S1 |
7,855 |
7,855 |
7,932 |
7,805 |
S2 |
7,755 |
7,755 |
7,909 |
|
S3 |
7,501 |
7,601 |
7,885 |
|
S4 |
7,247 |
7,347 |
7,815 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,523 |
9,226 |
8,223 |
|
R3 |
9,036 |
8,739 |
8,089 |
|
R2 |
8,549 |
8,549 |
8,044 |
|
R1 |
8,252 |
8,252 |
8,000 |
8,157 |
PP |
8,062 |
8,062 |
8,062 |
8,015 |
S1 |
7,765 |
7,765 |
7,910 |
7,670 |
S2 |
7,575 |
7,575 |
7,866 |
|
S3 |
7,088 |
7,278 |
7,821 |
|
S4 |
6,601 |
6,791 |
7,687 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,359 |
7,872 |
487 |
6.1% |
246 |
3.1% |
17% |
False |
False |
194,764 |
10 |
8,392 |
7,852 |
540 |
6.8% |
291 |
3.7% |
19% |
False |
False |
213,068 |
20 |
9,048 |
7,852 |
1,196 |
15.0% |
261 |
3.3% |
9% |
False |
False |
179,061 |
40 |
9,048 |
7,852 |
1,196 |
15.0% |
279 |
3.5% |
9% |
False |
False |
132,775 |
60 |
9,612 |
7,398 |
2,214 |
27.8% |
350 |
4.4% |
25% |
False |
False |
88,629 |
80 |
10,139 |
7,398 |
2,741 |
34.5% |
430 |
5.4% |
20% |
False |
False |
66,561 |
100 |
11,542 |
7,398 |
4,144 |
52.1% |
421 |
5.3% |
13% |
False |
False |
53,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,243 |
2.618 |
8,828 |
1.618 |
8,574 |
1.000 |
8,417 |
0.618 |
8,320 |
HIGH |
8,163 |
0.618 |
8,066 |
0.500 |
8,036 |
0.382 |
8,006 |
LOW |
7,909 |
0.618 |
7,752 |
1.000 |
7,655 |
1.618 |
7,498 |
2.618 |
7,244 |
4.250 |
6,830 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,036 |
8,134 |
PP |
8,009 |
8,074 |
S1 |
7,982 |
8,015 |
|