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 |
4,234.5 |
4,163.5 |
-71.0 |
-1.7% |
4,445.5 |
High |
4,250.5 |
4,386.5 |
136.0 |
3.2% |
4,476.5 |
Low |
4,097.0 |
4,163.5 |
66.5 |
1.6% |
4,097.0 |
Close |
4,205.0 |
4,344.0 |
139.0 |
3.3% |
4,205.0 |
Range |
153.5 |
223.0 |
69.5 |
45.3% |
379.5 |
ATR |
175.3 |
178.7 |
3.4 |
1.9% |
0.0 |
Volume |
882 |
547 |
-335 |
-38.0% |
3,499 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,967.0 |
4,878.5 |
4,466.7 |
|
R3 |
4,744.0 |
4,655.5 |
4,405.3 |
|
R2 |
4,521.0 |
4,521.0 |
4,384.9 |
|
R1 |
4,432.5 |
4,432.5 |
4,364.4 |
4,476.8 |
PP |
4,298.0 |
4,298.0 |
4,298.0 |
4,320.1 |
S1 |
4,209.5 |
4,209.5 |
4,323.6 |
4,253.8 |
S2 |
4,075.0 |
4,075.0 |
4,303.1 |
|
S3 |
3,852.0 |
3,986.5 |
4,282.7 |
|
S4 |
3,629.0 |
3,763.5 |
4,221.4 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,398.0 |
5,181.0 |
4,413.7 |
|
R3 |
5,018.5 |
4,801.5 |
4,309.4 |
|
R2 |
4,639.0 |
4,639.0 |
4,274.6 |
|
R1 |
4,422.0 |
4,422.0 |
4,239.8 |
4,340.8 |
PP |
4,259.5 |
4,259.5 |
4,259.5 |
4,218.9 |
S1 |
4,042.5 |
4,042.5 |
4,170.2 |
3,961.3 |
S2 |
3,880.0 |
3,880.0 |
4,135.4 |
|
S3 |
3,500.5 |
3,663.0 |
4,100.6 |
|
S4 |
3,121.0 |
3,283.5 |
3,996.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,402.0 |
4,097.0 |
305.0 |
7.0% |
190.9 |
4.4% |
81% |
False |
False |
695 |
10 |
4,728.5 |
4,097.0 |
631.5 |
14.5% |
183.3 |
4.2% |
39% |
False |
False |
631 |
20 |
5,151.0 |
4,097.0 |
1,054.0 |
24.3% |
147.3 |
3.4% |
23% |
False |
False |
575 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
24.3% |
156.7 |
3.6% |
23% |
False |
False |
1,296 |
60 |
5,414.0 |
4,097.0 |
1,317.0 |
30.3% |
196.3 |
4.5% |
19% |
False |
False |
1,022 |
80 |
6,050.5 |
4,097.0 |
1,953.5 |
45.0% |
206.4 |
4.8% |
13% |
False |
False |
810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,334.3 |
2.618 |
4,970.3 |
1.618 |
4,747.3 |
1.000 |
4,609.5 |
0.618 |
4,524.3 |
HIGH |
4,386.5 |
0.618 |
4,301.3 |
0.500 |
4,275.0 |
0.382 |
4,248.7 |
LOW |
4,163.5 |
0.618 |
4,025.7 |
1.000 |
3,940.5 |
1.618 |
3,802.7 |
2.618 |
3,579.7 |
4.250 |
3,215.8 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,321.0 |
4,309.9 |
PP |
4,298.0 |
4,275.8 |
S1 |
4,275.0 |
4,241.8 |
|