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 |
4,163.5 |
4,351.0 |
187.5 |
4.5% |
4,445.5 |
High |
4,386.5 |
4,381.0 |
-5.5 |
-0.1% |
4,476.5 |
Low |
4,163.5 |
4,292.0 |
128.5 |
3.1% |
4,097.0 |
Close |
4,344.0 |
4,359.0 |
15.0 |
0.3% |
4,205.0 |
Range |
223.0 |
89.0 |
-134.0 |
-60.1% |
379.5 |
ATR |
178.7 |
172.3 |
-6.4 |
-3.6% |
0.0 |
Volume |
547 |
715 |
168 |
30.7% |
3,499 |
|
Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.0 |
4,574.0 |
4,408.0 |
|
R3 |
4,522.0 |
4,485.0 |
4,383.5 |
|
R2 |
4,433.0 |
4,433.0 |
4,375.3 |
|
R1 |
4,396.0 |
4,396.0 |
4,367.2 |
4,414.5 |
PP |
4,344.0 |
4,344.0 |
4,344.0 |
4,353.3 |
S1 |
4,307.0 |
4,307.0 |
4,350.8 |
4,325.5 |
S2 |
4,255.0 |
4,255.0 |
4,342.7 |
|
S3 |
4,166.0 |
4,218.0 |
4,334.5 |
|
S4 |
4,077.0 |
4,129.0 |
4,310.1 |
|
|
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 |
4,386.5 |
4,097.0 |
289.5 |
6.6% |
168.1 |
3.9% |
91% |
False |
False |
726 |
10 |
4,703.0 |
4,097.0 |
606.0 |
13.9% |
182.9 |
4.2% |
43% |
False |
False |
647 |
20 |
5,151.0 |
4,097.0 |
1,054.0 |
24.2% |
146.2 |
3.4% |
25% |
False |
False |
593 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
24.2% |
153.7 |
3.5% |
25% |
False |
False |
1,304 |
60 |
5,414.0 |
4,097.0 |
1,317.0 |
30.2% |
188.8 |
4.3% |
20% |
False |
False |
1,026 |
80 |
6,050.5 |
4,097.0 |
1,953.5 |
44.8% |
206.7 |
4.7% |
13% |
False |
False |
818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,759.3 |
2.618 |
4,614.0 |
1.618 |
4,525.0 |
1.000 |
4,470.0 |
0.618 |
4,436.0 |
HIGH |
4,381.0 |
0.618 |
4,347.0 |
0.500 |
4,336.5 |
0.382 |
4,326.0 |
LOW |
4,292.0 |
0.618 |
4,237.0 |
1.000 |
4,203.0 |
1.618 |
4,148.0 |
2.618 |
4,059.0 |
4.250 |
3,913.8 |
|
|
Fisher Pivots for day following 27-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,351.5 |
4,319.9 |
PP |
4,344.0 |
4,280.8 |
S1 |
4,336.5 |
4,241.8 |
|