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 |
4,351.0 |
4,394.0 |
43.0 |
1.0% |
4,445.5 |
High |
4,381.0 |
4,584.5 |
203.5 |
4.6% |
4,476.5 |
Low |
4,292.0 |
4,394.0 |
102.0 |
2.4% |
4,097.0 |
Close |
4,359.0 |
4,539.5 |
180.5 |
4.1% |
4,205.0 |
Range |
89.0 |
190.5 |
101.5 |
114.0% |
379.5 |
ATR |
172.3 |
176.1 |
3.8 |
2.2% |
0.0 |
Volume |
715 |
516 |
-199 |
-27.8% |
3,499 |
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,077.5 |
4,999.0 |
4,644.3 |
|
R3 |
4,887.0 |
4,808.5 |
4,591.9 |
|
R2 |
4,696.5 |
4,696.5 |
4,574.4 |
|
R1 |
4,618.0 |
4,618.0 |
4,557.0 |
4,657.3 |
PP |
4,506.0 |
4,506.0 |
4,506.0 |
4,525.6 |
S1 |
4,427.5 |
4,427.5 |
4,522.0 |
4,466.8 |
S2 |
4,315.5 |
4,315.5 |
4,504.6 |
|
S3 |
4,125.0 |
4,237.0 |
4,487.1 |
|
S4 |
3,934.5 |
4,046.5 |
4,434.7 |
|
|
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 |
4,584.5 |
4,097.0 |
487.5 |
10.7% |
163.9 |
3.6% |
91% |
True |
False |
577 |
10 |
4,584.5 |
4,097.0 |
487.5 |
10.7% |
173.8 |
3.8% |
91% |
True |
False |
659 |
20 |
5,151.0 |
4,097.0 |
1,054.0 |
23.2% |
153.7 |
3.4% |
42% |
False |
False |
602 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
23.2% |
153.2 |
3.4% |
42% |
False |
False |
1,311 |
60 |
5,414.0 |
4,097.0 |
1,317.0 |
29.0% |
188.1 |
4.1% |
34% |
False |
False |
1,030 |
80 |
6,050.5 |
4,097.0 |
1,953.5 |
43.0% |
208.3 |
4.6% |
23% |
False |
False |
821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,394.1 |
2.618 |
5,083.2 |
1.618 |
4,892.7 |
1.000 |
4,775.0 |
0.618 |
4,702.2 |
HIGH |
4,584.5 |
0.618 |
4,511.7 |
0.500 |
4,489.3 |
0.382 |
4,466.8 |
LOW |
4,394.0 |
0.618 |
4,276.3 |
1.000 |
4,203.5 |
1.618 |
4,085.8 |
2.618 |
3,895.3 |
4.250 |
3,584.4 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,522.8 |
4,484.3 |
PP |
4,506.0 |
4,429.2 |
S1 |
4,489.3 |
4,374.0 |
|