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 |
4,394.0 |
4,544.5 |
150.5 |
3.4% |
4,445.5 |
High |
4,584.5 |
4,544.5 |
-40.0 |
-0.9% |
4,476.5 |
Low |
4,394.0 |
4,399.0 |
5.0 |
0.1% |
4,097.0 |
Close |
4,539.5 |
4,453.0 |
-86.5 |
-1.9% |
4,205.0 |
Range |
190.5 |
145.5 |
-45.0 |
-23.6% |
379.5 |
ATR |
176.1 |
173.9 |
-2.2 |
-1.2% |
0.0 |
Volume |
516 |
557 |
41 |
7.9% |
3,499 |
|
Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,902.0 |
4,823.0 |
4,533.0 |
|
R3 |
4,756.5 |
4,677.5 |
4,493.0 |
|
R2 |
4,611.0 |
4,611.0 |
4,479.7 |
|
R1 |
4,532.0 |
4,532.0 |
4,466.3 |
4,498.8 |
PP |
4,465.5 |
4,465.5 |
4,465.5 |
4,448.9 |
S1 |
4,386.5 |
4,386.5 |
4,439.7 |
4,353.3 |
S2 |
4,320.0 |
4,320.0 |
4,426.3 |
|
S3 |
4,174.5 |
4,241.0 |
4,413.0 |
|
S4 |
4,029.0 |
4,095.5 |
4,373.0 |
|
|
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 |
10.9% |
160.3 |
3.6% |
73% |
False |
False |
643 |
10 |
4,584.5 |
4,097.0 |
487.5 |
10.9% |
174.5 |
3.9% |
73% |
False |
False |
635 |
20 |
5,151.0 |
4,097.0 |
1,054.0 |
23.7% |
157.7 |
3.5% |
34% |
False |
False |
613 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
23.7% |
155.4 |
3.5% |
34% |
False |
False |
1,323 |
60 |
5,414.0 |
4,097.0 |
1,317.0 |
29.6% |
187.8 |
4.2% |
27% |
False |
False |
1,037 |
80 |
5,990.0 |
4,097.0 |
1,893.0 |
42.5% |
207.3 |
4.7% |
19% |
False |
False |
824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,162.9 |
2.618 |
4,925.4 |
1.618 |
4,779.9 |
1.000 |
4,690.0 |
0.618 |
4,634.4 |
HIGH |
4,544.5 |
0.618 |
4,488.9 |
0.500 |
4,471.8 |
0.382 |
4,454.6 |
LOW |
4,399.0 |
0.618 |
4,309.1 |
1.000 |
4,253.5 |
1.618 |
4,163.6 |
2.618 |
4,018.1 |
4.250 |
3,780.6 |
|
|
Fisher Pivots for day following 29-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,471.8 |
4,448.1 |
PP |
4,465.5 |
4,443.2 |
S1 |
4,459.3 |
4,438.3 |
|