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 |
4,544.5 |
4,423.5 |
-121.0 |
-2.7% |
4,163.5 |
High |
4,544.5 |
4,473.0 |
-71.5 |
-1.6% |
4,584.5 |
Low |
4,399.0 |
4,340.0 |
-59.0 |
-1.3% |
4,163.5 |
Close |
4,453.0 |
4,356.0 |
-97.0 |
-2.2% |
4,356.0 |
Range |
145.5 |
133.0 |
-12.5 |
-8.6% |
421.0 |
ATR |
173.9 |
171.0 |
-2.9 |
-1.7% |
0.0 |
Volume |
557 |
215 |
-342 |
-61.4% |
2,550 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,788.7 |
4,705.3 |
4,429.2 |
|
R3 |
4,655.7 |
4,572.3 |
4,392.6 |
|
R2 |
4,522.7 |
4,522.7 |
4,380.4 |
|
R1 |
4,439.3 |
4,439.3 |
4,368.2 |
4,414.5 |
PP |
4,389.7 |
4,389.7 |
4,389.7 |
4,377.3 |
S1 |
4,306.3 |
4,306.3 |
4,343.8 |
4,281.5 |
S2 |
4,256.7 |
4,256.7 |
4,331.6 |
|
S3 |
4,123.7 |
4,173.3 |
4,319.4 |
|
S4 |
3,990.7 |
4,040.3 |
4,282.9 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,631.0 |
5,414.5 |
4,587.6 |
|
R3 |
5,210.0 |
4,993.5 |
4,471.8 |
|
R2 |
4,789.0 |
4,789.0 |
4,433.2 |
|
R1 |
4,572.5 |
4,572.5 |
4,394.6 |
4,680.8 |
PP |
4,368.0 |
4,368.0 |
4,368.0 |
4,422.1 |
S1 |
4,151.5 |
4,151.5 |
4,317.4 |
4,259.8 |
S2 |
3,947.0 |
3,947.0 |
4,278.8 |
|
S3 |
3,526.0 |
3,730.5 |
4,240.2 |
|
S4 |
3,105.0 |
3,309.5 |
4,124.5 |
|
|
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 |
4,163.5 |
421.0 |
9.7% |
156.2 |
3.6% |
46% |
False |
False |
510 |
10 |
4,584.5 |
4,097.0 |
487.5 |
11.2% |
171.2 |
3.9% |
53% |
False |
False |
604 |
20 |
5,151.0 |
4,097.0 |
1,054.0 |
24.2% |
155.4 |
3.6% |
25% |
False |
False |
599 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
24.2% |
158.1 |
3.6% |
25% |
False |
False |
1,325 |
60 |
5,414.0 |
4,097.0 |
1,317.0 |
30.2% |
184.9 |
4.2% |
20% |
False |
False |
1,034 |
80 |
5,684.0 |
4,097.0 |
1,587.0 |
36.4% |
207.0 |
4.8% |
16% |
False |
False |
824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,038.3 |
2.618 |
4,821.2 |
1.618 |
4,688.2 |
1.000 |
4,606.0 |
0.618 |
4,555.2 |
HIGH |
4,473.0 |
0.618 |
4,422.2 |
0.500 |
4,406.5 |
0.382 |
4,390.8 |
LOW |
4,340.0 |
0.618 |
4,257.8 |
1.000 |
4,207.0 |
1.618 |
4,124.8 |
2.618 |
3,991.8 |
4.250 |
3,774.8 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
4,406.5 |
4,462.3 |
PP |
4,389.7 |
4,426.8 |
S1 |
4,372.8 |
4,391.4 |
|