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 |
1,217.75 |
1,212.31 |
-5.44 |
-0.4% |
1,177.44 |
High |
1,220.72 |
1,216.46 |
-4.26 |
-0.3% |
1,245.98 |
Low |
1,198.76 |
1,176.82 |
-21.94 |
-1.8% |
1,169.21 |
Close |
1,203.85 |
1,180.25 |
-23.60 |
-2.0% |
1,180.25 |
Range |
21.96 |
39.64 |
17.68 |
80.5% |
76.77 |
ATR |
40.83 |
40.74 |
-0.08 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.10 |
1,284.81 |
1,202.05 |
|
R3 |
1,270.46 |
1,245.17 |
1,191.15 |
|
R2 |
1,230.82 |
1,230.82 |
1,187.52 |
|
R1 |
1,205.53 |
1,205.53 |
1,183.88 |
1,198.36 |
PP |
1,191.18 |
1,191.18 |
1,191.18 |
1,187.59 |
S1 |
1,165.89 |
1,165.89 |
1,176.62 |
1,158.72 |
S2 |
1,151.54 |
1,151.54 |
1,172.98 |
|
S3 |
1,111.90 |
1,126.25 |
1,169.35 |
|
S4 |
1,072.26 |
1,086.61 |
1,158.45 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.79 |
1,381.29 |
1,222.47 |
|
R3 |
1,352.02 |
1,304.52 |
1,201.36 |
|
R2 |
1,275.25 |
1,275.25 |
1,194.32 |
|
R1 |
1,227.75 |
1,227.75 |
1,187.29 |
1,251.50 |
PP |
1,198.48 |
1,198.48 |
1,198.48 |
1,210.36 |
S1 |
1,150.98 |
1,150.98 |
1,173.21 |
1,174.73 |
S2 |
1,121.71 |
1,121.71 |
1,166.18 |
|
S3 |
1,044.94 |
1,074.21 |
1,159.14 |
|
S4 |
968.17 |
997.44 |
1,138.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,245.98 |
1,169.21 |
76.77 |
6.5% |
29.14 |
2.5% |
14% |
False |
False |
|
10 |
1,245.98 |
1,136.61 |
109.37 |
9.3% |
37.12 |
3.1% |
40% |
False |
False |
|
20 |
1,286.08 |
1,136.61 |
149.47 |
12.7% |
36.17 |
3.1% |
29% |
False |
False |
|
40 |
1,286.08 |
1,096.09 |
189.99 |
16.1% |
38.01 |
3.2% |
44% |
False |
False |
|
60 |
1,382.65 |
1,018.86 |
363.79 |
30.8% |
44.67 |
3.8% |
44% |
False |
False |
|
80 |
1,470.99 |
1,018.86 |
452.13 |
38.3% |
55.06 |
4.7% |
36% |
False |
False |
|
100 |
1,779.32 |
1,018.86 |
760.46 |
64.4% |
56.59 |
4.8% |
21% |
False |
False |
|
120 |
1,973.56 |
1,018.86 |
954.70 |
80.9% |
53.15 |
4.5% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.93 |
2.618 |
1,320.24 |
1.618 |
1,280.60 |
1.000 |
1,256.10 |
0.618 |
1,240.96 |
HIGH |
1,216.46 |
0.618 |
1,201.32 |
0.500 |
1,196.64 |
0.382 |
1,191.96 |
LOW |
1,176.82 |
0.618 |
1,152.32 |
1.000 |
1,137.18 |
1.618 |
1,112.68 |
2.618 |
1,073.04 |
4.250 |
1,008.35 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1,196.64 |
1,211.40 |
PP |
1,191.18 |
1,201.02 |
S1 |
1,185.71 |
1,190.63 |
|