Trading Metrics calculated at close of trading on 26-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,108.79 |
8,078.04 |
-30.75 |
-0.4% |
8,279.63 |
High |
8,152.59 |
8,231.68 |
79.09 |
1.0% |
8,291.98 |
Low |
7,909.03 |
8,023.16 |
114.13 |
1.4% |
7,909.03 |
Close |
8,077.56 |
8,116.03 |
38.47 |
0.5% |
8,077.56 |
Range |
243.56 |
208.52 |
-35.04 |
-14.4% |
382.95 |
ATR |
258.73 |
255.14 |
-3.59 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,749.18 |
8,641.13 |
8,230.72 |
|
R3 |
8,540.66 |
8,432.61 |
8,173.37 |
|
R2 |
8,332.14 |
8,332.14 |
8,154.26 |
|
R1 |
8,224.09 |
8,224.09 |
8,135.14 |
8,278.12 |
PP |
8,123.62 |
8,123.62 |
8,123.62 |
8,150.64 |
S1 |
8,015.57 |
8,015.57 |
8,096.92 |
8,069.60 |
S2 |
7,915.10 |
7,915.10 |
8,077.80 |
|
S3 |
7,706.58 |
7,807.05 |
8,058.69 |
|
S4 |
7,498.06 |
7,598.53 |
8,001.34 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,241.71 |
9,042.58 |
8,288.18 |
|
R3 |
8,858.76 |
8,659.63 |
8,182.87 |
|
R2 |
8,475.81 |
8,475.81 |
8,147.77 |
|
R1 |
8,276.68 |
8,276.68 |
8,112.66 |
8,184.77 |
PP |
8,092.86 |
8,092.86 |
8,092.86 |
8,046.90 |
S1 |
7,893.73 |
7,893.73 |
8,042.46 |
7,801.82 |
S2 |
7,709.91 |
7,709.91 |
8,007.35 |
|
S3 |
7,326.96 |
7,510.78 |
7,972.25 |
|
S4 |
6,944.01 |
7,127.83 |
7,866.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,291.98 |
7,909.03 |
382.95 |
4.7% |
275.84 |
3.4% |
54% |
False |
False |
|
10 |
8,602.60 |
7,909.03 |
693.57 |
8.5% |
253.43 |
3.1% |
30% |
False |
False |
|
20 |
9,088.06 |
7,909.03 |
1,179.03 |
14.5% |
215.99 |
2.7% |
18% |
False |
False |
|
40 |
9,088.06 |
7,909.03 |
1,179.03 |
14.5% |
265.99 |
3.3% |
18% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
27.2% |
323.26 |
4.0% |
30% |
False |
False |
|
80 |
10,882.52 |
7,449.38 |
3,433.14 |
42.3% |
399.43 |
4.9% |
19% |
False |
False |
|
100 |
11,577.50 |
7,449.38 |
4,128.12 |
50.9% |
391.84 |
4.8% |
16% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
54.4% |
361.67 |
4.5% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,117.89 |
2.618 |
8,777.59 |
1.618 |
8,569.07 |
1.000 |
8,440.20 |
0.618 |
8,360.55 |
HIGH |
8,231.68 |
0.618 |
8,152.03 |
0.500 |
8,127.42 |
0.382 |
8,102.81 |
LOW |
8,023.16 |
0.618 |
7,894.29 |
1.000 |
7,814.64 |
1.618 |
7,685.77 |
2.618 |
7,477.25 |
4.250 |
7,136.95 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,127.42 |
8,100.81 |
PP |
8,123.62 |
8,085.58 |
S1 |
8,119.83 |
8,070.36 |
|