Trading Metrics calculated at close of trading on 27-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,078.04 |
8,117.39 |
39.35 |
0.5% |
8,279.63 |
High |
8,231.68 |
8,225.79 |
-5.89 |
-0.1% |
8,291.98 |
Low |
8,023.16 |
8,083.14 |
59.98 |
0.7% |
7,909.03 |
Close |
8,116.03 |
8,174.73 |
58.70 |
0.7% |
8,077.56 |
Range |
208.52 |
142.65 |
-65.87 |
-31.6% |
382.95 |
ATR |
255.14 |
247.10 |
-8.03 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,589.17 |
8,524.60 |
8,253.19 |
|
R3 |
8,446.52 |
8,381.95 |
8,213.96 |
|
R2 |
8,303.87 |
8,303.87 |
8,200.88 |
|
R1 |
8,239.30 |
8,239.30 |
8,187.81 |
8,271.59 |
PP |
8,161.22 |
8,161.22 |
8,161.22 |
8,177.36 |
S1 |
8,096.65 |
8,096.65 |
8,161.65 |
8,128.94 |
S2 |
8,018.57 |
8,018.57 |
8,148.58 |
|
S3 |
7,875.92 |
7,954.00 |
8,135.50 |
|
S4 |
7,733.27 |
7,811.35 |
8,096.27 |
|
|
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 |
8,243.55 |
7,909.03 |
334.52 |
4.1% |
233.96 |
2.9% |
79% |
False |
False |
|
10 |
8,522.08 |
7,909.03 |
613.05 |
7.5% |
249.55 |
3.1% |
43% |
False |
False |
|
20 |
9,088.06 |
7,909.03 |
1,179.03 |
14.4% |
219.56 |
2.7% |
23% |
False |
False |
|
40 |
9,088.06 |
7,909.03 |
1,179.03 |
14.4% |
259.17 |
3.2% |
23% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
27.0% |
317.76 |
3.9% |
33% |
False |
False |
|
80 |
10,825.54 |
7,449.38 |
3,376.16 |
41.3% |
398.08 |
4.9% |
21% |
False |
False |
|
100 |
11,577.50 |
7,449.38 |
4,128.12 |
50.5% |
391.89 |
4.8% |
18% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
54.0% |
360.11 |
4.4% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,832.05 |
2.618 |
8,599.25 |
1.618 |
8,456.60 |
1.000 |
8,368.44 |
0.618 |
8,313.95 |
HIGH |
8,225.79 |
0.618 |
8,171.30 |
0.500 |
8,154.47 |
0.382 |
8,137.63 |
LOW |
8,083.14 |
0.618 |
7,994.98 |
1.000 |
7,940.49 |
1.618 |
7,852.33 |
2.618 |
7,709.68 |
4.250 |
7,476.88 |
|
|
Fisher Pivots for day following 27-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,167.98 |
8,139.94 |
PP |
8,161.22 |
8,105.15 |
S1 |
8,154.47 |
8,070.36 |
|