Trading Metrics calculated at close of trading on 28-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,117.39 |
8,175.93 |
58.54 |
0.7% |
8,279.63 |
High |
8,225.79 |
8,405.87 |
180.08 |
2.2% |
8,291.98 |
Low |
8,083.14 |
8,175.93 |
92.79 |
1.1% |
7,909.03 |
Close |
8,174.73 |
8,375.45 |
200.72 |
2.5% |
8,077.56 |
Range |
142.65 |
229.94 |
87.29 |
61.2% |
382.95 |
ATR |
247.10 |
245.96 |
-1.14 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,008.90 |
8,922.12 |
8,501.92 |
|
R3 |
8,778.96 |
8,692.18 |
8,438.68 |
|
R2 |
8,549.02 |
8,549.02 |
8,417.61 |
|
R1 |
8,462.24 |
8,462.24 |
8,396.53 |
8,505.63 |
PP |
8,319.08 |
8,319.08 |
8,319.08 |
8,340.78 |
S1 |
8,232.30 |
8,232.30 |
8,354.37 |
8,275.69 |
S2 |
8,089.14 |
8,089.14 |
8,333.29 |
|
S3 |
7,859.20 |
8,002.36 |
8,312.22 |
|
S4 |
7,629.26 |
7,772.42 |
8,248.98 |
|
|
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 |
8,405.87 |
7,909.03 |
496.84 |
5.9% |
218.47 |
2.6% |
94% |
True |
False |
|
10 |
8,446.25 |
7,909.03 |
537.22 |
6.4% |
258.02 |
3.1% |
87% |
False |
False |
|
20 |
9,088.06 |
7,909.03 |
1,179.03 |
14.1% |
222.73 |
2.7% |
40% |
False |
False |
|
40 |
9,088.06 |
7,909.03 |
1,179.03 |
14.1% |
260.96 |
3.1% |
40% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
26.3% |
316.76 |
3.8% |
42% |
False |
False |
|
80 |
10,796.26 |
7,449.38 |
3,346.88 |
40.0% |
396.13 |
4.7% |
28% |
False |
False |
|
100 |
11,577.50 |
7,449.38 |
4,128.12 |
49.3% |
390.63 |
4.7% |
22% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
52.7% |
360.66 |
4.3% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,383.12 |
2.618 |
9,007.85 |
1.618 |
8,777.91 |
1.000 |
8,635.81 |
0.618 |
8,547.97 |
HIGH |
8,405.87 |
0.618 |
8,318.03 |
0.500 |
8,290.90 |
0.382 |
8,263.77 |
LOW |
8,175.93 |
0.618 |
8,033.83 |
1.000 |
7,945.99 |
1.618 |
7,803.89 |
2.618 |
7,573.95 |
4.250 |
7,198.69 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,347.27 |
8,321.81 |
PP |
8,319.08 |
8,268.16 |
S1 |
8,290.90 |
8,214.52 |
|