Trading Metrics calculated at close of trading on 29-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
8,175.93 |
8,373.06 |
197.13 |
2.4% |
8,279.63 |
High |
8,405.87 |
8,373.14 |
-32.73 |
-0.4% |
8,291.98 |
Low |
8,175.93 |
8,137.94 |
-37.99 |
-0.5% |
7,909.03 |
Close |
8,375.45 |
8,149.01 |
-226.44 |
-2.7% |
8,077.56 |
Range |
229.94 |
235.20 |
5.26 |
2.3% |
382.95 |
ATR |
245.96 |
245.36 |
-0.60 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,925.63 |
8,772.52 |
8,278.37 |
|
R3 |
8,690.43 |
8,537.32 |
8,213.69 |
|
R2 |
8,455.23 |
8,455.23 |
8,192.13 |
|
R1 |
8,302.12 |
8,302.12 |
8,170.57 |
8,261.08 |
PP |
8,220.03 |
8,220.03 |
8,220.03 |
8,199.51 |
S1 |
8,066.92 |
8,066.92 |
8,127.45 |
8,025.88 |
S2 |
7,984.83 |
7,984.83 |
8,105.89 |
|
S3 |
7,749.63 |
7,831.72 |
8,084.33 |
|
S4 |
7,514.43 |
7,596.52 |
8,019.65 |
|
|
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 |
6.1% |
211.97 |
2.6% |
48% |
False |
False |
|
10 |
8,405.87 |
7,909.03 |
496.84 |
6.1% |
250.99 |
3.1% |
48% |
False |
False |
|
20 |
9,088.06 |
7,909.03 |
1,179.03 |
14.5% |
225.10 |
2.8% |
20% |
False |
False |
|
40 |
9,088.06 |
7,909.03 |
1,179.03 |
14.5% |
249.69 |
3.1% |
20% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
27.1% |
315.09 |
3.9% |
32% |
False |
False |
|
80 |
10,322.76 |
7,449.38 |
2,873.38 |
35.3% |
392.99 |
4.8% |
24% |
False |
False |
|
100 |
11,577.50 |
7,449.38 |
4,128.12 |
50.7% |
390.91 |
4.8% |
17% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
54.2% |
360.63 |
4.4% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,372.74 |
2.618 |
8,988.89 |
1.618 |
8,753.69 |
1.000 |
8,608.34 |
0.618 |
8,518.49 |
HIGH |
8,373.14 |
0.618 |
8,283.29 |
0.500 |
8,255.54 |
0.382 |
8,227.79 |
LOW |
8,137.94 |
0.618 |
7,992.59 |
1.000 |
7,902.74 |
1.618 |
7,757.39 |
2.618 |
7,522.19 |
4.250 |
7,138.34 |
|
|
Fisher Pivots for day following 29-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,255.54 |
8,244.51 |
PP |
8,220.03 |
8,212.67 |
S1 |
8,184.52 |
8,180.84 |
|