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 |
8,373.06 |
8,149.01 |
-224.05 |
-2.7% |
8,078.04 |
High |
8,373.14 |
8,195.76 |
-177.38 |
-2.1% |
8,405.87 |
Low |
8,137.94 |
7,961.92 |
-176.02 |
-2.2% |
7,961.92 |
Close |
8,149.01 |
8,000.86 |
-148.15 |
-1.8% |
8,000.86 |
Range |
235.20 |
233.84 |
-1.36 |
-0.6% |
443.95 |
ATR |
245.36 |
244.54 |
-0.82 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,754.37 |
8,611.45 |
8,129.47 |
|
R3 |
8,520.53 |
8,377.61 |
8,065.17 |
|
R2 |
8,286.69 |
8,286.69 |
8,043.73 |
|
R1 |
8,143.77 |
8,143.77 |
8,022.30 |
8,098.31 |
PP |
8,052.85 |
8,052.85 |
8,052.85 |
8,030.12 |
S1 |
7,909.93 |
7,909.93 |
7,979.42 |
7,864.47 |
S2 |
7,819.01 |
7,819.01 |
7,957.99 |
|
S3 |
7,585.17 |
7,676.09 |
7,936.55 |
|
S4 |
7,351.33 |
7,442.25 |
7,872.25 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,454.73 |
9,171.75 |
8,245.03 |
|
R3 |
9,010.78 |
8,727.80 |
8,122.95 |
|
R2 |
8,566.83 |
8,566.83 |
8,082.25 |
|
R1 |
8,283.85 |
8,283.85 |
8,041.56 |
8,203.37 |
PP |
8,122.88 |
8,122.88 |
8,122.88 |
8,082.64 |
S1 |
7,839.90 |
7,839.90 |
7,960.16 |
7,759.42 |
S2 |
7,678.93 |
7,678.93 |
7,919.47 |
|
S3 |
7,234.98 |
7,395.95 |
7,878.77 |
|
S4 |
6,791.03 |
6,952.00 |
7,756.69 |
|
|
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 |
7,961.92 |
443.95 |
5.5% |
210.03 |
2.6% |
9% |
False |
True |
|
10 |
8,405.87 |
7,909.03 |
496.84 |
6.2% |
245.27 |
3.1% |
18% |
False |
False |
|
20 |
9,088.06 |
7,909.03 |
1,179.03 |
14.7% |
227.90 |
2.8% |
8% |
False |
False |
|
40 |
9,088.06 |
7,909.03 |
1,179.03 |
14.7% |
248.20 |
3.1% |
8% |
False |
False |
|
60 |
9,653.95 |
7,449.38 |
2,204.57 |
27.6% |
316.41 |
4.0% |
25% |
False |
False |
|
80 |
10,124.03 |
7,449.38 |
2,674.65 |
33.4% |
385.95 |
4.8% |
21% |
False |
False |
|
100 |
11,577.50 |
7,449.38 |
4,128.12 |
51.6% |
389.79 |
4.9% |
13% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
55.2% |
359.48 |
4.5% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,189.58 |
2.618 |
8,807.95 |
1.618 |
8,574.11 |
1.000 |
8,429.60 |
0.618 |
8,340.27 |
HIGH |
8,195.76 |
0.618 |
8,106.43 |
0.500 |
8,078.84 |
0.382 |
8,051.25 |
LOW |
7,961.92 |
0.618 |
7,817.41 |
1.000 |
7,728.08 |
1.618 |
7,583.57 |
2.618 |
7,349.73 |
4.250 |
6,968.10 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
8,078.84 |
8,183.90 |
PP |
8,052.85 |
8,122.88 |
S1 |
8,026.85 |
8,061.87 |
|