Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,097.9 |
1,097.4 |
-0.5 |
0.0% |
1,130.7 |
High |
1,103.2 |
1,102.1 |
-1.1 |
-0.1% |
1,141.7 |
Low |
1,085.2 |
1,083.0 |
-2.2 |
-0.2% |
1,081.9 |
Close |
1,098.3 |
1,084.5 |
-13.8 |
-1.3% |
1,089.7 |
Range |
18.0 |
19.1 |
1.1 |
6.1% |
59.8 |
ATR |
21.7 |
21.5 |
-0.2 |
-0.8% |
0.0 |
Volume |
155,359 |
230,154 |
74,795 |
48.1% |
837,111 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.2 |
1,134.9 |
1,095.0 |
|
R3 |
1,128.1 |
1,115.8 |
1,089.8 |
|
R2 |
1,109.0 |
1,109.0 |
1,088.0 |
|
R1 |
1,096.7 |
1,096.7 |
1,086.3 |
1,093.3 |
PP |
1,089.9 |
1,089.9 |
1,089.9 |
1,088.2 |
S1 |
1,077.6 |
1,077.6 |
1,082.7 |
1,074.2 |
S2 |
1,070.8 |
1,070.8 |
1,081.0 |
|
S3 |
1,051.7 |
1,058.5 |
1,079.2 |
|
S4 |
1,032.6 |
1,039.4 |
1,074.0 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.8 |
1,246.6 |
1,122.6 |
|
R3 |
1,224.0 |
1,186.8 |
1,106.1 |
|
R2 |
1,164.2 |
1,164.2 |
1,100.7 |
|
R1 |
1,127.0 |
1,127.0 |
1,095.2 |
1,115.7 |
PP |
1,104.4 |
1,104.4 |
1,104.4 |
1,098.8 |
S1 |
1,067.2 |
1,067.2 |
1,084.2 |
1,055.9 |
S2 |
1,044.6 |
1,044.6 |
1,078.7 |
|
S3 |
984.8 |
1,007.4 |
1,073.3 |
|
S4 |
925.0 |
947.6 |
1,056.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,117.4 |
1,081.9 |
35.5 |
3.3% |
19.1 |
1.8% |
7% |
False |
False |
220,820 |
10 |
1,146.7 |
1,081.9 |
64.8 |
6.0% |
19.9 |
1.8% |
4% |
False |
False |
205,329 |
20 |
1,163.0 |
1,081.9 |
81.1 |
7.5% |
19.8 |
1.8% |
3% |
False |
False |
168,814 |
40 |
1,227.5 |
1,075.2 |
152.3 |
14.0% |
23.4 |
2.2% |
6% |
False |
False |
181,795 |
60 |
1,227.5 |
1,036.6 |
190.9 |
17.6% |
22.3 |
2.1% |
25% |
False |
False |
132,126 |
80 |
1,227.5 |
989.0 |
238.5 |
22.0% |
20.8 |
1.9% |
40% |
False |
False |
99,862 |
100 |
1,227.5 |
977.8 |
249.7 |
23.0% |
19.5 |
1.8% |
43% |
False |
False |
80,320 |
120 |
1,227.5 |
933.5 |
294.0 |
27.1% |
18.2 |
1.7% |
51% |
False |
False |
67,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,183.3 |
2.618 |
1,152.1 |
1.618 |
1,133.0 |
1.000 |
1,121.2 |
0.618 |
1,113.9 |
HIGH |
1,102.1 |
0.618 |
1,094.8 |
0.500 |
1,092.6 |
0.382 |
1,090.3 |
LOW |
1,083.0 |
0.618 |
1,071.2 |
1.000 |
1,063.9 |
1.618 |
1,052.1 |
2.618 |
1,033.0 |
4.250 |
1,001.8 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,092.6 |
1,093.5 |
PP |
1,089.9 |
1,090.5 |
S1 |
1,087.2 |
1,087.5 |
|