Trading Metrics calculated at close of trading on 28-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,097.4 |
1,087.8 |
-9.6 |
-0.9% |
1,130.7 |
High |
1,102.1 |
1,095.7 |
-6.4 |
-0.6% |
1,141.7 |
Low |
1,083.0 |
1,073.2 |
-9.8 |
-0.9% |
1,081.9 |
Close |
1,084.5 |
1,083.6 |
-0.9 |
-0.1% |
1,089.7 |
Range |
19.1 |
22.5 |
3.4 |
17.8% |
59.8 |
ATR |
21.5 |
21.6 |
0.1 |
0.3% |
0.0 |
Volume |
230,154 |
206,694 |
-23,460 |
-10.2% |
837,111 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.7 |
1,140.1 |
1,096.0 |
|
R3 |
1,129.2 |
1,117.6 |
1,089.8 |
|
R2 |
1,106.7 |
1,106.7 |
1,087.7 |
|
R1 |
1,095.1 |
1,095.1 |
1,085.7 |
1,089.7 |
PP |
1,084.2 |
1,084.2 |
1,084.2 |
1,081.4 |
S1 |
1,072.6 |
1,072.6 |
1,081.5 |
1,067.2 |
S2 |
1,061.7 |
1,061.7 |
1,079.5 |
|
S3 |
1,039.2 |
1,050.1 |
1,077.4 |
|
S4 |
1,016.7 |
1,027.6 |
1,071.2 |
|
|
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 |
1,104.0 |
1,073.2 |
30.8 |
2.8% |
17.7 |
1.6% |
34% |
False |
True |
215,644 |
10 |
1,146.7 |
1,073.2 |
73.5 |
6.8% |
20.1 |
1.9% |
14% |
False |
True |
202,686 |
20 |
1,163.0 |
1,073.2 |
89.8 |
8.3% |
20.3 |
1.9% |
12% |
False |
True |
175,489 |
40 |
1,227.5 |
1,073.2 |
154.3 |
14.2% |
23.4 |
2.2% |
7% |
False |
True |
180,064 |
60 |
1,227.5 |
1,045.0 |
182.5 |
16.8% |
22.4 |
2.1% |
21% |
False |
False |
135,491 |
80 |
1,227.5 |
1,003.0 |
224.5 |
20.7% |
20.8 |
1.9% |
36% |
False |
False |
102,418 |
100 |
1,227.5 |
985.0 |
242.5 |
22.4% |
19.5 |
1.8% |
41% |
False |
False |
82,366 |
120 |
1,227.5 |
933.5 |
294.0 |
27.1% |
18.3 |
1.7% |
51% |
False |
False |
68,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,191.3 |
2.618 |
1,154.6 |
1.618 |
1,132.1 |
1.000 |
1,118.2 |
0.618 |
1,109.6 |
HIGH |
1,095.7 |
0.618 |
1,087.1 |
0.500 |
1,084.5 |
0.382 |
1,081.8 |
LOW |
1,073.2 |
0.618 |
1,059.3 |
1.000 |
1,050.7 |
1.618 |
1,036.8 |
2.618 |
1,014.3 |
4.250 |
977.6 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,084.5 |
1,088.2 |
PP |
1,084.2 |
1,086.7 |
S1 |
1,083.9 |
1,085.1 |
|