Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,087.8 |
1,085.0 |
-2.8 |
-0.3% |
1,093.5 |
High |
1,095.7 |
1,090.8 |
-4.9 |
-0.4% |
1,104.0 |
Low |
1,073.2 |
1,074.5 |
1.3 |
0.1% |
1,073.2 |
Close |
1,083.6 |
1,083.0 |
-0.6 |
-0.1% |
1,083.0 |
Range |
22.5 |
16.3 |
-6.2 |
-27.6% |
30.8 |
ATR |
21.6 |
21.2 |
-0.4 |
-1.7% |
0.0 |
Volume |
206,694 |
101,168 |
-105,526 |
-51.1% |
907,578 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,131.7 |
1,123.6 |
1,092.0 |
|
R3 |
1,115.4 |
1,107.3 |
1,087.5 |
|
R2 |
1,099.1 |
1,099.1 |
1,086.0 |
|
R1 |
1,091.0 |
1,091.0 |
1,084.5 |
1,086.9 |
PP |
1,082.8 |
1,082.8 |
1,082.8 |
1,080.7 |
S1 |
1,074.7 |
1,074.7 |
1,081.5 |
1,070.6 |
S2 |
1,066.5 |
1,066.5 |
1,080.0 |
|
S3 |
1,050.2 |
1,058.4 |
1,078.5 |
|
S4 |
1,033.9 |
1,042.1 |
1,074.0 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.1 |
1,161.9 |
1,099.9 |
|
R3 |
1,148.3 |
1,131.1 |
1,091.5 |
|
R2 |
1,117.5 |
1,117.5 |
1,088.6 |
|
R1 |
1,100.3 |
1,100.3 |
1,085.8 |
1,093.5 |
PP |
1,086.7 |
1,086.7 |
1,086.7 |
1,083.4 |
S1 |
1,069.5 |
1,069.5 |
1,080.2 |
1,062.7 |
S2 |
1,055.9 |
1,055.9 |
1,077.4 |
|
S3 |
1,025.1 |
1,038.7 |
1,074.5 |
|
S4 |
994.3 |
1,007.9 |
1,066.1 |
|
|
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% |
17.5 |
1.6% |
32% |
False |
False |
181,515 |
10 |
1,146.0 |
1,073.2 |
72.8 |
6.7% |
20.2 |
1.9% |
13% |
False |
False |
191,040 |
20 |
1,163.0 |
1,073.2 |
89.8 |
8.3% |
20.6 |
1.9% |
11% |
False |
False |
175,686 |
40 |
1,227.5 |
1,073.2 |
154.3 |
14.2% |
23.1 |
2.1% |
6% |
False |
False |
178,234 |
60 |
1,227.5 |
1,057.0 |
170.5 |
15.7% |
22.4 |
2.1% |
15% |
False |
False |
137,035 |
80 |
1,227.5 |
1,018.0 |
209.5 |
19.3% |
20.8 |
1.9% |
31% |
False |
False |
103,637 |
100 |
1,227.5 |
985.0 |
242.5 |
22.4% |
19.6 |
1.8% |
40% |
False |
False |
83,363 |
120 |
1,227.5 |
933.5 |
294.0 |
27.1% |
18.3 |
1.7% |
51% |
False |
False |
69,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,160.1 |
2.618 |
1,133.5 |
1.618 |
1,117.2 |
1.000 |
1,107.1 |
0.618 |
1,100.9 |
HIGH |
1,090.8 |
0.618 |
1,084.6 |
0.500 |
1,082.7 |
0.382 |
1,080.7 |
LOW |
1,074.5 |
0.618 |
1,064.4 |
1.000 |
1,058.2 |
1.618 |
1,048.1 |
2.618 |
1,031.8 |
4.250 |
1,005.2 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,082.9 |
1,087.7 |
PP |
1,082.8 |
1,086.1 |
S1 |
1,082.7 |
1,084.6 |
|