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 |
5,557.0 |
5,618.5 |
61.5 |
1.1% |
5,905.0 |
High |
5,689.0 |
5,690.0 |
1.0 |
0.0% |
6,004.5 |
Low |
5,549.5 |
5,590.5 |
41.0 |
0.7% |
5,565.0 |
Close |
5,675.5 |
5,643.0 |
-32.5 |
-0.6% |
5,702.5 |
Range |
139.5 |
99.5 |
-40.0 |
-28.7% |
439.5 |
ATR |
115.0 |
113.9 |
-1.1 |
-1.0% |
0.0 |
Volume |
171,173 |
204,734 |
33,561 |
19.6% |
833,328 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,939.7 |
5,890.8 |
5,697.7 |
|
R3 |
5,840.2 |
5,791.3 |
5,670.4 |
|
R2 |
5,740.7 |
5,740.7 |
5,661.2 |
|
R1 |
5,691.8 |
5,691.8 |
5,652.1 |
5,716.3 |
PP |
5,641.2 |
5,641.2 |
5,641.2 |
5,653.4 |
S1 |
5,592.3 |
5,592.3 |
5,633.9 |
5,616.8 |
S2 |
5,541.7 |
5,541.7 |
5,624.8 |
|
S3 |
5,442.2 |
5,492.8 |
5,615.6 |
|
S4 |
5,342.7 |
5,393.3 |
5,588.3 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,075.8 |
6,828.7 |
5,944.2 |
|
R3 |
6,636.3 |
6,389.2 |
5,823.4 |
|
R2 |
6,196.8 |
6,196.8 |
5,783.1 |
|
R1 |
5,949.7 |
5,949.7 |
5,742.8 |
5,853.5 |
PP |
5,757.3 |
5,757.3 |
5,757.3 |
5,709.3 |
S1 |
5,510.2 |
5,510.2 |
5,662.2 |
5,414.0 |
S2 |
5,317.8 |
5,317.8 |
5,621.9 |
|
S3 |
4,878.3 |
5,070.7 |
5,581.6 |
|
S4 |
4,438.8 |
4,631.2 |
5,460.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,914.0 |
5,549.5 |
364.5 |
6.5% |
145.5 |
2.6% |
26% |
False |
False |
204,933 |
10 |
6,033.0 |
5,549.5 |
483.5 |
8.6% |
133.3 |
2.4% |
19% |
False |
False |
178,684 |
20 |
6,100.5 |
5,549.5 |
551.0 |
9.8% |
101.3 |
1.8% |
17% |
False |
False |
136,890 |
40 |
6,100.5 |
5,519.0 |
581.5 |
10.3% |
100.7 |
1.8% |
21% |
False |
False |
82,189 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.8% |
101.1 |
1.8% |
41% |
False |
False |
55,088 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.8% |
101.0 |
1.8% |
41% |
False |
False |
41,483 |
100 |
6,100.5 |
5,275.0 |
825.5 |
14.6% |
97.2 |
1.7% |
45% |
False |
False |
33,613 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.5% |
98.0 |
1.7% |
51% |
False |
False |
28,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,112.9 |
2.618 |
5,950.5 |
1.618 |
5,851.0 |
1.000 |
5,789.5 |
0.618 |
5,751.5 |
HIGH |
5,690.0 |
0.618 |
5,652.0 |
0.500 |
5,640.3 |
0.382 |
5,628.5 |
LOW |
5,590.5 |
0.618 |
5,529.0 |
1.000 |
5,491.0 |
1.618 |
5,429.5 |
2.618 |
5,330.0 |
4.250 |
5,167.6 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,642.1 |
5,636.4 |
PP |
5,641.2 |
5,629.8 |
S1 |
5,640.3 |
5,623.3 |
|