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 |
5,618.5 |
5,708.0 |
89.5 |
1.6% |
5,905.0 |
High |
5,690.0 |
5,729.0 |
39.0 |
0.7% |
6,004.5 |
Low |
5,590.5 |
5,536.0 |
-54.5 |
-1.0% |
5,565.0 |
Close |
5,643.0 |
5,570.5 |
-72.5 |
-1.3% |
5,702.5 |
Range |
99.5 |
193.0 |
93.5 |
94.0% |
439.5 |
ATR |
113.9 |
119.5 |
5.7 |
5.0% |
0.0 |
Volume |
204,734 |
239,533 |
34,799 |
17.0% |
833,328 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,190.8 |
6,073.7 |
5,676.7 |
|
R3 |
5,997.8 |
5,880.7 |
5,623.6 |
|
R2 |
5,804.8 |
5,804.8 |
5,605.9 |
|
R1 |
5,687.7 |
5,687.7 |
5,588.2 |
5,649.8 |
PP |
5,611.8 |
5,611.8 |
5,611.8 |
5,592.9 |
S1 |
5,494.7 |
5,494.7 |
5,552.8 |
5,456.8 |
S2 |
5,418.8 |
5,418.8 |
5,535.1 |
|
S3 |
5,225.8 |
5,301.7 |
5,517.4 |
|
S4 |
5,032.8 |
5,108.7 |
5,464.4 |
|
|
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 |
5,744.5 |
5,536.0 |
208.5 |
3.7% |
139.2 |
2.5% |
17% |
False |
True |
204,386 |
10 |
6,033.0 |
5,536.0 |
497.0 |
8.9% |
144.7 |
2.6% |
7% |
False |
True |
191,836 |
20 |
6,100.5 |
5,536.0 |
564.5 |
10.1% |
108.5 |
1.9% |
6% |
False |
True |
147,011 |
40 |
6,100.5 |
5,519.0 |
581.5 |
10.4% |
104.0 |
1.9% |
9% |
False |
False |
88,167 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.9% |
101.6 |
1.8% |
32% |
False |
False |
59,068 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.9% |
101.9 |
1.8% |
32% |
False |
False |
44,470 |
100 |
6,100.5 |
5,287.0 |
813.5 |
14.6% |
98.4 |
1.8% |
35% |
False |
False |
36,005 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.7% |
98.7 |
1.8% |
43% |
False |
False |
30,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,549.3 |
2.618 |
6,234.3 |
1.618 |
6,041.3 |
1.000 |
5,922.0 |
0.618 |
5,848.3 |
HIGH |
5,729.0 |
0.618 |
5,655.3 |
0.500 |
5,632.5 |
0.382 |
5,609.7 |
LOW |
5,536.0 |
0.618 |
5,416.7 |
1.000 |
5,343.0 |
1.618 |
5,223.7 |
2.618 |
5,030.7 |
4.250 |
4,715.8 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,632.5 |
5,632.5 |
PP |
5,611.8 |
5,611.8 |
S1 |
5,591.2 |
5,591.2 |
|