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 |
1,094.00 |
1,087.50 |
-6.50 |
-0.6% |
1,131.75 |
High |
1,100.00 |
1,096.25 |
-3.75 |
-0.3% |
1,147.00 |
Low |
1,081.00 |
1,078.50 |
-2.50 |
-0.2% |
1,086.25 |
Close |
1,087.25 |
1,094.50 |
7.25 |
0.7% |
1,091.00 |
Range |
19.00 |
17.75 |
-1.25 |
-6.6% |
60.75 |
ATR |
16.26 |
16.37 |
0.11 |
0.7% |
0.00 |
Volume |
2,080,292 |
2,449,263 |
368,971 |
17.7% |
9,818,154 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.00 |
1,136.50 |
1,104.25 |
|
R3 |
1,125.25 |
1,118.75 |
1,099.50 |
|
R2 |
1,107.50 |
1,107.50 |
1,097.75 |
|
R1 |
1,101.00 |
1,101.00 |
1,096.25 |
1,104.25 |
PP |
1,089.75 |
1,089.75 |
1,089.75 |
1,091.50 |
S1 |
1,083.25 |
1,083.25 |
1,092.75 |
1,086.50 |
S2 |
1,072.00 |
1,072.00 |
1,091.25 |
|
S3 |
1,054.25 |
1,065.50 |
1,089.50 |
|
S4 |
1,036.50 |
1,047.75 |
1,084.75 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.25 |
1,251.50 |
1,124.50 |
|
R3 |
1,229.50 |
1,190.75 |
1,107.75 |
|
R2 |
1,168.75 |
1,168.75 |
1,102.25 |
|
R1 |
1,130.00 |
1,130.00 |
1,096.50 |
1,119.00 |
PP |
1,108.00 |
1,108.00 |
1,108.00 |
1,102.50 |
S1 |
1,069.25 |
1,069.25 |
1,085.50 |
1,058.25 |
S2 |
1,047.25 |
1,047.25 |
1,079.75 |
|
S3 |
986.50 |
1,008.50 |
1,074.25 |
|
S4 |
925.75 |
947.75 |
1,057.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,139.25 |
1,078.50 |
60.75 |
5.6% |
21.75 |
2.0% |
26% |
False |
True |
2,780,933 |
10 |
1,147.25 |
1,078.50 |
68.75 |
6.3% |
19.50 |
1.8% |
23% |
False |
True |
2,349,669 |
20 |
1,148.00 |
1,078.50 |
69.50 |
6.3% |
15.50 |
1.4% |
23% |
False |
True |
1,713,349 |
40 |
1,148.00 |
1,078.50 |
69.50 |
6.3% |
14.50 |
1.3% |
23% |
False |
True |
1,244,430 |
60 |
1,148.00 |
1,021.00 |
127.00 |
11.6% |
15.75 |
1.4% |
58% |
False |
False |
831,276 |
80 |
1,148.00 |
1,007.25 |
140.75 |
12.9% |
16.00 |
1.5% |
62% |
False |
False |
624,155 |
100 |
1,148.00 |
984.25 |
163.75 |
15.0% |
16.00 |
1.5% |
67% |
False |
False |
499,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.75 |
2.618 |
1,142.75 |
1.618 |
1,125.00 |
1.000 |
1,114.00 |
0.618 |
1,107.25 |
HIGH |
1,096.25 |
0.618 |
1,089.50 |
0.500 |
1,087.50 |
0.382 |
1,085.25 |
LOW |
1,078.50 |
0.618 |
1,067.50 |
1.000 |
1,060.75 |
1.618 |
1,049.75 |
2.618 |
1,032.00 |
4.250 |
1,003.00 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,092.00 |
1,093.25 |
PP |
1,089.75 |
1,092.00 |
S1 |
1,087.50 |
1,090.75 |
|