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 |
1,087.50 |
1,094.50 |
7.00 |
0.6% |
1,131.75 |
High |
1,096.25 |
1,103.50 |
7.25 |
0.7% |
1,147.00 |
Low |
1,078.50 |
1,074.75 |
-3.75 |
-0.3% |
1,086.25 |
Close |
1,094.50 |
1,079.25 |
-15.25 |
-1.4% |
1,091.00 |
Range |
17.75 |
28.75 |
11.00 |
62.0% |
60.75 |
ATR |
16.37 |
17.25 |
0.88 |
5.4% |
0.00 |
Volume |
2,449,263 |
2,634,603 |
185,340 |
7.6% |
9,818,154 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.00 |
1,154.50 |
1,095.00 |
|
R3 |
1,143.25 |
1,125.75 |
1,087.25 |
|
R2 |
1,114.50 |
1,114.50 |
1,084.50 |
|
R1 |
1,097.00 |
1,097.00 |
1,082.00 |
1,091.50 |
PP |
1,085.75 |
1,085.75 |
1,085.75 |
1,083.00 |
S1 |
1,068.25 |
1,068.25 |
1,076.50 |
1,062.50 |
S2 |
1,057.00 |
1,057.00 |
1,074.00 |
|
S3 |
1,028.25 |
1,039.50 |
1,071.25 |
|
S4 |
999.50 |
1,010.75 |
1,063.50 |
|
|
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 |
1,115.75 |
1,074.75 |
41.00 |
3.8% |
21.75 |
2.0% |
11% |
False |
True |
2,829,511 |
10 |
1,147.25 |
1,074.75 |
72.50 |
6.7% |
20.75 |
1.9% |
6% |
False |
True |
2,401,413 |
20 |
1,148.00 |
1,074.75 |
73.25 |
6.8% |
16.50 |
1.5% |
6% |
False |
True |
1,821,364 |
40 |
1,148.00 |
1,074.75 |
73.25 |
6.8% |
14.75 |
1.4% |
6% |
False |
True |
1,310,138 |
60 |
1,148.00 |
1,021.00 |
127.00 |
11.8% |
15.50 |
1.4% |
46% |
False |
False |
875,082 |
80 |
1,148.00 |
1,015.50 |
132.50 |
12.3% |
16.25 |
1.5% |
48% |
False |
False |
657,069 |
100 |
1,148.00 |
991.75 |
156.25 |
14.5% |
16.25 |
1.5% |
56% |
False |
False |
525,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.75 |
2.618 |
1,178.75 |
1.618 |
1,150.00 |
1.000 |
1,132.25 |
0.618 |
1,121.25 |
HIGH |
1,103.50 |
0.618 |
1,092.50 |
0.500 |
1,089.00 |
0.382 |
1,085.75 |
LOW |
1,074.75 |
0.618 |
1,057.00 |
1.000 |
1,046.00 |
1.618 |
1,028.25 |
2.618 |
999.50 |
4.250 |
952.50 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,089.00 |
1,089.00 |
PP |
1,085.75 |
1,085.75 |
S1 |
1,082.50 |
1,082.50 |
|