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 |
1,094.50 |
1,081.00 |
-13.50 |
-1.2% |
1,094.00 |
High |
1,103.50 |
1,093.25 |
-10.25 |
-0.9% |
1,103.50 |
Low |
1,074.75 |
1,066.50 |
-8.25 |
-0.8% |
1,066.50 |
Close |
1,079.25 |
1,070.50 |
-8.75 |
-0.8% |
1,070.50 |
Range |
28.75 |
26.75 |
-2.00 |
-7.0% |
37.00 |
ATR |
17.25 |
17.93 |
0.68 |
3.9% |
0.00 |
Volume |
2,634,603 |
3,052,088 |
417,485 |
15.8% |
13,760,692 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,157.00 |
1,140.50 |
1,085.25 |
|
R3 |
1,130.25 |
1,113.75 |
1,077.75 |
|
R2 |
1,103.50 |
1,103.50 |
1,075.50 |
|
R1 |
1,087.00 |
1,087.00 |
1,073.00 |
1,082.00 |
PP |
1,076.75 |
1,076.75 |
1,076.75 |
1,074.25 |
S1 |
1,060.25 |
1,060.25 |
1,068.00 |
1,055.00 |
S2 |
1,050.00 |
1,050.00 |
1,065.50 |
|
S3 |
1,023.25 |
1,033.50 |
1,063.25 |
|
S4 |
996.50 |
1,006.75 |
1,055.75 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,191.25 |
1,167.75 |
1,090.75 |
|
R3 |
1,154.25 |
1,130.75 |
1,080.75 |
|
R2 |
1,117.25 |
1,117.25 |
1,077.25 |
|
R1 |
1,093.75 |
1,093.75 |
1,074.00 |
1,087.00 |
PP |
1,080.25 |
1,080.25 |
1,080.25 |
1,076.75 |
S1 |
1,056.75 |
1,056.75 |
1,067.00 |
1,050.00 |
S2 |
1,043.25 |
1,043.25 |
1,063.75 |
|
S3 |
1,006.25 |
1,019.75 |
1,060.25 |
|
S4 |
969.25 |
982.75 |
1,050.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,103.50 |
1,066.50 |
37.00 |
3.5% |
21.00 |
2.0% |
11% |
False |
True |
2,752,138 |
10 |
1,147.25 |
1,066.50 |
80.75 |
7.5% |
22.50 |
2.1% |
5% |
False |
True |
2,493,457 |
20 |
1,148.00 |
1,066.50 |
81.50 |
7.6% |
17.25 |
1.6% |
5% |
False |
True |
1,945,001 |
40 |
1,148.00 |
1,066.50 |
81.50 |
7.6% |
15.00 |
1.4% |
5% |
False |
True |
1,386,218 |
60 |
1,148.00 |
1,022.25 |
125.75 |
11.7% |
15.75 |
1.5% |
38% |
False |
False |
925,793 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.9% |
16.50 |
1.5% |
39% |
False |
False |
695,189 |
100 |
1,148.00 |
1,004.75 |
143.25 |
13.4% |
16.25 |
1.5% |
46% |
False |
False |
556,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.00 |
2.618 |
1,163.25 |
1.618 |
1,136.50 |
1.000 |
1,120.00 |
0.618 |
1,109.75 |
HIGH |
1,093.25 |
0.618 |
1,083.00 |
0.500 |
1,080.00 |
0.382 |
1,076.75 |
LOW |
1,066.50 |
0.618 |
1,050.00 |
1.000 |
1,039.75 |
1.618 |
1,023.25 |
2.618 |
996.50 |
4.250 |
952.75 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,080.00 |
1,085.00 |
PP |
1,076.75 |
1,080.25 |
S1 |
1,073.50 |
1,075.25 |
|