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 |
1,809.75 |
1,798.75 |
-11.00 |
-0.6% |
1,861.75 |
High |
1,823.75 |
1,821.50 |
-2.25 |
-0.1% |
1,895.75 |
Low |
1,783.75 |
1,787.75 |
4.00 |
0.2% |
1,789.50 |
Close |
1,796.50 |
1,809.00 |
12.50 |
0.7% |
1,797.75 |
Range |
40.00 |
33.75 |
-6.25 |
-15.6% |
106.25 |
ATR |
30.89 |
31.09 |
0.20 |
0.7% |
0.00 |
Volume |
340,316 |
419,117 |
78,801 |
23.2% |
1,582,927 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,907.25 |
1,892.00 |
1,827.50 |
|
R3 |
1,873.50 |
1,858.25 |
1,818.25 |
|
R2 |
1,839.75 |
1,839.75 |
1,815.25 |
|
R1 |
1,824.50 |
1,824.50 |
1,812.00 |
1,832.00 |
PP |
1,806.00 |
1,806.00 |
1,806.00 |
1,810.00 |
S1 |
1,790.75 |
1,790.75 |
1,806.00 |
1,798.50 |
S2 |
1,772.25 |
1,772.25 |
1,802.75 |
|
S3 |
1,738.50 |
1,757.00 |
1,799.75 |
|
S4 |
1,704.75 |
1,723.25 |
1,790.50 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,146.50 |
2,078.25 |
1,856.25 |
|
R3 |
2,040.25 |
1,972.00 |
1,827.00 |
|
R2 |
1,934.00 |
1,934.00 |
1,817.25 |
|
R1 |
1,865.75 |
1,865.75 |
1,807.50 |
1,846.75 |
PP |
1,827.75 |
1,827.75 |
1,827.75 |
1,818.00 |
S1 |
1,759.50 |
1,759.50 |
1,788.00 |
1,740.50 |
S2 |
1,721.50 |
1,721.50 |
1,778.25 |
|
S3 |
1,615.25 |
1,653.25 |
1,768.50 |
|
S4 |
1,509.00 |
1,547.00 |
1,739.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,883.50 |
1,783.75 |
99.75 |
5.5% |
39.50 |
2.2% |
25% |
False |
False |
438,379 |
10 |
1,895.75 |
1,783.75 |
112.00 |
6.2% |
37.25 |
2.1% |
23% |
False |
False |
371,970 |
20 |
1,900.00 |
1,783.75 |
116.25 |
6.4% |
29.25 |
1.6% |
22% |
False |
False |
280,768 |
40 |
1,900.00 |
1,748.25 |
151.75 |
8.4% |
27.25 |
1.5% |
40% |
False |
False |
201,080 |
60 |
1,900.00 |
1,648.50 |
251.50 |
13.9% |
28.25 |
1.6% |
64% |
False |
False |
134,199 |
80 |
1,900.00 |
1,648.25 |
251.75 |
13.9% |
28.00 |
1.5% |
64% |
False |
False |
100,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.00 |
2.618 |
1,909.75 |
1.618 |
1,876.00 |
1.000 |
1,855.25 |
0.618 |
1,842.25 |
HIGH |
1,821.50 |
0.618 |
1,808.50 |
0.500 |
1,804.50 |
0.382 |
1,800.75 |
LOW |
1,787.75 |
0.618 |
1,767.00 |
1.000 |
1,754.00 |
1.618 |
1,733.25 |
2.618 |
1,699.50 |
4.250 |
1,644.25 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,807.50 |
1,807.25 |
PP |
1,806.00 |
1,805.50 |
S1 |
1,804.50 |
1,803.75 |
|