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 |
1,798.75 |
1,807.50 |
8.75 |
0.5% |
1,861.75 |
High |
1,821.50 |
1,820.00 |
-1.50 |
-0.1% |
1,895.75 |
Low |
1,787.75 |
1,759.25 |
-28.50 |
-1.6% |
1,789.50 |
Close |
1,809.00 |
1,770.50 |
-38.50 |
-2.1% |
1,797.75 |
Range |
33.75 |
60.75 |
27.00 |
80.0% |
106.25 |
ATR |
31.09 |
33.21 |
2.12 |
6.8% |
0.00 |
Volume |
419,117 |
443,906 |
24,789 |
5.9% |
1,582,927 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.50 |
1,928.75 |
1,804.00 |
|
R3 |
1,904.75 |
1,868.00 |
1,787.25 |
|
R2 |
1,844.00 |
1,844.00 |
1,781.75 |
|
R1 |
1,807.25 |
1,807.25 |
1,776.00 |
1,795.25 |
PP |
1,783.25 |
1,783.25 |
1,783.25 |
1,777.25 |
S1 |
1,746.50 |
1,746.50 |
1,765.00 |
1,734.50 |
S2 |
1,722.50 |
1,722.50 |
1,759.25 |
|
S3 |
1,661.75 |
1,685.75 |
1,753.75 |
|
S4 |
1,601.00 |
1,625.00 |
1,737.00 |
|
|
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 |
1,849.25 |
1,759.25 |
90.00 |
5.1% |
42.75 |
2.4% |
13% |
False |
True |
446,455 |
10 |
1,895.75 |
1,759.25 |
136.50 |
7.7% |
39.75 |
2.2% |
8% |
False |
True |
383,504 |
20 |
1,900.00 |
1,759.25 |
140.75 |
7.9% |
31.75 |
1.8% |
8% |
False |
True |
296,917 |
40 |
1,900.00 |
1,756.75 |
143.25 |
8.1% |
28.25 |
1.6% |
10% |
False |
False |
212,167 |
60 |
1,900.00 |
1,648.50 |
251.50 |
14.2% |
28.50 |
1.6% |
49% |
False |
False |
141,595 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.2% |
28.50 |
1.6% |
49% |
False |
False |
106,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,078.25 |
2.618 |
1,979.00 |
1.618 |
1,918.25 |
1.000 |
1,880.75 |
0.618 |
1,857.50 |
HIGH |
1,820.00 |
0.618 |
1,796.75 |
0.500 |
1,789.50 |
0.382 |
1,782.50 |
LOW |
1,759.25 |
0.618 |
1,721.75 |
1.000 |
1,698.50 |
1.618 |
1,661.00 |
2.618 |
1,600.25 |
4.250 |
1,501.00 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,789.50 |
1,791.50 |
PP |
1,783.25 |
1,784.50 |
S1 |
1,777.00 |
1,777.50 |
|