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 |
1,807.50 |
1,777.75 |
-29.75 |
-1.6% |
1,794.75 |
High |
1,820.00 |
1,789.25 |
-30.75 |
-1.7% |
1,823.75 |
Low |
1,759.25 |
1,731.75 |
-27.50 |
-1.6% |
1,731.75 |
Close |
1,770.50 |
1,739.25 |
-31.25 |
-1.8% |
1,739.25 |
Range |
60.75 |
57.50 |
-3.25 |
-5.3% |
92.00 |
ATR |
33.21 |
34.95 |
1.73 |
5.2% |
0.00 |
Volume |
443,906 |
570,517 |
126,611 |
28.5% |
2,301,486 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.00 |
1,890.00 |
1,771.00 |
|
R3 |
1,868.50 |
1,832.50 |
1,755.00 |
|
R2 |
1,811.00 |
1,811.00 |
1,749.75 |
|
R1 |
1,775.00 |
1,775.00 |
1,744.50 |
1,764.25 |
PP |
1,753.50 |
1,753.50 |
1,753.50 |
1,748.00 |
S1 |
1,717.50 |
1,717.50 |
1,734.00 |
1,706.75 |
S2 |
1,696.00 |
1,696.00 |
1,728.75 |
|
S3 |
1,638.50 |
1,660.00 |
1,723.50 |
|
S4 |
1,581.00 |
1,602.50 |
1,707.50 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,041.00 |
1,982.00 |
1,789.75 |
|
R3 |
1,949.00 |
1,890.00 |
1,764.50 |
|
R2 |
1,857.00 |
1,857.00 |
1,756.00 |
|
R1 |
1,798.00 |
1,798.00 |
1,747.75 |
1,781.50 |
PP |
1,765.00 |
1,765.00 |
1,765.00 |
1,756.50 |
S1 |
1,706.00 |
1,706.00 |
1,730.75 |
1,689.50 |
S2 |
1,673.00 |
1,673.00 |
1,722.50 |
|
S3 |
1,581.00 |
1,614.00 |
1,714.00 |
|
S4 |
1,489.00 |
1,522.00 |
1,688.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,823.75 |
1,731.75 |
92.00 |
5.3% |
42.25 |
2.4% |
8% |
False |
True |
460,297 |
10 |
1,895.75 |
1,731.75 |
164.00 |
9.4% |
44.00 |
2.5% |
5% |
False |
True |
409,045 |
20 |
1,900.00 |
1,731.75 |
168.25 |
9.7% |
33.75 |
1.9% |
4% |
False |
True |
320,282 |
40 |
1,900.00 |
1,731.75 |
168.25 |
9.7% |
29.00 |
1.7% |
4% |
False |
True |
226,407 |
60 |
1,900.00 |
1,648.75 |
251.25 |
14.4% |
28.75 |
1.7% |
36% |
False |
False |
151,100 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.5% |
29.00 |
1.7% |
36% |
False |
False |
113,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,033.50 |
2.618 |
1,939.75 |
1.618 |
1,882.25 |
1.000 |
1,846.75 |
0.618 |
1,824.75 |
HIGH |
1,789.25 |
0.618 |
1,767.25 |
0.500 |
1,760.50 |
0.382 |
1,753.75 |
LOW |
1,731.75 |
0.618 |
1,696.25 |
1.000 |
1,674.25 |
1.618 |
1,638.75 |
2.618 |
1,581.25 |
4.250 |
1,487.50 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,760.50 |
1,776.50 |
PP |
1,753.50 |
1,764.25 |
S1 |
1,746.25 |
1,751.75 |
|