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 |
5,190.0 |
5,237.0 |
47.0 |
0.9% |
5,431.5 |
High |
5,225.0 |
5,242.0 |
17.0 |
0.3% |
5,496.5 |
Low |
5,148.5 |
5,092.5 |
-56.0 |
-1.1% |
5,146.0 |
Close |
5,176.5 |
5,118.5 |
-58.0 |
-1.1% |
5,263.0 |
Range |
76.5 |
149.5 |
73.0 |
95.4% |
350.5 |
ATR |
90.6 |
94.8 |
4.2 |
4.6% |
0.0 |
Volume |
106,553 |
130,961 |
24,408 |
22.9% |
442,529 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,599.5 |
5,508.5 |
5,200.5 |
|
R3 |
5,450.0 |
5,359.0 |
5,159.5 |
|
R2 |
5,300.5 |
5,300.5 |
5,146.0 |
|
R1 |
5,209.5 |
5,209.5 |
5,132.0 |
5,180.0 |
PP |
5,151.0 |
5,151.0 |
5,151.0 |
5,136.5 |
S1 |
5,060.0 |
5,060.0 |
5,105.0 |
5,031.0 |
S2 |
5,001.5 |
5,001.5 |
5,091.0 |
|
S3 |
4,852.0 |
4,910.5 |
5,077.5 |
|
S4 |
4,702.5 |
4,761.0 |
5,036.5 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,353.5 |
6,158.5 |
5,456.0 |
|
R3 |
6,003.0 |
5,808.0 |
5,359.5 |
|
R2 |
5,652.5 |
5,652.5 |
5,327.5 |
|
R1 |
5,457.5 |
5,457.5 |
5,295.0 |
5,380.0 |
PP |
5,302.0 |
5,302.0 |
5,302.0 |
5,263.0 |
S1 |
5,107.0 |
5,107.0 |
5,231.0 |
5,029.0 |
S2 |
4,951.5 |
4,951.5 |
5,198.5 |
|
S3 |
4,601.0 |
4,756.5 |
5,166.5 |
|
S4 |
4,250.5 |
4,406.0 |
5,070.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,301.5 |
5,092.5 |
209.0 |
4.1% |
108.5 |
2.1% |
12% |
False |
True |
139,003 |
10 |
5,509.0 |
5,092.5 |
416.5 |
8.1% |
110.0 |
2.1% |
6% |
False |
True |
112,910 |
20 |
5,559.5 |
5,092.5 |
467.0 |
9.1% |
86.5 |
1.7% |
6% |
False |
True |
87,441 |
40 |
5,559.5 |
5,061.0 |
498.5 |
9.7% |
84.0 |
1.6% |
12% |
False |
False |
72,065 |
60 |
5,559.5 |
4,915.0 |
644.5 |
12.6% |
77.0 |
1.5% |
32% |
False |
False |
48,286 |
80 |
5,559.5 |
4,884.5 |
675.0 |
13.2% |
71.5 |
1.4% |
35% |
False |
False |
36,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,877.5 |
2.618 |
5,633.5 |
1.618 |
5,484.0 |
1.000 |
5,391.5 |
0.618 |
5,334.5 |
HIGH |
5,242.0 |
0.618 |
5,185.0 |
0.500 |
5,167.0 |
0.382 |
5,149.5 |
LOW |
5,092.5 |
0.618 |
5,000.0 |
1.000 |
4,943.0 |
1.618 |
4,850.5 |
2.618 |
4,701.0 |
4.250 |
4,457.0 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,167.0 |
5,171.5 |
PP |
5,151.0 |
5,154.0 |
S1 |
5,135.0 |
5,136.0 |
|