Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,620.0 |
4,614.0 |
-6.0 |
-0.1% |
4,845.0 |
High |
4,698.0 |
4,641.0 |
-57.0 |
-1.2% |
4,911.0 |
Low |
4,620.0 |
4,586.0 |
-34.0 |
-0.7% |
4,669.0 |
Close |
4,677.0 |
4,591.0 |
-86.0 |
-1.8% |
4,707.0 |
Range |
78.0 |
55.0 |
-23.0 |
-29.5% |
242.0 |
ATR |
62.3 |
64.4 |
2.0 |
3.3% |
0.0 |
Volume |
27,497 |
42,796 |
15,299 |
55.6% |
163,653 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,771.0 |
4,736.0 |
4,621.3 |
|
R3 |
4,716.0 |
4,681.0 |
4,606.1 |
|
R2 |
4,661.0 |
4,661.0 |
4,601.1 |
|
R1 |
4,626.0 |
4,626.0 |
4,596.0 |
4,616.0 |
PP |
4,606.0 |
4,606.0 |
4,606.0 |
4,601.0 |
S1 |
4,571.0 |
4,571.0 |
4,586.0 |
4,561.0 |
S2 |
4,551.0 |
4,551.0 |
4,580.9 |
|
S3 |
4,496.0 |
4,516.0 |
4,575.9 |
|
S4 |
4,441.0 |
4,461.0 |
4,560.8 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,488.3 |
5,339.7 |
4,840.1 |
|
R3 |
5,246.3 |
5,097.7 |
4,773.6 |
|
R2 |
5,004.3 |
5,004.3 |
4,751.4 |
|
R1 |
4,855.7 |
4,855.7 |
4,729.2 |
4,809.0 |
PP |
4,762.3 |
4,762.3 |
4,762.3 |
4,739.0 |
S1 |
4,613.7 |
4,613.7 |
4,684.8 |
4,567.0 |
S2 |
4,520.3 |
4,520.3 |
4,662.6 |
|
S3 |
4,278.3 |
4,371.7 |
4,640.5 |
|
S4 |
4,036.3 |
4,129.7 |
4,573.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,892.0 |
4,586.0 |
306.0 |
6.7% |
56.8 |
1.2% |
2% |
False |
True |
34,571 |
10 |
4,911.0 |
4,586.0 |
325.0 |
7.1% |
53.3 |
1.2% |
2% |
False |
True |
30,067 |
20 |
4,946.0 |
4,586.0 |
360.0 |
7.8% |
46.0 |
1.0% |
1% |
False |
True |
23,230 |
40 |
4,946.0 |
4,567.0 |
379.0 |
8.3% |
47.3 |
1.0% |
6% |
False |
False |
20,258 |
60 |
4,946.0 |
4,506.0 |
440.0 |
9.6% |
35.5 |
0.8% |
19% |
False |
False |
13,520 |
80 |
4,946.0 |
4,506.0 |
440.0 |
9.6% |
30.8 |
0.7% |
19% |
False |
False |
10,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,874.8 |
2.618 |
4,785.0 |
1.618 |
4,730.0 |
1.000 |
4,696.0 |
0.618 |
4,675.0 |
HIGH |
4,641.0 |
0.618 |
4,620.0 |
0.500 |
4,613.5 |
0.382 |
4,607.0 |
LOW |
4,586.0 |
0.618 |
4,552.0 |
1.000 |
4,531.0 |
1.618 |
4,497.0 |
2.618 |
4,442.0 |
4.250 |
4,352.3 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,613.5 |
4,657.0 |
PP |
4,606.0 |
4,635.0 |
S1 |
4,598.5 |
4,613.0 |
|