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 |
4,614.0 |
4,612.0 |
-2.0 |
0.0% |
4,845.0 |
High |
4,641.0 |
4,649.0 |
8.0 |
0.2% |
4,911.0 |
Low |
4,586.0 |
4,606.0 |
20.0 |
0.4% |
4,669.0 |
Close |
4,591.0 |
4,646.0 |
55.0 |
1.2% |
4,707.0 |
Range |
55.0 |
43.0 |
-12.0 |
-21.8% |
242.0 |
ATR |
64.4 |
63.9 |
-0.5 |
-0.7% |
0.0 |
Volume |
42,796 |
35,888 |
-6,908 |
-16.1% |
163,653 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,762.7 |
4,747.3 |
4,669.7 |
|
R3 |
4,719.7 |
4,704.3 |
4,657.8 |
|
R2 |
4,676.7 |
4,676.7 |
4,653.9 |
|
R1 |
4,661.3 |
4,661.3 |
4,649.9 |
4,669.0 |
PP |
4,633.7 |
4,633.7 |
4,633.7 |
4,637.5 |
S1 |
4,618.3 |
4,618.3 |
4,642.1 |
4,626.0 |
S2 |
4,590.7 |
4,590.7 |
4,638.1 |
|
S3 |
4,547.7 |
4,575.3 |
4,634.2 |
|
S4 |
4,504.7 |
4,532.3 |
4,622.4 |
|
|
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 |
4,830.0 |
4,586.0 |
244.0 |
5.3% |
53.6 |
1.2% |
25% |
False |
False |
35,409 |
10 |
4,911.0 |
4,586.0 |
325.0 |
7.0% |
54.8 |
1.2% |
18% |
False |
False |
31,690 |
20 |
4,946.0 |
4,586.0 |
360.0 |
7.7% |
46.3 |
1.0% |
17% |
False |
False |
24,267 |
40 |
4,946.0 |
4,582.0 |
364.0 |
7.8% |
47.2 |
1.0% |
18% |
False |
False |
21,152 |
60 |
4,946.0 |
4,506.0 |
440.0 |
9.5% |
36.1 |
0.8% |
32% |
False |
False |
14,117 |
80 |
4,946.0 |
4,506.0 |
440.0 |
9.5% |
31.4 |
0.7% |
32% |
False |
False |
10,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,831.8 |
2.618 |
4,761.6 |
1.618 |
4,718.6 |
1.000 |
4,692.0 |
0.618 |
4,675.6 |
HIGH |
4,649.0 |
0.618 |
4,632.6 |
0.500 |
4,627.5 |
0.382 |
4,622.4 |
LOW |
4,606.0 |
0.618 |
4,579.4 |
1.000 |
4,563.0 |
1.618 |
4,536.4 |
2.618 |
4,493.4 |
4.250 |
4,423.3 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,639.8 |
4,644.7 |
PP |
4,633.7 |
4,643.3 |
S1 |
4,627.5 |
4,642.0 |
|