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 |
4,612.0 |
4,582.0 |
-30.0 |
-0.7% |
4,620.0 |
High |
4,649.0 |
4,592.0 |
-57.0 |
-1.2% |
4,698.0 |
Low |
4,606.0 |
4,527.0 |
-79.0 |
-1.7% |
4,527.0 |
Close |
4,646.0 |
4,545.0 |
-101.0 |
-2.2% |
4,545.0 |
Range |
43.0 |
65.0 |
22.0 |
51.2% |
171.0 |
ATR |
63.9 |
67.9 |
3.9 |
6.2% |
0.0 |
Volume |
35,888 |
39,597 |
3,709 |
10.3% |
145,778 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,749.7 |
4,712.3 |
4,580.8 |
|
R3 |
4,684.7 |
4,647.3 |
4,562.9 |
|
R2 |
4,619.7 |
4,619.7 |
4,556.9 |
|
R1 |
4,582.3 |
4,582.3 |
4,551.0 |
4,568.5 |
PP |
4,554.7 |
4,554.7 |
4,554.7 |
4,547.8 |
S1 |
4,517.3 |
4,517.3 |
4,539.0 |
4,503.5 |
S2 |
4,489.7 |
4,489.7 |
4,533.1 |
|
S3 |
4,424.7 |
4,452.3 |
4,527.1 |
|
S4 |
4,359.7 |
4,387.3 |
4,509.3 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,103.0 |
4,995.0 |
4,639.1 |
|
R3 |
4,932.0 |
4,824.0 |
4,592.0 |
|
R2 |
4,761.0 |
4,761.0 |
4,576.4 |
|
R1 |
4,653.0 |
4,653.0 |
4,560.7 |
4,621.5 |
PP |
4,590.0 |
4,590.0 |
4,590.0 |
4,574.3 |
S1 |
4,482.0 |
4,482.0 |
4,529.3 |
4,450.5 |
S2 |
4,419.0 |
4,419.0 |
4,513.7 |
|
S3 |
4,248.0 |
4,311.0 |
4,498.0 |
|
S4 |
4,077.0 |
4,140.0 |
4,451.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,728.0 |
4,527.0 |
201.0 |
4.4% |
60.0 |
1.3% |
9% |
False |
True |
37,450 |
10 |
4,911.0 |
4,527.0 |
384.0 |
8.4% |
58.3 |
1.3% |
5% |
False |
True |
33,768 |
20 |
4,946.0 |
4,527.0 |
419.0 |
9.2% |
47.4 |
1.0% |
4% |
False |
True |
25,664 |
40 |
4,946.0 |
4,527.0 |
419.0 |
9.2% |
48.3 |
1.1% |
4% |
False |
True |
22,140 |
60 |
4,946.0 |
4,506.0 |
440.0 |
9.7% |
37.2 |
0.8% |
9% |
False |
False |
14,777 |
80 |
4,946.0 |
4,506.0 |
440.0 |
9.7% |
32.2 |
0.7% |
9% |
False |
False |
11,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,868.3 |
2.618 |
4,762.2 |
1.618 |
4,697.2 |
1.000 |
4,657.0 |
0.618 |
4,632.2 |
HIGH |
4,592.0 |
0.618 |
4,567.2 |
0.500 |
4,559.5 |
0.382 |
4,551.8 |
LOW |
4,527.0 |
0.618 |
4,486.8 |
1.000 |
4,462.0 |
1.618 |
4,421.8 |
2.618 |
4,356.8 |
4.250 |
4,250.8 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,559.5 |
4,588.0 |
PP |
4,554.7 |
4,573.7 |
S1 |
4,549.8 |
4,559.3 |
|