Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,149 |
10,140 |
-9 |
-0.1% |
10,561 |
High |
10,236 |
10,205 |
-31 |
-0.3% |
10,687 |
Low |
10,054 |
10,055 |
1 |
0.0% |
10,111 |
Close |
10,138 |
10,195 |
57 |
0.6% |
10,151 |
Range |
182 |
150 |
-32 |
-17.6% |
576 |
ATR |
142 |
142 |
1 |
0.4% |
0 |
Volume |
139,820 |
164,295 |
24,475 |
17.5% |
624,351 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,602 |
10,548 |
10,278 |
|
R3 |
10,452 |
10,398 |
10,236 |
|
R2 |
10,302 |
10,302 |
10,223 |
|
R1 |
10,248 |
10,248 |
10,209 |
10,275 |
PP |
10,152 |
10,152 |
10,152 |
10,165 |
S1 |
10,098 |
10,098 |
10,181 |
10,125 |
S2 |
10,002 |
10,002 |
10,168 |
|
S3 |
9,852 |
9,948 |
10,154 |
|
S4 |
9,702 |
9,798 |
10,113 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,044 |
11,674 |
10,468 |
|
R3 |
11,468 |
11,098 |
10,310 |
|
R2 |
10,892 |
10,892 |
10,257 |
|
R1 |
10,522 |
10,522 |
10,204 |
10,419 |
PP |
10,316 |
10,316 |
10,316 |
10,265 |
S1 |
9,946 |
9,946 |
10,098 |
9,843 |
S2 |
9,740 |
9,740 |
10,046 |
|
S3 |
9,164 |
9,370 |
9,993 |
|
S4 |
8,588 |
8,794 |
9,834 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,591 |
10,054 |
537 |
5.3% |
197 |
1.9% |
26% |
False |
False |
176,585 |
10 |
10,687 |
10,054 |
633 |
6.2% |
170 |
1.7% |
22% |
False |
False |
146,304 |
20 |
10,687 |
10,054 |
633 |
6.2% |
133 |
1.3% |
22% |
False |
False |
109,708 |
40 |
10,687 |
10,054 |
633 |
6.2% |
126 |
1.2% |
22% |
False |
False |
77,589 |
60 |
10,687 |
9,570 |
1,117 |
11.0% |
134 |
1.3% |
56% |
False |
False |
51,793 |
80 |
10,687 |
9,280 |
1,407 |
13.8% |
136 |
1.3% |
65% |
False |
False |
38,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,843 |
2.618 |
10,598 |
1.618 |
10,448 |
1.000 |
10,355 |
0.618 |
10,298 |
HIGH |
10,205 |
0.618 |
10,148 |
0.500 |
10,130 |
0.382 |
10,112 |
LOW |
10,055 |
0.618 |
9,962 |
1.000 |
9,905 |
1.618 |
9,812 |
2.618 |
9,662 |
4.250 |
9,418 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,173 |
10,181 |
PP |
10,152 |
10,166 |
S1 |
10,130 |
10,152 |
|