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 |
10,140 |
10,188 |
48 |
0.5% |
10,561 |
High |
10,205 |
10,264 |
59 |
0.6% |
10,687 |
Low |
10,055 |
10,005 |
-50 |
-0.5% |
10,111 |
Close |
10,195 |
10,062 |
-133 |
-1.3% |
10,151 |
Range |
150 |
259 |
109 |
72.7% |
576 |
ATR |
142 |
151 |
8 |
5.9% |
0 |
Volume |
164,295 |
189,543 |
25,248 |
15.4% |
624,351 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,887 |
10,734 |
10,205 |
|
R3 |
10,628 |
10,475 |
10,133 |
|
R2 |
10,369 |
10,369 |
10,110 |
|
R1 |
10,216 |
10,216 |
10,086 |
10,163 |
PP |
10,110 |
10,110 |
10,110 |
10,084 |
S1 |
9,957 |
9,957 |
10,038 |
9,904 |
S2 |
9,851 |
9,851 |
10,015 |
|
S3 |
9,592 |
9,698 |
9,991 |
|
S4 |
9,333 |
9,439 |
9,920 |
|
|
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 |
10,375 |
10,005 |
370 |
3.7% |
196 |
1.9% |
15% |
False |
True |
183,082 |
10 |
10,687 |
10,005 |
682 |
6.8% |
186 |
1.8% |
8% |
False |
True |
152,570 |
20 |
10,687 |
10,005 |
682 |
6.8% |
143 |
1.4% |
8% |
False |
True |
117,461 |
40 |
10,687 |
10,005 |
682 |
6.8% |
130 |
1.3% |
8% |
False |
True |
82,317 |
60 |
10,687 |
9,570 |
1,117 |
11.1% |
134 |
1.3% |
44% |
False |
False |
54,950 |
80 |
10,687 |
9,362 |
1,325 |
13.2% |
138 |
1.4% |
53% |
False |
False |
41,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,365 |
2.618 |
10,942 |
1.618 |
10,683 |
1.000 |
10,523 |
0.618 |
10,424 |
HIGH |
10,264 |
0.618 |
10,165 |
0.500 |
10,135 |
0.382 |
10,104 |
LOW |
10,005 |
0.618 |
9,845 |
1.000 |
9,746 |
1.618 |
9,586 |
2.618 |
9,327 |
4.250 |
8,904 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,135 |
10,135 |
PP |
10,110 |
10,110 |
S1 |
10,086 |
10,086 |
|