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 |
10,188 |
10,070 |
-118 |
-1.2% |
10,166 |
High |
10,264 |
10,192 |
-72 |
-0.7% |
10,264 |
Low |
10,005 |
9,994 |
-11 |
-0.1% |
9,994 |
Close |
10,062 |
10,017 |
-45 |
-0.4% |
10,017 |
Range |
259 |
198 |
-61 |
-23.6% |
270 |
ATR |
151 |
154 |
3 |
2.2% |
0 |
Volume |
189,543 |
195,686 |
6,143 |
3.2% |
902,946 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,662 |
10,537 |
10,126 |
|
R3 |
10,464 |
10,339 |
10,072 |
|
R2 |
10,266 |
10,266 |
10,053 |
|
R1 |
10,141 |
10,141 |
10,035 |
10,105 |
PP |
10,068 |
10,068 |
10,068 |
10,049 |
S1 |
9,943 |
9,943 |
9,999 |
9,907 |
S2 |
9,870 |
9,870 |
9,981 |
|
S3 |
9,672 |
9,745 |
9,963 |
|
S4 |
9,474 |
9,547 |
9,908 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,902 |
10,729 |
10,166 |
|
R3 |
10,632 |
10,459 |
10,091 |
|
R2 |
10,362 |
10,362 |
10,067 |
|
R1 |
10,189 |
10,189 |
10,042 |
10,141 |
PP |
10,092 |
10,092 |
10,092 |
10,067 |
S1 |
9,919 |
9,919 |
9,992 |
9,871 |
S2 |
9,822 |
9,822 |
9,968 |
|
S3 |
9,552 |
9,649 |
9,943 |
|
S4 |
9,282 |
9,379 |
9,869 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,264 |
9,994 |
270 |
2.7% |
183 |
1.8% |
9% |
False |
True |
180,589 |
10 |
10,687 |
9,994 |
693 |
6.9% |
199 |
2.0% |
3% |
False |
True |
160,781 |
20 |
10,687 |
9,994 |
693 |
6.9% |
149 |
1.5% |
3% |
False |
True |
125,160 |
40 |
10,687 |
9,994 |
693 |
6.9% |
130 |
1.3% |
3% |
False |
True |
87,195 |
60 |
10,687 |
9,570 |
1,117 |
11.2% |
134 |
1.3% |
40% |
False |
False |
58,208 |
80 |
10,687 |
9,472 |
1,215 |
12.1% |
139 |
1.4% |
45% |
False |
False |
43,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,034 |
2.618 |
10,710 |
1.618 |
10,512 |
1.000 |
10,390 |
0.618 |
10,314 |
HIGH |
10,192 |
0.618 |
10,116 |
0.500 |
10,093 |
0.382 |
10,070 |
LOW |
9,994 |
0.618 |
9,872 |
1.000 |
9,796 |
1.618 |
9,674 |
2.618 |
9,476 |
4.250 |
9,153 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,093 |
10,129 |
PP |
10,068 |
10,092 |
S1 |
10,042 |
10,054 |
|