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 |
20,452 |
20,070 |
-382 |
-1.9% |
21,409 |
High |
20,452 |
20,262 |
-190 |
-0.9% |
21,560 |
Low |
19,960 |
19,847 |
-113 |
-0.6% |
20,145 |
Close |
20,037 |
19,917 |
-120 |
-0.6% |
20,610 |
Range |
492 |
415 |
-77 |
-15.7% |
1,415 |
ATR |
381 |
383 |
2 |
0.6% |
0 |
Volume |
968 |
1,089 |
121 |
12.5% |
2,038 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,254 |
21,000 |
20,145 |
|
R3 |
20,839 |
20,585 |
20,031 |
|
R2 |
20,424 |
20,424 |
19,993 |
|
R1 |
20,170 |
20,170 |
19,955 |
20,090 |
PP |
20,009 |
20,009 |
20,009 |
19,968 |
S1 |
19,755 |
19,755 |
19,879 |
19,675 |
S2 |
19,594 |
19,594 |
19,841 |
|
S3 |
19,179 |
19,340 |
19,803 |
|
S4 |
18,764 |
18,925 |
19,689 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,017 |
24,228 |
21,388 |
|
R3 |
23,602 |
22,813 |
20,999 |
|
R2 |
22,187 |
22,187 |
20,869 |
|
R1 |
21,398 |
21,398 |
20,740 |
21,085 |
PP |
20,772 |
20,772 |
20,772 |
20,615 |
S1 |
19,983 |
19,983 |
20,480 |
19,670 |
S2 |
19,357 |
19,357 |
20,351 |
|
S3 |
17,942 |
18,568 |
20,221 |
|
S4 |
16,527 |
17,153 |
19,832 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,200 |
19,847 |
1,353 |
6.8% |
436 |
2.2% |
5% |
False |
True |
769 |
10 |
22,004 |
19,847 |
2,157 |
10.8% |
377 |
1.9% |
3% |
False |
True |
556 |
20 |
22,637 |
19,847 |
2,790 |
14.0% |
325 |
1.6% |
3% |
False |
True |
540 |
40 |
22,637 |
19,847 |
2,790 |
14.0% |
320 |
1.6% |
3% |
False |
True |
385 |
60 |
23,020 |
19,847 |
3,173 |
15.9% |
316 |
1.6% |
2% |
False |
True |
291 |
80 |
23,020 |
19,847 |
3,173 |
15.9% |
276 |
1.4% |
2% |
False |
True |
226 |
100 |
23,020 |
19,455 |
3,565 |
17.9% |
262 |
1.3% |
13% |
False |
False |
185 |
120 |
23,020 |
19,300 |
3,720 |
18.7% |
242 |
1.2% |
17% |
False |
False |
156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,026 |
2.618 |
21,348 |
1.618 |
20,933 |
1.000 |
20,677 |
0.618 |
20,518 |
HIGH |
20,262 |
0.618 |
20,103 |
0.500 |
20,055 |
0.382 |
20,006 |
LOW |
19,847 |
0.618 |
19,591 |
1.000 |
19,432 |
1.618 |
19,176 |
2.618 |
18,761 |
4.250 |
18,083 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
20,055 |
20,189 |
PP |
20,009 |
20,098 |
S1 |
19,963 |
20,008 |
|