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 |
20,118 |
19,852 |
-266 |
-1.3% |
20,336 |
High |
20,357 |
20,243 |
-114 |
-0.6% |
20,530 |
Low |
20,083 |
19,815 |
-268 |
-1.3% |
19,815 |
Close |
20,180 |
20,128 |
-52 |
-0.3% |
20,128 |
Range |
274 |
428 |
154 |
56.2% |
715 |
ATR |
387 |
390 |
3 |
0.8% |
0 |
Volume |
756 |
1,118 |
362 |
47.9% |
4,510 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,346 |
21,165 |
20,363 |
|
R3 |
20,918 |
20,737 |
20,246 |
|
R2 |
20,490 |
20,490 |
20,206 |
|
R1 |
20,309 |
20,309 |
20,167 |
20,400 |
PP |
20,062 |
20,062 |
20,062 |
20,107 |
S1 |
19,881 |
19,881 |
20,089 |
19,972 |
S2 |
19,634 |
19,634 |
20,050 |
|
S3 |
19,206 |
19,453 |
20,010 |
|
S4 |
18,778 |
19,025 |
19,893 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,303 |
21,930 |
20,521 |
|
R3 |
21,588 |
21,215 |
20,325 |
|
R2 |
20,873 |
20,873 |
20,259 |
|
R1 |
20,500 |
20,500 |
20,194 |
20,329 |
PP |
20,158 |
20,158 |
20,158 |
20,072 |
S1 |
19,785 |
19,785 |
20,062 |
19,614 |
S2 |
19,443 |
19,443 |
19,997 |
|
S3 |
18,728 |
19,070 |
19,931 |
|
S4 |
18,013 |
18,355 |
19,735 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,530 |
19,815 |
715 |
3.6% |
365 |
1.8% |
44% |
False |
True |
902 |
10 |
21,668 |
19,815 |
1,853 |
9.2% |
378 |
1.9% |
17% |
False |
True |
679 |
20 |
22,637 |
19,815 |
2,822 |
14.0% |
336 |
1.7% |
11% |
False |
True |
608 |
40 |
22,637 |
19,815 |
2,822 |
14.0% |
320 |
1.6% |
11% |
False |
True |
420 |
60 |
23,020 |
19,815 |
3,205 |
15.9% |
314 |
1.6% |
10% |
False |
True |
319 |
80 |
23,020 |
19,815 |
3,205 |
15.9% |
282 |
1.4% |
10% |
False |
True |
249 |
100 |
23,020 |
19,815 |
3,205 |
15.9% |
263 |
1.3% |
10% |
False |
True |
203 |
120 |
23,020 |
19,300 |
3,720 |
18.5% |
242 |
1.2% |
22% |
False |
False |
172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,062 |
2.618 |
21,364 |
1.618 |
20,936 |
1.000 |
20,671 |
0.618 |
20,508 |
HIGH |
20,243 |
0.618 |
20,080 |
0.500 |
20,029 |
0.382 |
19,978 |
LOW |
19,815 |
0.618 |
19,550 |
1.000 |
19,387 |
1.618 |
19,122 |
2.618 |
18,694 |
4.250 |
17,996 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
20,095 |
20,114 |
PP |
20,062 |
20,100 |
S1 |
20,029 |
20,086 |
|