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 |
3,275 |
3,285 |
10 |
0.3% |
3,423 |
High |
3,287 |
3,287 |
0 |
0.0% |
3,423 |
Low |
3,211 |
3,175 |
-36 |
-1.1% |
3,172 |
Close |
3,260 |
3,184 |
-76 |
-2.3% |
3,184 |
Range |
76 |
112 |
36 |
47.4% |
251 |
ATR |
77 |
80 |
2 |
3.2% |
0 |
Volume |
19,512 |
11,424 |
-8,088 |
-41.5% |
54,757 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,551 |
3,480 |
3,246 |
|
R3 |
3,439 |
3,368 |
3,215 |
|
R2 |
3,327 |
3,327 |
3,205 |
|
R1 |
3,256 |
3,256 |
3,194 |
3,236 |
PP |
3,215 |
3,215 |
3,215 |
3,205 |
S1 |
3,144 |
3,144 |
3,174 |
3,124 |
S2 |
3,103 |
3,103 |
3,163 |
|
S3 |
2,991 |
3,032 |
3,153 |
|
S4 |
2,879 |
2,920 |
3,122 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,013 |
3,849 |
3,322 |
|
R3 |
3,762 |
3,598 |
3,253 |
|
R2 |
3,511 |
3,511 |
3,230 |
|
R1 |
3,347 |
3,347 |
3,207 |
3,304 |
PP |
3,260 |
3,260 |
3,260 |
3,238 |
S1 |
3,096 |
3,096 |
3,161 |
3,053 |
S2 |
3,009 |
3,009 |
3,138 |
|
S3 |
2,758 |
2,845 |
3,115 |
|
S4 |
2,507 |
2,594 |
3,046 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,423 |
3,172 |
251 |
7.9% |
105 |
3.3% |
5% |
False |
False |
10,951 |
10 |
3,485 |
3,172 |
313 |
9.8% |
85 |
2.7% |
4% |
False |
False |
8,764 |
20 |
3,485 |
3,172 |
313 |
9.8% |
74 |
2.3% |
4% |
False |
False |
7,336 |
40 |
3,510 |
3,172 |
338 |
10.6% |
70 |
2.2% |
4% |
False |
False |
7,053 |
60 |
3,510 |
3,102 |
408 |
12.8% |
72 |
2.3% |
20% |
False |
False |
7,356 |
80 |
3,510 |
2,990 |
520 |
16.3% |
77 |
2.4% |
37% |
False |
False |
6,190 |
100 |
3,510 |
2,848 |
662 |
20.8% |
76 |
2.4% |
51% |
False |
False |
5,181 |
120 |
3,510 |
2,725 |
785 |
24.7% |
77 |
2.4% |
58% |
False |
False |
4,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,763 |
2.618 |
3,580 |
1.618 |
3,468 |
1.000 |
3,399 |
0.618 |
3,356 |
HIGH |
3,287 |
0.618 |
3,244 |
0.500 |
3,231 |
0.382 |
3,218 |
LOW |
3,175 |
0.618 |
3,106 |
1.000 |
3,063 |
1.618 |
2,994 |
2.618 |
2,882 |
4.250 |
2,699 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
3,231 |
3,271 |
PP |
3,215 |
3,242 |
S1 |
3,200 |
3,213 |
|