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 |
1,099.2 |
1,094.5 |
-4.7 |
-0.4% |
1,131.8 |
High |
1,104.2 |
1,103.3 |
-0.9 |
-0.1% |
1,142.9 |
Low |
1,086.5 |
1,084.1 |
-2.4 |
-0.2% |
1,083.0 |
Close |
1,099.5 |
1,085.7 |
-13.8 |
-1.3% |
1,090.8 |
Range |
17.7 |
19.2 |
1.5 |
8.5% |
59.9 |
ATR |
21.5 |
21.4 |
-0.2 |
-0.8% |
0.0 |
Volume |
48,492 |
104,594 |
56,102 |
115.7% |
150,571 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.6 |
1,136.4 |
1,096.3 |
|
R3 |
1,129.4 |
1,117.2 |
1,091.0 |
|
R2 |
1,110.2 |
1,110.2 |
1,089.2 |
|
R1 |
1,098.0 |
1,098.0 |
1,087.5 |
1,094.5 |
PP |
1,091.0 |
1,091.0 |
1,091.0 |
1,089.3 |
S1 |
1,078.8 |
1,078.8 |
1,083.9 |
1,075.3 |
S2 |
1,071.8 |
1,071.8 |
1,082.2 |
|
S3 |
1,052.6 |
1,059.6 |
1,080.4 |
|
S4 |
1,033.4 |
1,040.4 |
1,075.1 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.3 |
1,247.9 |
1,123.7 |
|
R3 |
1,225.4 |
1,188.0 |
1,107.3 |
|
R2 |
1,165.5 |
1,165.5 |
1,101.8 |
|
R1 |
1,128.1 |
1,128.1 |
1,096.3 |
1,116.9 |
PP |
1,105.6 |
1,105.6 |
1,105.6 |
1,099.9 |
S1 |
1,068.2 |
1,068.2 |
1,085.3 |
1,057.0 |
S2 |
1,045.7 |
1,045.7 |
1,079.8 |
|
S3 |
985.8 |
1,008.3 |
1,074.3 |
|
S4 |
925.9 |
948.4 |
1,057.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,118.5 |
1,083.0 |
35.5 |
3.3% |
19.2 |
1.8% |
8% |
False |
False |
54,835 |
10 |
1,148.0 |
1,083.0 |
65.0 |
6.0% |
20.0 |
1.8% |
4% |
False |
False |
41,474 |
20 |
1,166.7 |
1,083.0 |
83.7 |
7.7% |
19.8 |
1.8% |
3% |
False |
False |
26,193 |
40 |
1,229.0 |
1,076.5 |
152.5 |
14.0% |
22.9 |
2.1% |
6% |
False |
False |
15,309 |
60 |
1,229.0 |
1,037.7 |
191.3 |
17.6% |
21.7 |
2.0% |
25% |
False |
False |
11,194 |
80 |
1,229.0 |
989.3 |
239.7 |
22.1% |
20.3 |
1.9% |
40% |
False |
False |
8,750 |
100 |
1,229.0 |
978.9 |
250.1 |
23.0% |
19.2 |
1.8% |
43% |
False |
False |
7,254 |
120 |
1,229.0 |
934.6 |
294.4 |
27.1% |
17.8 |
1.6% |
51% |
False |
False |
6,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,184.9 |
2.618 |
1,153.6 |
1.618 |
1,134.4 |
1.000 |
1,122.5 |
0.618 |
1,115.2 |
HIGH |
1,103.3 |
0.618 |
1,096.0 |
0.500 |
1,093.7 |
0.382 |
1,091.4 |
LOW |
1,084.1 |
0.618 |
1,072.2 |
1.000 |
1,064.9 |
1.618 |
1,053.0 |
2.618 |
1,033.8 |
4.250 |
1,002.5 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,093.7 |
1,094.6 |
PP |
1,091.0 |
1,091.6 |
S1 |
1,088.4 |
1,088.7 |
|