Trading Metrics calculated at close of trading on 28-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,094.5 |
1,087.0 |
-7.5 |
-0.7% |
1,131.8 |
High |
1,103.3 |
1,096.9 |
-6.4 |
-0.6% |
1,142.9 |
Low |
1,084.1 |
1,074.4 |
-9.7 |
-0.9% |
1,083.0 |
Close |
1,085.7 |
1,084.8 |
-0.9 |
-0.1% |
1,090.8 |
Range |
19.2 |
22.5 |
3.3 |
17.2% |
59.9 |
ATR |
21.4 |
21.4 |
0.1 |
0.4% |
0.0 |
Volume |
104,594 |
124,936 |
20,342 |
19.4% |
150,571 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.9 |
1,141.3 |
1,097.2 |
|
R3 |
1,130.4 |
1,118.8 |
1,091.0 |
|
R2 |
1,107.9 |
1,107.9 |
1,088.9 |
|
R1 |
1,096.3 |
1,096.3 |
1,086.9 |
1,090.9 |
PP |
1,085.4 |
1,085.4 |
1,085.4 |
1,082.6 |
S1 |
1,073.8 |
1,073.8 |
1,082.7 |
1,068.4 |
S2 |
1,062.9 |
1,062.9 |
1,080.7 |
|
S3 |
1,040.4 |
1,051.3 |
1,078.6 |
|
S4 |
1,017.9 |
1,028.8 |
1,072.4 |
|
|
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 |
1,105.0 |
1,074.4 |
30.6 |
2.8% |
17.8 |
1.6% |
34% |
False |
True |
72,146 |
10 |
1,148.0 |
1,074.4 |
73.6 |
6.8% |
20.2 |
1.9% |
14% |
False |
True |
51,849 |
20 |
1,166.7 |
1,074.4 |
92.3 |
8.5% |
20.3 |
1.9% |
11% |
False |
True |
32,344 |
40 |
1,229.0 |
1,074.4 |
154.6 |
14.3% |
23.0 |
2.1% |
7% |
False |
True |
18,316 |
60 |
1,229.0 |
1,045.0 |
184.0 |
17.0% |
21.9 |
2.0% |
22% |
False |
False |
13,263 |
80 |
1,229.0 |
1,004.0 |
225.0 |
20.7% |
20.4 |
1.9% |
36% |
False |
False |
10,302 |
100 |
1,229.0 |
985.8 |
243.2 |
22.4% |
19.1 |
1.8% |
41% |
False |
False |
8,494 |
120 |
1,229.0 |
934.6 |
294.4 |
27.1% |
17.9 |
1.6% |
51% |
False |
False |
7,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,192.5 |
2.618 |
1,155.8 |
1.618 |
1,133.3 |
1.000 |
1,119.4 |
0.618 |
1,110.8 |
HIGH |
1,096.9 |
0.618 |
1,088.3 |
0.500 |
1,085.7 |
0.382 |
1,083.0 |
LOW |
1,074.4 |
0.618 |
1,060.5 |
1.000 |
1,051.9 |
1.618 |
1,038.0 |
2.618 |
1,015.5 |
4.250 |
978.8 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,085.7 |
1,089.3 |
PP |
1,085.4 |
1,087.8 |
S1 |
1,085.1 |
1,086.3 |
|