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 |
1,087.0 |
1,087.0 |
0.0 |
0.0% |
1,092.6 |
High |
1,096.9 |
1,091.4 |
-5.5 |
-0.5% |
1,105.0 |
Low |
1,074.4 |
1,075.0 |
0.6 |
0.1% |
1,074.4 |
Close |
1,084.8 |
1,083.8 |
-1.0 |
-0.1% |
1,083.8 |
Range |
22.5 |
16.4 |
-6.1 |
-27.1% |
30.6 |
ATR |
21.4 |
21.1 |
-0.4 |
-1.7% |
0.0 |
Volume |
124,936 |
211,376 |
86,440 |
69.2% |
523,317 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.6 |
1,124.6 |
1,092.8 |
|
R3 |
1,116.2 |
1,108.2 |
1,088.3 |
|
R2 |
1,099.8 |
1,099.8 |
1,086.8 |
|
R1 |
1,091.8 |
1,091.8 |
1,085.3 |
1,087.6 |
PP |
1,083.4 |
1,083.4 |
1,083.4 |
1,081.3 |
S1 |
1,075.4 |
1,075.4 |
1,082.3 |
1,071.2 |
S2 |
1,067.0 |
1,067.0 |
1,080.8 |
|
S3 |
1,050.6 |
1,059.0 |
1,079.3 |
|
S4 |
1,034.2 |
1,042.6 |
1,074.8 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.5 |
1,162.3 |
1,100.6 |
|
R3 |
1,148.9 |
1,131.7 |
1,092.2 |
|
R2 |
1,118.3 |
1,118.3 |
1,089.4 |
|
R1 |
1,101.1 |
1,101.1 |
1,086.6 |
1,094.4 |
PP |
1,087.7 |
1,087.7 |
1,087.7 |
1,084.4 |
S1 |
1,070.5 |
1,070.5 |
1,081.0 |
1,063.8 |
S2 |
1,057.1 |
1,057.1 |
1,078.2 |
|
S3 |
1,026.5 |
1,039.9 |
1,075.4 |
|
S4 |
995.9 |
1,009.3 |
1,067.0 |
|
|
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% |
17.7 |
1.6% |
31% |
False |
False |
104,663 |
10 |
1,147.0 |
1,074.4 |
72.6 |
6.7% |
20.2 |
1.9% |
13% |
False |
False |
70,266 |
20 |
1,166.7 |
1,074.4 |
92.3 |
8.5% |
20.6 |
1.9% |
10% |
False |
False |
42,773 |
40 |
1,229.0 |
1,074.4 |
154.6 |
14.3% |
22.7 |
2.1% |
6% |
False |
False |
23,517 |
60 |
1,229.0 |
1,058.6 |
170.4 |
15.7% |
21.9 |
2.0% |
15% |
False |
False |
16,775 |
80 |
1,229.0 |
1,018.8 |
210.2 |
19.4% |
20.3 |
1.9% |
31% |
False |
False |
12,935 |
100 |
1,229.0 |
985.8 |
243.2 |
22.4% |
19.2 |
1.8% |
40% |
False |
False |
10,588 |
120 |
1,229.0 |
934.6 |
294.4 |
27.2% |
17.9 |
1.7% |
51% |
False |
False |
8,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,161.1 |
2.618 |
1,134.3 |
1.618 |
1,117.9 |
1.000 |
1,107.8 |
0.618 |
1,101.5 |
HIGH |
1,091.4 |
0.618 |
1,085.1 |
0.500 |
1,083.2 |
0.382 |
1,081.3 |
LOW |
1,075.0 |
0.618 |
1,064.9 |
1.000 |
1,058.6 |
1.618 |
1,048.5 |
2.618 |
1,032.1 |
4.250 |
1,005.3 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,083.6 |
1,088.9 |
PP |
1,083.4 |
1,087.2 |
S1 |
1,083.2 |
1,085.5 |
|