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 |
1,100.7 |
1,090.0 |
-10.7 |
-1.0% |
1,142.1 |
High |
1,103.1 |
1,097.5 |
-5.6 |
-0.5% |
1,143.4 |
Low |
1,085.8 |
1,075.8 |
-10.0 |
-0.9% |
1,084.0 |
Close |
1,086.6 |
1,085.8 |
-0.8 |
-0.1% |
1,091.7 |
Range |
17.3 |
21.7 |
4.4 |
25.4% |
59.4 |
ATR |
20.2 |
20.3 |
0.1 |
0.5% |
0.0 |
Volume |
2,773 |
5,185 |
2,412 |
87.0% |
17,021 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.5 |
1,140.3 |
1,097.7 |
|
R3 |
1,129.8 |
1,118.6 |
1,091.8 |
|
R2 |
1,108.1 |
1,108.1 |
1,089.8 |
|
R1 |
1,096.9 |
1,096.9 |
1,087.8 |
1,091.7 |
PP |
1,086.4 |
1,086.4 |
1,086.4 |
1,083.7 |
S1 |
1,075.2 |
1,075.2 |
1,083.8 |
1,070.0 |
S2 |
1,064.7 |
1,064.7 |
1,081.8 |
|
S3 |
1,043.0 |
1,053.5 |
1,079.8 |
|
S4 |
1,021.3 |
1,031.8 |
1,073.9 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.6 |
1,247.5 |
1,124.4 |
|
R3 |
1,225.2 |
1,188.1 |
1,108.0 |
|
R2 |
1,165.8 |
1,165.8 |
1,102.6 |
|
R1 |
1,128.7 |
1,128.7 |
1,097.1 |
1,117.6 |
PP |
1,106.4 |
1,106.4 |
1,106.4 |
1,100.8 |
S1 |
1,069.3 |
1,069.3 |
1,086.3 |
1,058.2 |
S2 |
1,047.0 |
1,047.0 |
1,080.8 |
|
S3 |
987.6 |
1,009.9 |
1,075.4 |
|
S4 |
928.2 |
950.5 |
1,059.0 |
|
|
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 |
1,075.8 |
29.2 |
2.7% |
16.5 |
1.5% |
34% |
False |
True |
3,296 |
10 |
1,148.1 |
1,075.8 |
72.3 |
6.7% |
18.8 |
1.7% |
14% |
False |
True |
4,114 |
20 |
1,164.1 |
1,075.8 |
88.3 |
8.1% |
18.6 |
1.7% |
11% |
False |
True |
3,762 |
40 |
1,230.0 |
1,075.8 |
154.2 |
14.2% |
21.8 |
2.0% |
6% |
False |
True |
3,197 |
60 |
1,230.0 |
1,054.0 |
176.0 |
16.2% |
20.5 |
1.9% |
18% |
False |
False |
2,858 |
80 |
1,230.0 |
1,005.5 |
224.5 |
20.7% |
18.8 |
1.7% |
36% |
False |
False |
2,345 |
100 |
1,230.0 |
989.3 |
240.7 |
22.2% |
17.4 |
1.6% |
40% |
False |
False |
1,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,189.7 |
2.618 |
1,154.3 |
1.618 |
1,132.6 |
1.000 |
1,119.2 |
0.618 |
1,110.9 |
HIGH |
1,097.5 |
0.618 |
1,089.2 |
0.500 |
1,086.7 |
0.382 |
1,084.1 |
LOW |
1,075.8 |
0.618 |
1,062.4 |
1.000 |
1,054.1 |
1.618 |
1,040.7 |
2.618 |
1,019.0 |
4.250 |
983.6 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,086.7 |
1,090.4 |
PP |
1,086.4 |
1,088.9 |
S1 |
1,086.1 |
1,087.3 |
|