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 |
1,090.0 |
1,086.0 |
-4.0 |
-0.4% |
1,097.7 |
High |
1,097.5 |
1,091.0 |
-6.5 |
-0.6% |
1,105.0 |
Low |
1,075.8 |
1,076.8 |
1.0 |
0.1% |
1,075.8 |
Close |
1,085.8 |
1,084.8 |
-1.0 |
-0.1% |
1,084.8 |
Range |
21.7 |
14.2 |
-7.5 |
-34.6% |
29.2 |
ATR |
20.3 |
19.9 |
-0.4 |
-2.2% |
0.0 |
Volume |
5,185 |
2,473 |
-2,712 |
-52.3% |
16,750 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,126.8 |
1,120.0 |
1,092.6 |
|
R3 |
1,112.6 |
1,105.8 |
1,088.7 |
|
R2 |
1,098.4 |
1,098.4 |
1,087.4 |
|
R1 |
1,091.6 |
1,091.6 |
1,086.1 |
1,087.9 |
PP |
1,084.2 |
1,084.2 |
1,084.2 |
1,082.4 |
S1 |
1,077.4 |
1,077.4 |
1,083.5 |
1,073.7 |
S2 |
1,070.0 |
1,070.0 |
1,082.2 |
|
S3 |
1,055.8 |
1,063.2 |
1,080.9 |
|
S4 |
1,041.6 |
1,049.0 |
1,077.0 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,176.1 |
1,159.7 |
1,100.9 |
|
R3 |
1,146.9 |
1,130.5 |
1,092.8 |
|
R2 |
1,117.7 |
1,117.7 |
1,090.2 |
|
R1 |
1,101.3 |
1,101.3 |
1,087.5 |
1,094.9 |
PP |
1,088.5 |
1,088.5 |
1,088.5 |
1,085.4 |
S1 |
1,072.1 |
1,072.1 |
1,082.1 |
1,065.7 |
S2 |
1,059.3 |
1,059.3 |
1,079.4 |
|
S3 |
1,030.1 |
1,042.9 |
1,076.8 |
|
S4 |
1,000.9 |
1,013.7 |
1,068.7 |
|
|
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% |
16.1 |
1.5% |
31% |
False |
False |
3,350 |
10 |
1,147.2 |
1,075.8 |
71.4 |
6.6% |
18.8 |
1.7% |
13% |
False |
False |
3,739 |
20 |
1,164.1 |
1,075.8 |
88.3 |
8.1% |
18.8 |
1.7% |
10% |
False |
False |
3,850 |
40 |
1,230.0 |
1,075.8 |
154.2 |
14.2% |
21.5 |
2.0% |
6% |
False |
False |
3,237 |
60 |
1,230.0 |
1,059.5 |
170.5 |
15.7% |
20.5 |
1.9% |
15% |
False |
False |
2,887 |
80 |
1,230.0 |
1,022.6 |
207.4 |
19.1% |
18.8 |
1.7% |
30% |
False |
False |
2,373 |
100 |
1,230.0 |
989.3 |
240.7 |
22.2% |
17.4 |
1.6% |
40% |
False |
False |
1,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,151.4 |
2.618 |
1,128.2 |
1.618 |
1,114.0 |
1.000 |
1,105.2 |
0.618 |
1,099.8 |
HIGH |
1,091.0 |
0.618 |
1,085.6 |
0.500 |
1,083.9 |
0.382 |
1,082.2 |
LOW |
1,076.8 |
0.618 |
1,068.0 |
1.000 |
1,062.6 |
1.618 |
1,053.8 |
2.618 |
1,039.6 |
4.250 |
1,016.5 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,084.5 |
1,089.5 |
PP |
1,084.2 |
1,087.9 |
S1 |
1,083.9 |
1,086.4 |
|