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 |
10,194.29 |
10,236.92 |
42.63 |
0.4% |
10,608.37 |
High |
10,255.06 |
10,258.83 |
3.77 |
0.0% |
10,729.89 |
Low |
10,104.36 |
10,055.08 |
-49.28 |
-0.5% |
10,157.64 |
Close |
10,236.16 |
10,120.46 |
-115.70 |
-1.1% |
10,172.98 |
Range |
150.70 |
203.75 |
53.05 |
35.2% |
572.25 |
ATR |
123.80 |
129.51 |
5.71 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,756.04 |
10,642.00 |
10,232.52 |
|
R3 |
10,552.29 |
10,438.25 |
10,176.49 |
|
R2 |
10,348.54 |
10,348.54 |
10,157.81 |
|
R1 |
10,234.50 |
10,234.50 |
10,139.14 |
10,189.65 |
PP |
10,144.79 |
10,144.79 |
10,144.79 |
10,122.36 |
S1 |
10,030.75 |
10,030.75 |
10,101.78 |
9,985.90 |
S2 |
9,941.04 |
9,941.04 |
10,083.11 |
|
S3 |
9,737.29 |
9,827.00 |
10,064.43 |
|
S4 |
9,533.54 |
9,623.25 |
10,008.40 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,070.25 |
11,693.87 |
10,487.72 |
|
R3 |
11,498.00 |
11,121.62 |
10,330.35 |
|
R2 |
10,925.75 |
10,925.75 |
10,277.89 |
|
R1 |
10,549.37 |
10,549.37 |
10,225.44 |
10,451.44 |
PP |
10,353.50 |
10,353.50 |
10,353.50 |
10,304.54 |
S1 |
9,977.12 |
9,977.12 |
10,120.52 |
9,879.19 |
S2 |
9,781.25 |
9,781.25 |
10,068.07 |
|
S3 |
9,209.00 |
9,404.87 |
10,015.61 |
|
S4 |
8,636.75 |
8,832.62 |
9,858.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,389.58 |
10,055.08 |
334.50 |
3.3% |
160.20 |
1.6% |
20% |
False |
True |
|
10 |
10,729.89 |
10,055.08 |
674.81 |
6.7% |
158.76 |
1.6% |
10% |
False |
True |
|
20 |
10,729.89 |
10,055.08 |
674.81 |
6.7% |
124.76 |
1.2% |
10% |
False |
True |
|
40 |
10,729.89 |
10,055.08 |
674.81 |
6.7% |
111.35 |
1.1% |
10% |
False |
True |
|
60 |
10,729.89 |
9,678.95 |
1,050.94 |
10.4% |
117.17 |
1.2% |
42% |
False |
False |
|
80 |
10,729.89 |
9,481.09 |
1,248.80 |
12.3% |
123.49 |
1.2% |
51% |
False |
False |
|
100 |
10,729.89 |
9,321.63 |
1,408.26 |
13.9% |
122.01 |
1.2% |
57% |
False |
False |
|
120 |
10,729.89 |
9,116.52 |
1,613.37 |
15.9% |
124.43 |
1.2% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,124.77 |
2.618 |
10,792.25 |
1.618 |
10,588.50 |
1.000 |
10,462.58 |
0.618 |
10,384.75 |
HIGH |
10,258.83 |
0.618 |
10,181.00 |
0.500 |
10,156.96 |
0.382 |
10,132.91 |
LOW |
10,055.08 |
0.618 |
9,929.16 |
1.000 |
9,851.33 |
1.618 |
9,725.41 |
2.618 |
9,521.66 |
4.250 |
9,189.14 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,156.96 |
10,170.11 |
PP |
10,144.79 |
10,153.56 |
S1 |
10,132.63 |
10,137.01 |
|