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 |
5,237.0 |
5,120.5 |
-116.5 |
-2.2% |
5,215.5 |
High |
5,242.0 |
5,189.5 |
-52.5 |
-1.0% |
5,289.0 |
Low |
5,092.5 |
5,080.0 |
-12.5 |
-0.2% |
5,080.0 |
Close |
5,118.5 |
5,148.5 |
30.0 |
0.6% |
5,148.5 |
Range |
149.5 |
109.5 |
-40.0 |
-26.8% |
209.0 |
ATR |
94.8 |
95.9 |
1.0 |
1.1% |
0.0 |
Volume |
130,961 |
170,689 |
39,728 |
30.3% |
707,732 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,468.0 |
5,417.5 |
5,208.5 |
|
R3 |
5,358.5 |
5,308.0 |
5,178.5 |
|
R2 |
5,249.0 |
5,249.0 |
5,168.5 |
|
R1 |
5,198.5 |
5,198.5 |
5,158.5 |
5,224.0 |
PP |
5,139.5 |
5,139.5 |
5,139.5 |
5,152.0 |
S1 |
5,089.0 |
5,089.0 |
5,138.5 |
5,114.0 |
S2 |
5,030.0 |
5,030.0 |
5,128.5 |
|
S3 |
4,920.5 |
4,979.5 |
5,118.5 |
|
S4 |
4,811.0 |
4,870.0 |
5,088.5 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,799.5 |
5,683.0 |
5,263.5 |
|
R3 |
5,590.5 |
5,474.0 |
5,206.0 |
|
R2 |
5,381.5 |
5,381.5 |
5,187.0 |
|
R1 |
5,265.0 |
5,265.0 |
5,167.5 |
5,219.0 |
PP |
5,172.5 |
5,172.5 |
5,172.5 |
5,149.5 |
S1 |
5,056.0 |
5,056.0 |
5,129.5 |
5,010.0 |
S2 |
4,963.5 |
4,963.5 |
5,110.0 |
|
S3 |
4,754.5 |
4,847.0 |
5,091.0 |
|
S4 |
4,545.5 |
4,638.0 |
5,033.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,289.0 |
5,080.0 |
209.0 |
4.1% |
99.5 |
1.9% |
33% |
False |
True |
141,546 |
10 |
5,509.0 |
5,080.0 |
429.0 |
8.3% |
116.5 |
2.3% |
16% |
False |
True |
121,887 |
20 |
5,559.5 |
5,080.0 |
479.5 |
9.3% |
90.0 |
1.7% |
14% |
False |
True |
95,975 |
40 |
5,559.5 |
5,061.0 |
498.5 |
9.7% |
83.5 |
1.6% |
18% |
False |
False |
76,190 |
60 |
5,559.5 |
4,915.0 |
644.5 |
12.5% |
77.5 |
1.5% |
36% |
False |
False |
51,122 |
80 |
5,559.5 |
4,884.5 |
675.0 |
13.1% |
72.0 |
1.4% |
39% |
False |
False |
38,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,655.0 |
2.618 |
5,476.0 |
1.618 |
5,366.5 |
1.000 |
5,299.0 |
0.618 |
5,257.0 |
HIGH |
5,189.5 |
0.618 |
5,147.5 |
0.500 |
5,135.0 |
0.382 |
5,122.0 |
LOW |
5,080.0 |
0.618 |
5,012.5 |
1.000 |
4,970.5 |
1.618 |
4,903.0 |
2.618 |
4,793.5 |
4.250 |
4,614.5 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,144.0 |
5,161.0 |
PP |
5,139.5 |
5,157.0 |
S1 |
5,135.0 |
5,152.5 |
|