Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,142.0 |
1,130.7 |
-11.3 |
-1.0% |
1,139.0 |
High |
1,146.0 |
1,140.7 |
-5.3 |
-0.5% |
1,163.0 |
Low |
1,126.5 |
1,127.5 |
1.0 |
0.1% |
1,118.5 |
Close |
1,130.5 |
1,140.0 |
9.5 |
0.8% |
1,130.5 |
Range |
19.5 |
13.2 |
-6.3 |
-32.3% |
44.5 |
ATR |
21.7 |
21.1 |
-0.6 |
-2.8% |
0.0 |
Volume |
165,713 |
144,699 |
-21,014 |
-12.7% |
1,002,853 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.7 |
1,171.0 |
1,147.3 |
|
R3 |
1,162.5 |
1,157.8 |
1,143.6 |
|
R2 |
1,149.3 |
1,149.3 |
1,142.4 |
|
R1 |
1,144.6 |
1,144.6 |
1,141.2 |
1,147.0 |
PP |
1,136.1 |
1,136.1 |
1,136.1 |
1,137.2 |
S1 |
1,131.4 |
1,131.4 |
1,138.8 |
1,133.8 |
S2 |
1,122.9 |
1,122.9 |
1,137.6 |
|
S3 |
1,109.7 |
1,118.2 |
1,136.4 |
|
S4 |
1,096.5 |
1,105.0 |
1,132.7 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.8 |
1,245.2 |
1,155.0 |
|
R3 |
1,226.3 |
1,200.7 |
1,142.7 |
|
R2 |
1,181.8 |
1,181.8 |
1,138.7 |
|
R1 |
1,156.2 |
1,156.2 |
1,134.6 |
1,146.8 |
PP |
1,137.3 |
1,137.3 |
1,137.3 |
1,132.6 |
S1 |
1,111.7 |
1,111.7 |
1,126.4 |
1,102.3 |
S2 |
1,092.8 |
1,092.8 |
1,122.3 |
|
S3 |
1,048.3 |
1,067.2 |
1,118.3 |
|
S4 |
1,003.8 |
1,022.7 |
1,106.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,158.3 |
1,118.5 |
39.8 |
3.5% |
20.6 |
1.8% |
54% |
False |
False |
186,986 |
10 |
1,163.0 |
1,115.5 |
47.5 |
4.2% |
19.7 |
1.7% |
52% |
False |
False |
175,749 |
20 |
1,163.0 |
1,075.2 |
87.8 |
7.7% |
19.4 |
1.7% |
74% |
False |
False |
148,427 |
40 |
1,227.5 |
1,075.2 |
152.3 |
13.4% |
24.1 |
2.1% |
43% |
False |
False |
160,418 |
60 |
1,227.5 |
1,028.0 |
199.5 |
17.5% |
21.7 |
1.9% |
56% |
False |
False |
111,065 |
80 |
1,227.5 |
987.3 |
240.2 |
21.1% |
20.3 |
1.8% |
64% |
False |
False |
83,961 |
100 |
1,227.5 |
942.9 |
284.6 |
25.0% |
19.0 |
1.7% |
69% |
False |
False |
67,442 |
120 |
1,227.5 |
929.2 |
298.3 |
26.2% |
17.7 |
1.6% |
71% |
False |
False |
56,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,196.8 |
2.618 |
1,175.3 |
1.618 |
1,162.1 |
1.000 |
1,153.9 |
0.618 |
1,148.9 |
HIGH |
1,140.7 |
0.618 |
1,135.7 |
0.500 |
1,134.1 |
0.382 |
1,132.5 |
LOW |
1,127.5 |
0.618 |
1,119.3 |
1.000 |
1,114.3 |
1.618 |
1,106.1 |
2.618 |
1,092.9 |
4.250 |
1,071.4 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,138.0 |
1,138.9 |
PP |
1,136.1 |
1,137.7 |
S1 |
1,134.1 |
1,136.6 |
|