Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,095.4 |
1,093.5 |
-1.9 |
-0.2% |
1,130.7 |
High |
1,098.9 |
1,104.0 |
5.1 |
0.5% |
1,141.7 |
Low |
1,081.9 |
1,092.2 |
10.3 |
1.0% |
1,081.9 |
Close |
1,089.7 |
1,095.7 |
6.0 |
0.6% |
1,089.7 |
Range |
17.0 |
11.8 |
-5.2 |
-30.6% |
59.8 |
ATR |
22.5 |
21.9 |
-0.6 |
-2.6% |
0.0 |
Volume |
271,810 |
214,203 |
-57,607 |
-21.2% |
837,111 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.7 |
1,126.0 |
1,102.2 |
|
R3 |
1,120.9 |
1,114.2 |
1,098.9 |
|
R2 |
1,109.1 |
1,109.1 |
1,097.9 |
|
R1 |
1,102.4 |
1,102.4 |
1,096.8 |
1,105.8 |
PP |
1,097.3 |
1,097.3 |
1,097.3 |
1,099.0 |
S1 |
1,090.6 |
1,090.6 |
1,094.6 |
1,094.0 |
S2 |
1,085.5 |
1,085.5 |
1,093.5 |
|
S3 |
1,073.7 |
1,078.8 |
1,092.5 |
|
S4 |
1,061.9 |
1,067.0 |
1,089.2 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.8 |
1,246.6 |
1,122.6 |
|
R3 |
1,224.0 |
1,186.8 |
1,106.1 |
|
R2 |
1,164.2 |
1,164.2 |
1,100.7 |
|
R1 |
1,127.0 |
1,127.0 |
1,095.2 |
1,115.7 |
PP |
1,104.4 |
1,104.4 |
1,104.4 |
1,098.8 |
S1 |
1,067.2 |
1,067.2 |
1,084.2 |
1,055.9 |
S2 |
1,044.6 |
1,044.6 |
1,078.7 |
|
S3 |
984.8 |
1,007.4 |
1,073.3 |
|
S4 |
925.0 |
947.6 |
1,056.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,141.7 |
1,081.9 |
59.8 |
5.5% |
21.3 |
1.9% |
23% |
False |
False |
210,262 |
10 |
1,163.0 |
1,081.9 |
81.1 |
7.4% |
22.0 |
2.0% |
17% |
False |
False |
205,416 |
20 |
1,163.0 |
1,081.9 |
81.1 |
7.4% |
19.5 |
1.8% |
17% |
False |
False |
157,371 |
40 |
1,227.5 |
1,075.2 |
152.3 |
13.9% |
24.6 |
2.2% |
13% |
False |
False |
178,391 |
60 |
1,227.5 |
1,028.0 |
199.5 |
18.2% |
22.3 |
2.0% |
34% |
False |
False |
125,806 |
80 |
1,227.5 |
989.0 |
238.5 |
21.8% |
20.7 |
1.9% |
45% |
False |
False |
95,156 |
100 |
1,227.5 |
951.2 |
276.3 |
25.2% |
19.5 |
1.8% |
52% |
False |
False |
76,483 |
120 |
1,227.5 |
933.5 |
294.0 |
26.8% |
18.1 |
1.6% |
55% |
False |
False |
63,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,154.2 |
2.618 |
1,134.9 |
1.618 |
1,123.1 |
1.000 |
1,115.8 |
0.618 |
1,111.3 |
HIGH |
1,104.0 |
0.618 |
1,099.5 |
0.500 |
1,098.1 |
0.382 |
1,096.7 |
LOW |
1,092.2 |
0.618 |
1,084.9 |
1.000 |
1,080.4 |
1.618 |
1,073.1 |
2.618 |
1,061.3 |
4.250 |
1,042.1 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,098.1 |
1,099.7 |
PP |
1,097.3 |
1,098.3 |
S1 |
1,096.5 |
1,097.0 |
|