Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,093.5 |
1,097.9 |
4.4 |
0.4% |
1,130.7 |
High |
1,104.0 |
1,103.2 |
-0.8 |
-0.1% |
1,141.7 |
Low |
1,092.2 |
1,085.2 |
-7.0 |
-0.6% |
1,081.9 |
Close |
1,095.7 |
1,098.3 |
2.6 |
0.2% |
1,089.7 |
Range |
11.8 |
18.0 |
6.2 |
52.5% |
59.8 |
ATR |
21.9 |
21.7 |
-0.3 |
-1.3% |
0.0 |
Volume |
214,203 |
155,359 |
-58,844 |
-27.5% |
837,111 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.6 |
1,141.9 |
1,108.2 |
|
R3 |
1,131.6 |
1,123.9 |
1,103.3 |
|
R2 |
1,113.6 |
1,113.6 |
1,101.6 |
|
R1 |
1,105.9 |
1,105.9 |
1,100.0 |
1,109.8 |
PP |
1,095.6 |
1,095.6 |
1,095.6 |
1,097.5 |
S1 |
1,087.9 |
1,087.9 |
1,096.7 |
1,091.8 |
S2 |
1,077.6 |
1,077.6 |
1,095.0 |
|
S3 |
1,059.6 |
1,069.9 |
1,093.4 |
|
S4 |
1,041.6 |
1,051.9 |
1,088.4 |
|
|
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 |
5.4% |
22.2 |
2.0% |
27% |
False |
False |
212,394 |
10 |
1,158.3 |
1,081.9 |
76.4 |
7.0% |
21.4 |
2.0% |
21% |
False |
False |
199,690 |
20 |
1,163.0 |
1,081.9 |
81.1 |
7.4% |
19.5 |
1.8% |
20% |
False |
False |
160,151 |
40 |
1,227.5 |
1,075.2 |
152.3 |
13.9% |
24.4 |
2.2% |
15% |
False |
False |
179,195 |
60 |
1,227.5 |
1,028.1 |
199.4 |
18.2% |
22.3 |
2.0% |
35% |
False |
False |
128,366 |
80 |
1,227.5 |
989.0 |
238.5 |
21.7% |
20.7 |
1.9% |
46% |
False |
False |
97,044 |
100 |
1,227.5 |
955.8 |
271.7 |
24.7% |
19.6 |
1.8% |
52% |
False |
False |
78,031 |
120 |
1,227.5 |
933.5 |
294.0 |
26.8% |
18.1 |
1.6% |
56% |
False |
False |
65,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.7 |
2.618 |
1,150.3 |
1.618 |
1,132.3 |
1.000 |
1,121.2 |
0.618 |
1,114.3 |
HIGH |
1,103.2 |
0.618 |
1,096.3 |
0.500 |
1,094.2 |
0.382 |
1,092.1 |
LOW |
1,085.2 |
0.618 |
1,074.1 |
1.000 |
1,067.2 |
1.618 |
1,056.1 |
2.618 |
1,038.1 |
4.250 |
1,008.7 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,096.9 |
1,096.5 |
PP |
1,095.6 |
1,094.7 |
S1 |
1,094.2 |
1,093.0 |
|