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 |
5,995.5 |
5,905.0 |
-90.5 |
-1.5% |
6,085.0 |
High |
6,033.0 |
6,004.5 |
-28.5 |
-0.5% |
6,100.5 |
Low |
5,864.0 |
5,852.0 |
-12.0 |
-0.2% |
5,864.0 |
Close |
5,877.0 |
5,977.5 |
100.5 |
1.7% |
5,877.0 |
Range |
169.0 |
152.5 |
-16.5 |
-9.8% |
236.5 |
ATR |
93.2 |
97.4 |
4.2 |
4.5% |
0.0 |
Volume |
180,279 |
160,023 |
-20,256 |
-11.2% |
701,167 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,402.2 |
6,342.3 |
6,061.4 |
|
R3 |
6,249.7 |
6,189.8 |
6,019.4 |
|
R2 |
6,097.2 |
6,097.2 |
6,005.5 |
|
R1 |
6,037.3 |
6,037.3 |
5,991.5 |
6,067.3 |
PP |
5,944.7 |
5,944.7 |
5,944.7 |
5,959.6 |
S1 |
5,884.8 |
5,884.8 |
5,963.5 |
5,914.8 |
S2 |
5,792.2 |
5,792.2 |
5,949.5 |
|
S3 |
5,639.7 |
5,732.3 |
5,935.6 |
|
S4 |
5,487.2 |
5,579.8 |
5,893.6 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,656.7 |
6,503.3 |
6,007.1 |
|
R3 |
6,420.2 |
6,266.8 |
5,942.0 |
|
R2 |
6,183.7 |
6,183.7 |
5,920.4 |
|
R1 |
6,030.3 |
6,030.3 |
5,898.7 |
5,988.8 |
PP |
5,947.2 |
5,947.2 |
5,947.2 |
5,926.4 |
S1 |
5,793.8 |
5,793.8 |
5,855.3 |
5,752.3 |
S2 |
5,710.7 |
5,710.7 |
5,833.6 |
|
S3 |
5,474.2 |
5,557.3 |
5,812.0 |
|
S4 |
5,237.7 |
5,320.8 |
5,746.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,061.5 |
5,852.0 |
209.5 |
3.5% |
120.2 |
2.0% |
60% |
False |
True |
150,601 |
10 |
6,100.5 |
5,852.0 |
248.5 |
4.2% |
93.0 |
1.6% |
51% |
False |
True |
131,763 |
20 |
6,100.5 |
5,759.5 |
341.0 |
5.7% |
81.3 |
1.4% |
64% |
False |
False |
101,128 |
40 |
6,100.5 |
5,519.0 |
581.5 |
9.7% |
91.5 |
1.5% |
79% |
False |
False |
51,984 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.0% |
97.9 |
1.6% |
84% |
False |
False |
34,919 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.0% |
97.4 |
1.6% |
84% |
False |
False |
26,377 |
100 |
6,100.5 |
5,275.0 |
825.5 |
13.8% |
94.4 |
1.6% |
85% |
False |
False |
21,497 |
120 |
6,100.5 |
5,166.5 |
934.0 |
15.6% |
95.8 |
1.6% |
87% |
False |
False |
17,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,652.6 |
2.618 |
6,403.7 |
1.618 |
6,251.2 |
1.000 |
6,157.0 |
0.618 |
6,098.7 |
HIGH |
6,004.5 |
0.618 |
5,946.2 |
0.500 |
5,928.3 |
0.382 |
5,910.3 |
LOW |
5,852.0 |
0.618 |
5,757.8 |
1.000 |
5,699.5 |
1.618 |
5,605.3 |
2.618 |
5,452.8 |
4.250 |
5,203.9 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,961.1 |
5,965.8 |
PP |
5,944.7 |
5,954.2 |
S1 |
5,928.3 |
5,942.5 |
|