Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5,966.0 |
5,906.0 |
-60.0 |
-1.0% |
6,085.0 |
High |
5,977.5 |
5,914.0 |
-63.5 |
-1.1% |
6,100.5 |
Low |
5,834.5 |
5,689.5 |
-145.0 |
-2.5% |
5,864.0 |
Close |
5,853.0 |
5,749.0 |
-104.0 |
-1.8% |
5,877.0 |
Range |
143.0 |
224.5 |
81.5 |
57.0% |
236.5 |
ATR |
100.7 |
109.5 |
8.8 |
8.8% |
0.0 |
Volume |
188,210 |
242,265 |
54,055 |
28.7% |
701,167 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,457.7 |
6,327.8 |
5,872.5 |
|
R3 |
6,233.2 |
6,103.3 |
5,810.7 |
|
R2 |
6,008.7 |
6,008.7 |
5,790.2 |
|
R1 |
5,878.8 |
5,878.8 |
5,769.6 |
5,831.5 |
PP |
5,784.2 |
5,784.2 |
5,784.2 |
5,760.5 |
S1 |
5,654.3 |
5,654.3 |
5,728.4 |
5,607.0 |
S2 |
5,559.7 |
5,559.7 |
5,707.8 |
|
S3 |
5,335.2 |
5,429.8 |
5,687.3 |
|
S4 |
5,110.7 |
5,205.3 |
5,625.5 |
|
|
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 |
6,033.0 |
5,689.5 |
343.5 |
6.0% |
150.1 |
2.6% |
17% |
False |
True |
179,286 |
10 |
6,100.5 |
5,689.5 |
411.0 |
7.1% |
120.1 |
2.1% |
14% |
False |
True |
155,397 |
20 |
6,100.5 |
5,689.5 |
411.0 |
7.1% |
89.5 |
1.6% |
14% |
False |
True |
116,935 |
40 |
6,100.5 |
5,519.0 |
581.5 |
10.1% |
97.8 |
1.7% |
40% |
False |
False |
62,734 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.5% |
100.4 |
1.7% |
55% |
False |
False |
42,079 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.5% |
100.3 |
1.7% |
55% |
False |
False |
31,726 |
100 |
6,100.5 |
5,275.0 |
825.5 |
14.4% |
96.3 |
1.7% |
57% |
False |
False |
25,798 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.2% |
96.6 |
1.7% |
62% |
False |
False |
21,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,868.1 |
2.618 |
6,501.7 |
1.618 |
6,277.2 |
1.000 |
6,138.5 |
0.618 |
6,052.7 |
HIGH |
5,914.0 |
0.618 |
5,828.2 |
0.500 |
5,801.8 |
0.382 |
5,775.3 |
LOW |
5,689.5 |
0.618 |
5,550.8 |
1.000 |
5,465.0 |
1.618 |
5,326.3 |
2.618 |
5,101.8 |
4.250 |
4,735.4 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,801.8 |
5,847.0 |
PP |
5,784.2 |
5,814.3 |
S1 |
5,766.6 |
5,781.7 |
|