Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5,906.0 |
5,726.0 |
-180.0 |
-3.0% |
5,905.0 |
High |
5,914.0 |
5,744.5 |
-169.5 |
-2.9% |
6,004.5 |
Low |
5,689.5 |
5,565.0 |
-124.5 |
-2.2% |
5,565.0 |
Close |
5,749.0 |
5,702.5 |
-46.5 |
-0.8% |
5,702.5 |
Range |
224.5 |
179.5 |
-45.0 |
-20.0% |
439.5 |
ATR |
109.5 |
114.8 |
5.3 |
4.9% |
0.0 |
Volume |
242,265 |
242,830 |
565 |
0.2% |
833,328 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,209.2 |
6,135.3 |
5,801.2 |
|
R3 |
6,029.7 |
5,955.8 |
5,751.9 |
|
R2 |
5,850.2 |
5,850.2 |
5,735.4 |
|
R1 |
5,776.3 |
5,776.3 |
5,719.0 |
5,723.5 |
PP |
5,670.7 |
5,670.7 |
5,670.7 |
5,644.3 |
S1 |
5,596.8 |
5,596.8 |
5,686.0 |
5,544.0 |
S2 |
5,491.2 |
5,491.2 |
5,669.6 |
|
S3 |
5,311.7 |
5,417.3 |
5,653.1 |
|
S4 |
5,132.2 |
5,237.8 |
5,603.8 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,075.8 |
6,828.7 |
5,944.2 |
|
R3 |
6,636.3 |
6,389.2 |
5,823.4 |
|
R2 |
6,196.8 |
6,196.8 |
5,783.1 |
|
R1 |
5,949.7 |
5,949.7 |
5,742.8 |
5,853.5 |
PP |
5,757.3 |
5,757.3 |
5,757.3 |
5,709.3 |
S1 |
5,510.2 |
5,510.2 |
5,662.2 |
5,414.0 |
S2 |
5,317.8 |
5,317.8 |
5,621.9 |
|
S3 |
4,878.3 |
5,070.7 |
5,581.6 |
|
S4 |
4,438.8 |
4,631.2 |
5,460.8 |
|
|
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 |
5,565.0 |
468.0 |
8.2% |
173.7 |
3.0% |
29% |
False |
True |
202,721 |
10 |
6,100.5 |
5,565.0 |
535.5 |
9.4% |
130.0 |
2.3% |
26% |
False |
True |
166,950 |
20 |
6,100.5 |
5,565.0 |
535.5 |
9.4% |
95.0 |
1.7% |
26% |
False |
True |
125,587 |
40 |
6,100.5 |
5,519.0 |
581.5 |
10.2% |
99.6 |
1.7% |
32% |
False |
False |
68,800 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.6% |
101.7 |
1.8% |
49% |
False |
False |
46,116 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.6% |
100.7 |
1.8% |
49% |
False |
False |
34,757 |
100 |
6,100.5 |
5,275.0 |
825.5 |
14.5% |
97.2 |
1.7% |
52% |
False |
False |
28,224 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.3% |
97.3 |
1.7% |
57% |
False |
False |
23,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,507.4 |
2.618 |
6,214.4 |
1.618 |
6,034.9 |
1.000 |
5,924.0 |
0.618 |
5,855.4 |
HIGH |
5,744.5 |
0.618 |
5,675.9 |
0.500 |
5,654.8 |
0.382 |
5,633.6 |
LOW |
5,565.0 |
0.618 |
5,454.1 |
1.000 |
5,385.5 |
1.618 |
5,274.6 |
2.618 |
5,095.1 |
4.250 |
4,802.1 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,686.6 |
5,771.3 |
PP |
5,670.7 |
5,748.3 |
S1 |
5,654.8 |
5,725.4 |
|