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 |
5,726.0 |
5,618.0 |
-108.0 |
-1.9% |
5,905.0 |
High |
5,744.5 |
5,697.0 |
-47.5 |
-0.8% |
6,004.5 |
Low |
5,565.0 |
5,612.5 |
47.5 |
0.9% |
5,565.0 |
Close |
5,702.5 |
5,640.5 |
-62.0 |
-1.1% |
5,702.5 |
Range |
179.5 |
84.5 |
-95.0 |
-52.9% |
439.5 |
ATR |
114.8 |
113.1 |
-1.8 |
-1.5% |
0.0 |
Volume |
242,830 |
163,664 |
-79,166 |
-32.6% |
833,328 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,903.5 |
5,856.5 |
5,687.0 |
|
R3 |
5,819.0 |
5,772.0 |
5,663.7 |
|
R2 |
5,734.5 |
5,734.5 |
5,656.0 |
|
R1 |
5,687.5 |
5,687.5 |
5,648.2 |
5,711.0 |
PP |
5,650.0 |
5,650.0 |
5,650.0 |
5,661.8 |
S1 |
5,603.0 |
5,603.0 |
5,632.8 |
5,626.5 |
S2 |
5,565.5 |
5,565.5 |
5,625.0 |
|
S3 |
5,481.0 |
5,518.5 |
5,617.3 |
|
S4 |
5,396.5 |
5,434.0 |
5,594.0 |
|
|
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 |
6,004.5 |
5,565.0 |
439.5 |
7.8% |
156.8 |
2.8% |
17% |
False |
False |
199,398 |
10 |
6,100.5 |
5,565.0 |
535.5 |
9.5% |
129.7 |
2.3% |
14% |
False |
False |
169,815 |
20 |
6,100.5 |
5,565.0 |
535.5 |
9.5% |
94.9 |
1.7% |
14% |
False |
False |
126,172 |
40 |
6,100.5 |
5,519.0 |
581.5 |
10.3% |
99.1 |
1.8% |
21% |
False |
False |
72,888 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.8% |
101.2 |
1.8% |
41% |
False |
False |
48,837 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.8% |
100.9 |
1.8% |
41% |
False |
False |
36,796 |
100 |
6,100.5 |
5,275.0 |
825.5 |
14.6% |
97.3 |
1.7% |
44% |
False |
False |
29,857 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.5% |
97.7 |
1.7% |
51% |
False |
False |
24,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,056.1 |
2.618 |
5,918.2 |
1.618 |
5,833.7 |
1.000 |
5,781.5 |
0.618 |
5,749.2 |
HIGH |
5,697.0 |
0.618 |
5,664.7 |
0.500 |
5,654.8 |
0.382 |
5,644.8 |
LOW |
5,612.5 |
0.618 |
5,560.3 |
1.000 |
5,528.0 |
1.618 |
5,475.8 |
2.618 |
5,391.3 |
4.250 |
5,253.4 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,654.8 |
5,739.5 |
PP |
5,650.0 |
5,706.5 |
S1 |
5,645.3 |
5,673.5 |
|