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 |
5,618.0 |
5,557.0 |
-61.0 |
-1.1% |
5,905.0 |
High |
5,697.0 |
5,689.0 |
-8.0 |
-0.1% |
6,004.5 |
Low |
5,612.5 |
5,549.5 |
-63.0 |
-1.1% |
5,565.0 |
Close |
5,640.5 |
5,675.5 |
35.0 |
0.6% |
5,702.5 |
Range |
84.5 |
139.5 |
55.0 |
65.1% |
439.5 |
ATR |
113.1 |
115.0 |
1.9 |
1.7% |
0.0 |
Volume |
163,664 |
171,173 |
7,509 |
4.6% |
833,328 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,056.5 |
6,005.5 |
5,752.2 |
|
R3 |
5,917.0 |
5,866.0 |
5,713.9 |
|
R2 |
5,777.5 |
5,777.5 |
5,701.1 |
|
R1 |
5,726.5 |
5,726.5 |
5,688.3 |
5,752.0 |
PP |
5,638.0 |
5,638.0 |
5,638.0 |
5,650.8 |
S1 |
5,587.0 |
5,587.0 |
5,662.7 |
5,612.5 |
S2 |
5,498.5 |
5,498.5 |
5,649.9 |
|
S3 |
5,359.0 |
5,447.5 |
5,637.1 |
|
S4 |
5,219.5 |
5,308.0 |
5,598.8 |
|
|
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 |
5,977.5 |
5,549.5 |
428.0 |
7.5% |
154.2 |
2.7% |
29% |
False |
True |
201,628 |
10 |
6,061.5 |
5,549.5 |
512.0 |
9.0% |
137.2 |
2.4% |
25% |
False |
True |
176,115 |
20 |
6,100.5 |
5,549.5 |
551.0 |
9.7% |
99.1 |
1.7% |
23% |
False |
True |
129,572 |
40 |
6,100.5 |
5,519.0 |
581.5 |
10.2% |
99.8 |
1.8% |
27% |
False |
False |
77,140 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.7% |
100.6 |
1.8% |
45% |
False |
False |
51,686 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.7% |
100.3 |
1.8% |
45% |
False |
False |
38,926 |
100 |
6,100.5 |
5,275.0 |
825.5 |
14.5% |
98.2 |
1.7% |
49% |
False |
False |
31,567 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.4% |
97.7 |
1.7% |
54% |
False |
False |
26,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,281.9 |
2.618 |
6,054.2 |
1.618 |
5,914.7 |
1.000 |
5,828.5 |
0.618 |
5,775.2 |
HIGH |
5,689.0 |
0.618 |
5,635.7 |
0.500 |
5,619.3 |
0.382 |
5,602.8 |
LOW |
5,549.5 |
0.618 |
5,463.3 |
1.000 |
5,410.0 |
1.618 |
5,323.8 |
2.618 |
5,184.3 |
4.250 |
4,956.6 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,656.8 |
5,666.0 |
PP |
5,638.0 |
5,656.5 |
S1 |
5,619.3 |
5,647.0 |
|