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 |
1,146.75 |
1,131.75 |
-15.00 |
-1.3% |
1,141.75 |
High |
1,147.25 |
1,147.00 |
-0.25 |
0.0% |
1,148.00 |
Low |
1,127.50 |
1,126.25 |
-1.25 |
-0.1% |
1,127.50 |
Close |
1,132.25 |
1,145.75 |
13.50 |
1.2% |
1,132.25 |
Range |
19.75 |
20.75 |
1.00 |
5.1% |
20.50 |
ATR |
13.10 |
13.65 |
0.55 |
4.2% |
0.00 |
Volume |
1,355,731 |
2,059,496 |
703,765 |
51.9% |
8,588,648 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.00 |
1,194.50 |
1,157.25 |
|
R3 |
1,181.25 |
1,173.75 |
1,151.50 |
|
R2 |
1,160.50 |
1,160.50 |
1,149.50 |
|
R1 |
1,153.00 |
1,153.00 |
1,147.75 |
1,156.75 |
PP |
1,139.75 |
1,139.75 |
1,139.75 |
1,141.50 |
S1 |
1,132.25 |
1,132.25 |
1,143.75 |
1,136.00 |
S2 |
1,119.00 |
1,119.00 |
1,142.00 |
|
S3 |
1,098.25 |
1,111.50 |
1,140.00 |
|
S4 |
1,077.50 |
1,090.75 |
1,134.25 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.50 |
1,185.25 |
1,143.50 |
|
R3 |
1,177.00 |
1,164.75 |
1,138.00 |
|
R2 |
1,156.50 |
1,156.50 |
1,136.00 |
|
R1 |
1,144.25 |
1,144.25 |
1,134.25 |
1,140.00 |
PP |
1,136.00 |
1,136.00 |
1,136.00 |
1,133.75 |
S1 |
1,123.75 |
1,123.75 |
1,130.25 |
1,119.50 |
S2 |
1,115.50 |
1,115.50 |
1,128.50 |
|
S3 |
1,095.00 |
1,103.25 |
1,126.50 |
|
S4 |
1,074.50 |
1,082.75 |
1,121.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,147.25 |
1,126.25 |
21.00 |
1.8% |
16.00 |
1.4% |
93% |
False |
True |
1,824,095 |
10 |
1,148.00 |
1,125.00 |
23.00 |
2.0% |
13.00 |
1.1% |
90% |
False |
False |
1,614,493 |
20 |
1,148.00 |
1,088.50 |
59.50 |
5.2% |
12.25 |
1.1% |
96% |
False |
False |
1,262,636 |
40 |
1,148.00 |
1,062.25 |
85.75 |
7.5% |
14.00 |
1.2% |
97% |
False |
False |
849,339 |
60 |
1,148.00 |
1,021.00 |
127.00 |
11.1% |
15.75 |
1.4% |
98% |
False |
False |
567,834 |
80 |
1,148.00 |
1,007.25 |
140.75 |
12.3% |
16.00 |
1.4% |
98% |
False |
False |
426,317 |
100 |
1,148.00 |
984.25 |
163.75 |
14.3% |
15.50 |
1.3% |
99% |
False |
False |
341,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,235.25 |
2.618 |
1,201.25 |
1.618 |
1,180.50 |
1.000 |
1,167.75 |
0.618 |
1,159.75 |
HIGH |
1,147.00 |
0.618 |
1,139.00 |
0.500 |
1,136.50 |
0.382 |
1,134.25 |
LOW |
1,126.25 |
0.618 |
1,113.50 |
1.000 |
1,105.50 |
1.618 |
1,092.75 |
2.618 |
1,072.00 |
4.250 |
1,038.00 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,142.75 |
1,142.75 |
PP |
1,139.75 |
1,139.75 |
S1 |
1,136.50 |
1,136.75 |
|