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 |
1,134.50 |
1,109.75 |
-24.75 |
-2.2% |
1,131.75 |
High |
1,139.25 |
1,115.75 |
-23.50 |
-2.1% |
1,147.00 |
Low |
1,110.25 |
1,086.25 |
-24.00 |
-2.2% |
1,086.25 |
Close |
1,111.00 |
1,091.00 |
-20.00 |
-1.8% |
1,091.00 |
Range |
29.00 |
29.50 |
0.50 |
1.7% |
60.75 |
ATR |
15.25 |
16.26 |
1.02 |
6.7% |
0.00 |
Volume |
2,391,710 |
3,438,955 |
1,047,245 |
43.8% |
9,818,154 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.25 |
1,168.00 |
1,107.25 |
|
R3 |
1,156.75 |
1,138.50 |
1,099.00 |
|
R2 |
1,127.25 |
1,127.25 |
1,096.50 |
|
R1 |
1,109.00 |
1,109.00 |
1,093.75 |
1,103.50 |
PP |
1,097.75 |
1,097.75 |
1,097.75 |
1,094.75 |
S1 |
1,079.50 |
1,079.50 |
1,088.25 |
1,074.00 |
S2 |
1,068.25 |
1,068.25 |
1,085.50 |
|
S3 |
1,038.75 |
1,050.00 |
1,083.00 |
|
S4 |
1,009.25 |
1,020.50 |
1,074.75 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.25 |
1,251.50 |
1,124.50 |
|
R3 |
1,229.50 |
1,190.75 |
1,107.75 |
|
R2 |
1,168.75 |
1,168.75 |
1,102.25 |
|
R1 |
1,130.00 |
1,130.00 |
1,096.50 |
1,119.00 |
PP |
1,108.00 |
1,108.00 |
1,108.00 |
1,102.50 |
S1 |
1,069.25 |
1,069.25 |
1,085.50 |
1,058.25 |
S2 |
1,047.25 |
1,047.25 |
1,079.75 |
|
S3 |
986.50 |
1,008.50 |
1,074.25 |
|
S4 |
925.75 |
947.75 |
1,057.50 |
|
|
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 |
1,086.25 |
61.00 |
5.6% |
24.00 |
2.2% |
8% |
False |
True |
2,234,777 |
10 |
1,148.00 |
1,086.25 |
61.75 |
5.7% |
18.00 |
1.7% |
8% |
False |
True |
1,997,382 |
20 |
1,148.00 |
1,086.25 |
61.75 |
5.7% |
14.25 |
1.3% |
8% |
False |
True |
1,405,031 |
40 |
1,148.00 |
1,062.25 |
85.75 |
7.9% |
14.75 |
1.3% |
34% |
False |
False |
1,042,887 |
60 |
1,148.00 |
1,021.00 |
127.00 |
11.6% |
16.00 |
1.5% |
55% |
False |
False |
696,953 |
80 |
1,148.00 |
1,007.25 |
140.75 |
12.9% |
16.25 |
1.5% |
60% |
False |
False |
523,265 |
100 |
1,148.00 |
984.25 |
163.75 |
15.0% |
16.00 |
1.5% |
65% |
False |
False |
418,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.00 |
2.618 |
1,193.00 |
1.618 |
1,163.50 |
1.000 |
1,145.25 |
0.618 |
1,134.00 |
HIGH |
1,115.75 |
0.618 |
1,104.50 |
0.500 |
1,101.00 |
0.382 |
1,097.50 |
LOW |
1,086.25 |
0.618 |
1,068.00 |
1.000 |
1,056.75 |
1.618 |
1,038.50 |
2.618 |
1,009.00 |
4.250 |
961.00 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,101.00 |
1,116.50 |
PP |
1,097.75 |
1,108.00 |
S1 |
1,094.25 |
1,099.50 |
|