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 |
1,094.00 |
1,094.00 |
0.00 |
0.0% |
1,131.75 |
High |
1,103.00 |
1,100.00 |
-3.00 |
-0.3% |
1,147.00 |
Low |
1,089.75 |
1,081.00 |
-8.75 |
-0.8% |
1,086.25 |
Close |
1,092.50 |
1,087.25 |
-5.25 |
-0.5% |
1,091.00 |
Range |
13.25 |
19.00 |
5.75 |
43.4% |
60.75 |
ATR |
16.05 |
16.26 |
0.21 |
1.3% |
0.00 |
Volume |
3,544,446 |
2,080,292 |
-1,464,154 |
-41.3% |
9,818,154 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.50 |
1,135.75 |
1,097.75 |
|
R3 |
1,127.50 |
1,116.75 |
1,092.50 |
|
R2 |
1,108.50 |
1,108.50 |
1,090.75 |
|
R1 |
1,097.75 |
1,097.75 |
1,089.00 |
1,093.50 |
PP |
1,089.50 |
1,089.50 |
1,089.50 |
1,087.25 |
S1 |
1,078.75 |
1,078.75 |
1,085.50 |
1,074.50 |
S2 |
1,070.50 |
1,070.50 |
1,083.75 |
|
S3 |
1,051.50 |
1,059.75 |
1,082.00 |
|
S4 |
1,032.50 |
1,040.75 |
1,076.75 |
|
|
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 |
1,146.50 |
1,081.00 |
65.50 |
6.0% |
22.50 |
2.1% |
10% |
False |
True |
2,676,679 |
10 |
1,147.25 |
1,081.00 |
66.25 |
6.1% |
19.25 |
1.8% |
9% |
False |
True |
2,250,387 |
20 |
1,148.00 |
1,081.00 |
67.00 |
6.2% |
15.00 |
1.4% |
9% |
False |
True |
1,603,335 |
40 |
1,148.00 |
1,062.25 |
85.75 |
7.9% |
15.00 |
1.4% |
29% |
False |
False |
1,183,285 |
60 |
1,148.00 |
1,021.00 |
127.00 |
11.7% |
15.75 |
1.5% |
52% |
False |
False |
790,506 |
80 |
1,148.00 |
1,007.25 |
140.75 |
12.9% |
16.25 |
1.5% |
57% |
False |
False |
593,550 |
100 |
1,148.00 |
984.25 |
163.75 |
15.1% |
15.75 |
1.5% |
63% |
False |
False |
474,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,180.75 |
2.618 |
1,149.75 |
1.618 |
1,130.75 |
1.000 |
1,119.00 |
0.618 |
1,111.75 |
HIGH |
1,100.00 |
0.618 |
1,092.75 |
0.500 |
1,090.50 |
0.382 |
1,088.25 |
LOW |
1,081.00 |
0.618 |
1,069.25 |
1.000 |
1,062.00 |
1.618 |
1,050.25 |
2.618 |
1,031.25 |
4.250 |
1,000.25 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,090.50 |
1,098.50 |
PP |
1,089.50 |
1,094.75 |
S1 |
1,088.25 |
1,091.00 |
|