Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,882.25 |
1,893.00 |
10.75 |
0.6% |
1,892.25 |
High |
1,890.25 |
1,894.00 |
3.75 |
0.2% |
1,900.00 |
Low |
1,876.00 |
1,854.75 |
-21.25 |
-1.1% |
1,850.00 |
Close |
1,888.25 |
1,862.25 |
-26.00 |
-1.4% |
1,862.25 |
Range |
14.25 |
39.25 |
25.00 |
175.4% |
50.00 |
ATR |
24.10 |
25.19 |
1.08 |
4.5% |
0.00 |
Volume |
315,109 |
206,039 |
-109,070 |
-34.6% |
1,363,487 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,988.00 |
1,964.50 |
1,883.75 |
|
R3 |
1,948.75 |
1,925.25 |
1,873.00 |
|
R2 |
1,909.50 |
1,909.50 |
1,869.50 |
|
R1 |
1,886.00 |
1,886.00 |
1,865.75 |
1,878.00 |
PP |
1,870.25 |
1,870.25 |
1,870.25 |
1,866.50 |
S1 |
1,846.75 |
1,846.75 |
1,858.75 |
1,839.00 |
S2 |
1,831.00 |
1,831.00 |
1,855.00 |
|
S3 |
1,791.75 |
1,807.50 |
1,851.50 |
|
S4 |
1,752.50 |
1,768.25 |
1,840.75 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,020.75 |
1,991.50 |
1,889.75 |
|
R3 |
1,970.75 |
1,941.50 |
1,876.00 |
|
R2 |
1,920.75 |
1,920.75 |
1,871.50 |
|
R1 |
1,891.50 |
1,891.50 |
1,866.75 |
1,881.00 |
PP |
1,870.75 |
1,870.75 |
1,870.75 |
1,865.50 |
S1 |
1,841.50 |
1,841.50 |
1,857.75 |
1,831.00 |
S2 |
1,820.75 |
1,820.75 |
1,853.00 |
|
S3 |
1,770.75 |
1,791.50 |
1,848.50 |
|
S4 |
1,720.75 |
1,741.50 |
1,834.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,900.00 |
1,850.00 |
50.00 |
2.7% |
29.75 |
1.6% |
25% |
False |
False |
272,697 |
10 |
1,900.00 |
1,850.00 |
50.00 |
2.7% |
25.00 |
1.3% |
25% |
False |
False |
239,285 |
20 |
1,900.00 |
1,774.00 |
126.00 |
6.8% |
22.75 |
1.2% |
70% |
False |
False |
208,666 |
40 |
1,900.00 |
1,719.75 |
180.25 |
9.7% |
26.00 |
1.4% |
79% |
False |
False |
129,426 |
60 |
1,900.00 |
1,648.50 |
251.50 |
13.5% |
27.75 |
1.5% |
85% |
False |
False |
86,394 |
80 |
1,900.00 |
1,648.25 |
251.75 |
13.5% |
27.75 |
1.5% |
85% |
False |
False |
64,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,060.75 |
2.618 |
1,996.75 |
1.618 |
1,957.50 |
1.000 |
1,933.25 |
0.618 |
1,918.25 |
HIGH |
1,894.00 |
0.618 |
1,879.00 |
0.500 |
1,874.50 |
0.382 |
1,869.75 |
LOW |
1,854.75 |
0.618 |
1,830.50 |
1.000 |
1,815.50 |
1.618 |
1,791.25 |
2.618 |
1,752.00 |
4.250 |
1,688.00 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,874.50 |
1,873.50 |
PP |
1,870.25 |
1,869.75 |
S1 |
1,866.25 |
1,866.00 |
|