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 |
1,893.00 |
1,861.75 |
-31.25 |
-1.7% |
1,892.25 |
High |
1,894.00 |
1,895.75 |
1.75 |
0.1% |
1,900.00 |
Low |
1,854.75 |
1,857.50 |
2.75 |
0.1% |
1,850.00 |
Close |
1,862.25 |
1,889.75 |
27.50 |
1.5% |
1,862.25 |
Range |
39.25 |
38.25 |
-1.00 |
-2.5% |
50.00 |
ATR |
25.19 |
26.12 |
0.93 |
3.7% |
0.00 |
Volume |
206,039 |
345,081 |
139,042 |
67.5% |
1,363,487 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.75 |
1,981.00 |
1,910.75 |
|
R3 |
1,957.50 |
1,942.75 |
1,900.25 |
|
R2 |
1,919.25 |
1,919.25 |
1,896.75 |
|
R1 |
1,904.50 |
1,904.50 |
1,893.25 |
1,912.00 |
PP |
1,881.00 |
1,881.00 |
1,881.00 |
1,884.75 |
S1 |
1,866.25 |
1,866.25 |
1,886.25 |
1,873.50 |
S2 |
1,842.75 |
1,842.75 |
1,882.75 |
|
S3 |
1,804.50 |
1,828.00 |
1,879.25 |
|
S4 |
1,766.25 |
1,789.75 |
1,868.75 |
|
|
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 |
1,895.75 |
1,850.00 |
45.75 |
2.4% |
32.25 |
1.7% |
87% |
True |
False |
287,926 |
10 |
1,900.00 |
1,850.00 |
50.00 |
2.6% |
26.25 |
1.4% |
80% |
False |
False |
262,501 |
20 |
1,900.00 |
1,784.00 |
116.00 |
6.1% |
23.25 |
1.2% |
91% |
False |
False |
214,174 |
40 |
1,900.00 |
1,719.75 |
180.25 |
9.5% |
26.25 |
1.4% |
94% |
False |
False |
138,037 |
60 |
1,900.00 |
1,648.50 |
251.50 |
13.3% |
27.75 |
1.5% |
96% |
False |
False |
92,143 |
80 |
1,900.00 |
1,648.25 |
251.75 |
13.3% |
27.75 |
1.5% |
96% |
False |
False |
69,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,058.25 |
2.618 |
1,996.00 |
1.618 |
1,957.75 |
1.000 |
1,934.00 |
0.618 |
1,919.50 |
HIGH |
1,895.75 |
0.618 |
1,881.25 |
0.500 |
1,876.50 |
0.382 |
1,872.00 |
LOW |
1,857.50 |
0.618 |
1,833.75 |
1.000 |
1,819.25 |
1.618 |
1,795.50 |
2.618 |
1,757.25 |
4.250 |
1,695.00 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,885.50 |
1,885.00 |
PP |
1,881.00 |
1,880.00 |
S1 |
1,876.50 |
1,875.25 |
|