Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,861.75 |
1,889.25 |
27.50 |
1.5% |
1,892.25 |
High |
1,895.75 |
1,892.25 |
-3.50 |
-0.2% |
1,900.00 |
Low |
1,857.50 |
1,845.50 |
-12.00 |
-0.6% |
1,850.00 |
Close |
1,889.75 |
1,867.00 |
-22.75 |
-1.2% |
1,862.25 |
Range |
38.25 |
46.75 |
8.50 |
22.2% |
50.00 |
ATR |
26.12 |
27.59 |
1.47 |
5.6% |
0.00 |
Volume |
345,081 |
333,010 |
-12,071 |
-3.5% |
1,363,487 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,008.50 |
1,984.50 |
1,892.75 |
|
R3 |
1,961.75 |
1,937.75 |
1,879.75 |
|
R2 |
1,915.00 |
1,915.00 |
1,875.50 |
|
R1 |
1,891.00 |
1,891.00 |
1,871.25 |
1,879.50 |
PP |
1,868.25 |
1,868.25 |
1,868.25 |
1,862.50 |
S1 |
1,844.25 |
1,844.25 |
1,862.75 |
1,833.00 |
S2 |
1,821.50 |
1,821.50 |
1,858.50 |
|
S3 |
1,774.75 |
1,797.50 |
1,854.25 |
|
S4 |
1,728.00 |
1,750.75 |
1,841.25 |
|
|
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 |
1,845.50 |
50.25 |
2.7% |
35.00 |
1.9% |
43% |
False |
True |
305,560 |
10 |
1,900.00 |
1,845.50 |
54.50 |
2.9% |
29.50 |
1.6% |
39% |
False |
True |
275,287 |
20 |
1,900.00 |
1,803.00 |
97.00 |
5.2% |
24.25 |
1.3% |
66% |
False |
False |
214,974 |
40 |
1,900.00 |
1,719.75 |
180.25 |
9.7% |
26.50 |
1.4% |
82% |
False |
False |
146,322 |
60 |
1,900.00 |
1,648.50 |
251.50 |
13.5% |
28.00 |
1.5% |
87% |
False |
False |
97,689 |
80 |
1,900.00 |
1,648.25 |
251.75 |
13.5% |
27.75 |
1.5% |
87% |
False |
False |
73,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,091.00 |
2.618 |
2,014.75 |
1.618 |
1,968.00 |
1.000 |
1,939.00 |
0.618 |
1,921.25 |
HIGH |
1,892.25 |
0.618 |
1,874.50 |
0.500 |
1,869.00 |
0.382 |
1,863.25 |
LOW |
1,845.50 |
0.618 |
1,816.50 |
1.000 |
1,798.75 |
1.618 |
1,769.75 |
2.618 |
1,723.00 |
4.250 |
1,646.75 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,869.00 |
1,870.50 |
PP |
1,868.25 |
1,869.50 |
S1 |
1,867.50 |
1,868.25 |
|