Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,889.25 |
1,867.75 |
-21.50 |
-1.1% |
1,892.25 |
High |
1,892.25 |
1,883.50 |
-8.75 |
-0.5% |
1,900.00 |
Low |
1,845.50 |
1,838.75 |
-6.75 |
-0.4% |
1,850.00 |
Close |
1,867.00 |
1,841.00 |
-26.00 |
-1.4% |
1,862.25 |
Range |
46.75 |
44.75 |
-2.00 |
-4.3% |
50.00 |
ATR |
27.59 |
28.82 |
1.23 |
4.4% |
0.00 |
Volume |
333,010 |
403,528 |
70,518 |
21.2% |
1,363,487 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,988.75 |
1,959.50 |
1,865.50 |
|
R3 |
1,944.00 |
1,914.75 |
1,853.25 |
|
R2 |
1,899.25 |
1,899.25 |
1,849.25 |
|
R1 |
1,870.00 |
1,870.00 |
1,845.00 |
1,862.25 |
PP |
1,854.50 |
1,854.50 |
1,854.50 |
1,850.50 |
S1 |
1,825.25 |
1,825.25 |
1,837.00 |
1,817.50 |
S2 |
1,809.75 |
1,809.75 |
1,832.75 |
|
S3 |
1,765.00 |
1,780.50 |
1,828.75 |
|
S4 |
1,720.25 |
1,735.75 |
1,816.50 |
|
|
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 |
1,838.75 |
57.00 |
3.1% |
36.75 |
2.0% |
4% |
False |
True |
320,553 |
10 |
1,900.00 |
1,838.75 |
61.25 |
3.3% |
32.00 |
1.7% |
4% |
False |
True |
294,770 |
20 |
1,900.00 |
1,825.25 |
74.75 |
4.1% |
25.00 |
1.4% |
21% |
False |
False |
220,757 |
40 |
1,900.00 |
1,719.75 |
180.25 |
9.8% |
27.00 |
1.5% |
67% |
False |
False |
156,401 |
60 |
1,900.00 |
1,648.50 |
251.50 |
13.7% |
28.25 |
1.5% |
77% |
False |
False |
104,412 |
80 |
1,900.00 |
1,648.25 |
251.75 |
13.7% |
28.25 |
1.5% |
77% |
False |
False |
78,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,073.75 |
2.618 |
2,000.75 |
1.618 |
1,956.00 |
1.000 |
1,928.25 |
0.618 |
1,911.25 |
HIGH |
1,883.50 |
0.618 |
1,866.50 |
0.500 |
1,861.00 |
0.382 |
1,855.75 |
LOW |
1,838.75 |
0.618 |
1,811.00 |
1.000 |
1,794.00 |
1.618 |
1,766.25 |
2.618 |
1,721.50 |
4.250 |
1,648.50 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,861.00 |
1,867.25 |
PP |
1,854.50 |
1,858.50 |
S1 |
1,847.75 |
1,849.75 |
|