Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,841.25 |
1,794.75 |
-46.50 |
-2.5% |
1,861.75 |
High |
1,849.25 |
1,811.75 |
-37.50 |
-2.0% |
1,895.75 |
Low |
1,789.50 |
1,792.50 |
3.00 |
0.2% |
1,789.50 |
Close |
1,797.75 |
1,798.50 |
0.75 |
0.0% |
1,797.75 |
Range |
59.75 |
19.25 |
-40.50 |
-67.8% |
106.25 |
ATR |
31.03 |
30.19 |
-0.84 |
-2.7% |
0.00 |
Volume |
501,308 |
527,630 |
26,322 |
5.3% |
1,582,927 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.75 |
1,847.75 |
1,809.00 |
|
R3 |
1,839.50 |
1,828.50 |
1,803.75 |
|
R2 |
1,820.25 |
1,820.25 |
1,802.00 |
|
R1 |
1,809.25 |
1,809.25 |
1,800.25 |
1,814.75 |
PP |
1,801.00 |
1,801.00 |
1,801.00 |
1,803.50 |
S1 |
1,790.00 |
1,790.00 |
1,796.75 |
1,795.50 |
S2 |
1,781.75 |
1,781.75 |
1,795.00 |
|
S3 |
1,762.50 |
1,770.75 |
1,793.25 |
|
S4 |
1,743.25 |
1,751.50 |
1,788.00 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,146.50 |
2,078.25 |
1,856.25 |
|
R3 |
2,040.25 |
1,972.00 |
1,827.00 |
|
R2 |
1,934.00 |
1,934.00 |
1,817.25 |
|
R1 |
1,865.75 |
1,865.75 |
1,807.50 |
1,846.75 |
PP |
1,827.75 |
1,827.75 |
1,827.75 |
1,818.00 |
S1 |
1,759.50 |
1,759.50 |
1,788.00 |
1,740.50 |
S2 |
1,721.50 |
1,721.50 |
1,778.25 |
|
S3 |
1,615.25 |
1,653.25 |
1,768.50 |
|
S4 |
1,509.00 |
1,547.00 |
1,739.25 |
|
|
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 |
1,789.50 |
106.25 |
5.9% |
41.75 |
2.3% |
8% |
False |
False |
422,111 |
10 |
1,900.00 |
1,789.50 |
110.50 |
6.1% |
35.75 |
2.0% |
8% |
False |
False |
347,404 |
20 |
1,900.00 |
1,789.50 |
110.50 |
6.1% |
27.50 |
1.5% |
8% |
False |
False |
252,871 |
40 |
1,900.00 |
1,719.75 |
180.25 |
10.0% |
27.75 |
1.5% |
44% |
False |
False |
182,113 |
60 |
1,900.00 |
1,648.50 |
251.50 |
14.0% |
28.50 |
1.6% |
60% |
False |
False |
121,555 |
80 |
1,900.00 |
1,648.25 |
251.75 |
14.0% |
28.25 |
1.6% |
60% |
False |
False |
91,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,893.50 |
2.618 |
1,862.25 |
1.618 |
1,843.00 |
1.000 |
1,831.00 |
0.618 |
1,823.75 |
HIGH |
1,811.75 |
0.618 |
1,804.50 |
0.500 |
1,802.00 |
0.382 |
1,799.75 |
LOW |
1,792.50 |
0.618 |
1,780.50 |
1.000 |
1,773.25 |
1.618 |
1,761.25 |
2.618 |
1,742.00 |
4.250 |
1,710.75 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,802.00 |
1,836.50 |
PP |
1,801.00 |
1,823.75 |
S1 |
1,799.75 |
1,811.25 |
|