Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,794.75 |
1,809.75 |
15.00 |
0.8% |
1,861.75 |
High |
1,811.75 |
1,823.75 |
12.00 |
0.7% |
1,895.75 |
Low |
1,792.50 |
1,783.75 |
-8.75 |
-0.5% |
1,789.50 |
Close |
1,798.50 |
1,796.50 |
-2.00 |
-0.1% |
1,797.75 |
Range |
19.25 |
40.00 |
20.75 |
107.8% |
106.25 |
ATR |
30.19 |
30.89 |
0.70 |
2.3% |
0.00 |
Volume |
527,630 |
340,316 |
-187,314 |
-35.5% |
1,582,927 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.25 |
1,899.00 |
1,818.50 |
|
R3 |
1,881.25 |
1,859.00 |
1,807.50 |
|
R2 |
1,841.25 |
1,841.25 |
1,803.75 |
|
R1 |
1,819.00 |
1,819.00 |
1,800.25 |
1,810.00 |
PP |
1,801.25 |
1,801.25 |
1,801.25 |
1,797.00 |
S1 |
1,779.00 |
1,779.00 |
1,792.75 |
1,770.00 |
S2 |
1,761.25 |
1,761.25 |
1,789.25 |
|
S3 |
1,721.25 |
1,739.00 |
1,785.50 |
|
S4 |
1,681.25 |
1,699.00 |
1,774.50 |
|
|
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 |
1,892.25 |
1,783.75 |
108.50 |
6.0% |
42.00 |
2.3% |
12% |
False |
True |
421,158 |
10 |
1,895.75 |
1,783.75 |
112.00 |
6.2% |
37.25 |
2.1% |
11% |
False |
True |
354,542 |
20 |
1,900.00 |
1,783.75 |
116.25 |
6.5% |
28.50 |
1.6% |
11% |
False |
True |
263,117 |
40 |
1,900.00 |
1,719.75 |
180.25 |
10.0% |
28.50 |
1.6% |
43% |
False |
False |
190,618 |
60 |
1,900.00 |
1,648.50 |
251.50 |
14.0% |
28.25 |
1.6% |
59% |
False |
False |
127,221 |
80 |
1,900.00 |
1,648.25 |
251.75 |
14.0% |
28.25 |
1.6% |
59% |
False |
False |
95,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,993.75 |
2.618 |
1,928.50 |
1.618 |
1,888.50 |
1.000 |
1,863.75 |
0.618 |
1,848.50 |
HIGH |
1,823.75 |
0.618 |
1,808.50 |
0.500 |
1,803.75 |
0.382 |
1,799.00 |
LOW |
1,783.75 |
0.618 |
1,759.00 |
1.000 |
1,743.75 |
1.618 |
1,719.00 |
2.618 |
1,679.00 |
4.250 |
1,613.75 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,803.75 |
1,816.50 |
PP |
1,801.25 |
1,809.75 |
S1 |
1,799.00 |
1,803.25 |
|