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 |
5,460.5 |
5,431.5 |
-29.0 |
-0.5% |
5,520.5 |
High |
5,509.0 |
5,496.5 |
-12.5 |
-0.2% |
5,559.5 |
Low |
5,400.0 |
5,386.0 |
-14.0 |
-0.3% |
5,400.0 |
Close |
5,407.0 |
5,472.5 |
65.5 |
1.2% |
5,407.0 |
Range |
109.0 |
110.5 |
1.5 |
1.4% |
159.5 |
ATR |
75.8 |
78.3 |
2.5 |
3.3% |
0.0 |
Volume |
68,611 |
46,112 |
-22,499 |
-32.8% |
419,555 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,783.0 |
5,738.5 |
5,533.5 |
|
R3 |
5,672.5 |
5,628.0 |
5,503.0 |
|
R2 |
5,562.0 |
5,562.0 |
5,493.0 |
|
R1 |
5,517.5 |
5,517.5 |
5,482.5 |
5,540.0 |
PP |
5,451.5 |
5,451.5 |
5,451.5 |
5,463.0 |
S1 |
5,407.0 |
5,407.0 |
5,462.5 |
5,429.0 |
S2 |
5,341.0 |
5,341.0 |
5,452.0 |
|
S3 |
5,230.5 |
5,296.5 |
5,442.0 |
|
S4 |
5,120.0 |
5,186.0 |
5,411.5 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,934.0 |
5,830.0 |
5,494.5 |
|
R3 |
5,774.5 |
5,670.5 |
5,451.0 |
|
R2 |
5,615.0 |
5,615.0 |
5,436.0 |
|
R1 |
5,511.0 |
5,511.0 |
5,421.5 |
5,483.0 |
PP |
5,455.5 |
5,455.5 |
5,455.5 |
5,441.5 |
S1 |
5,351.5 |
5,351.5 |
5,392.5 |
5,324.0 |
S2 |
5,296.0 |
5,296.0 |
5,378.0 |
|
S3 |
5,136.5 |
5,192.0 |
5,363.0 |
|
S4 |
4,977.0 |
5,032.5 |
5,319.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,509.0 |
5,386.0 |
123.0 |
2.2% |
84.5 |
1.5% |
70% |
False |
True |
76,762 |
10 |
5,559.5 |
5,386.0 |
173.5 |
3.2% |
70.5 |
1.3% |
50% |
False |
True |
75,607 |
20 |
5,559.5 |
5,140.0 |
419.5 |
7.7% |
72.0 |
1.3% |
79% |
False |
False |
91,980 |
40 |
5,559.5 |
5,061.0 |
498.5 |
9.1% |
73.0 |
1.3% |
83% |
False |
False |
48,813 |
60 |
5,559.5 |
4,915.0 |
644.5 |
11.8% |
71.0 |
1.3% |
87% |
False |
False |
32,816 |
80 |
5,559.5 |
4,884.5 |
675.0 |
12.3% |
65.0 |
1.2% |
87% |
False |
False |
24,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,966.0 |
2.618 |
5,786.0 |
1.618 |
5,675.5 |
1.000 |
5,607.0 |
0.618 |
5,565.0 |
HIGH |
5,496.5 |
0.618 |
5,454.5 |
0.500 |
5,441.0 |
0.382 |
5,428.0 |
LOW |
5,386.0 |
0.618 |
5,317.5 |
1.000 |
5,275.5 |
1.618 |
5,207.0 |
2.618 |
5,096.5 |
4.250 |
4,916.5 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,462.0 |
5,464.0 |
PP |
5,451.5 |
5,456.0 |
S1 |
5,441.0 |
5,447.5 |
|