Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
5,414.0 |
5,274.0 |
-140.0 |
-2.6% |
5,431.5 |
High |
5,427.0 |
5,301.5 |
-125.5 |
-2.3% |
5,496.5 |
Low |
5,245.5 |
5,146.0 |
-99.5 |
-1.9% |
5,146.0 |
Close |
5,295.0 |
5,263.0 |
-32.0 |
-0.6% |
5,263.0 |
Range |
181.5 |
155.5 |
-26.0 |
-14.3% |
350.5 |
ATR |
87.9 |
92.7 |
4.8 |
5.5% |
0.0 |
Volume |
130,944 |
157,973 |
27,029 |
20.6% |
442,529 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,703.5 |
5,638.5 |
5,348.5 |
|
R3 |
5,548.0 |
5,483.0 |
5,306.0 |
|
R2 |
5,392.5 |
5,392.5 |
5,291.5 |
|
R1 |
5,327.5 |
5,327.5 |
5,277.5 |
5,282.0 |
PP |
5,237.0 |
5,237.0 |
5,237.0 |
5,214.0 |
S1 |
5,172.0 |
5,172.0 |
5,248.5 |
5,127.0 |
S2 |
5,081.5 |
5,081.5 |
5,234.5 |
|
S3 |
4,926.0 |
5,016.5 |
5,220.0 |
|
S4 |
4,770.5 |
4,861.0 |
5,177.5 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,353.5 |
6,158.5 |
5,456.0 |
|
R3 |
6,003.0 |
5,808.0 |
5,359.5 |
|
R2 |
5,652.5 |
5,652.5 |
5,327.5 |
|
R1 |
5,457.5 |
5,457.5 |
5,295.0 |
5,380.0 |
PP |
5,302.0 |
5,302.0 |
5,302.0 |
5,263.0 |
S1 |
5,107.0 |
5,107.0 |
5,231.0 |
5,029.0 |
S2 |
4,951.5 |
4,951.5 |
5,198.5 |
|
S3 |
4,601.0 |
4,756.5 |
5,166.5 |
|
S4 |
4,250.5 |
4,406.0 |
5,070.0 |
|
|
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 |
5,146.0 |
363.0 |
6.9% |
133.0 |
2.5% |
32% |
False |
True |
102,228 |
10 |
5,559.5 |
5,146.0 |
413.5 |
7.9% |
100.0 |
1.9% |
28% |
False |
True |
92,508 |
20 |
5,559.5 |
5,140.0 |
419.5 |
8.0% |
82.0 |
1.6% |
29% |
False |
False |
83,097 |
40 |
5,559.5 |
5,061.0 |
498.5 |
9.5% |
80.5 |
1.5% |
41% |
False |
False |
58,692 |
60 |
5,559.5 |
4,915.0 |
644.5 |
12.2% |
75.5 |
1.4% |
54% |
False |
False |
39,416 |
80 |
5,559.5 |
4,884.5 |
675.0 |
12.8% |
69.0 |
1.3% |
56% |
False |
False |
29,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,962.5 |
2.618 |
5,708.5 |
1.618 |
5,553.0 |
1.000 |
5,457.0 |
0.618 |
5,397.5 |
HIGH |
5,301.5 |
0.618 |
5,242.0 |
0.500 |
5,224.0 |
0.382 |
5,205.5 |
LOW |
5,146.0 |
0.618 |
5,050.0 |
1.000 |
4,990.5 |
1.618 |
4,894.5 |
2.618 |
4,739.0 |
4.250 |
4,485.0 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,250.0 |
5,308.0 |
PP |
5,237.0 |
5,293.0 |
S1 |
5,224.0 |
5,278.0 |
|