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 |
5,274.0 |
5,215.5 |
-58.5 |
-1.1% |
5,431.5 |
High |
5,301.5 |
5,289.0 |
-12.5 |
-0.2% |
5,496.5 |
Low |
5,146.0 |
5,205.5 |
59.5 |
1.2% |
5,146.0 |
Close |
5,263.0 |
5,224.5 |
-38.5 |
-0.7% |
5,263.0 |
Range |
155.5 |
83.5 |
-72.0 |
-46.3% |
350.5 |
ATR |
92.7 |
92.0 |
-0.7 |
-0.7% |
0.0 |
Volume |
157,973 |
170,086 |
12,113 |
7.7% |
442,529 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,490.0 |
5,441.0 |
5,270.5 |
|
R3 |
5,406.5 |
5,357.5 |
5,247.5 |
|
R2 |
5,323.0 |
5,323.0 |
5,240.0 |
|
R1 |
5,274.0 |
5,274.0 |
5,232.0 |
5,298.5 |
PP |
5,239.5 |
5,239.5 |
5,239.5 |
5,252.0 |
S1 |
5,190.5 |
5,190.5 |
5,217.0 |
5,215.0 |
S2 |
5,156.0 |
5,156.0 |
5,209.0 |
|
S3 |
5,072.5 |
5,107.0 |
5,201.5 |
|
S4 |
4,989.0 |
5,023.5 |
5,178.5 |
|
|
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 |
5,496.5 |
5,146.0 |
350.5 |
6.7% |
128.0 |
2.5% |
22% |
False |
False |
122,523 |
10 |
5,559.5 |
5,146.0 |
413.5 |
7.9% |
103.0 |
2.0% |
19% |
False |
False |
103,217 |
20 |
5,559.5 |
5,146.0 |
413.5 |
7.9% |
80.5 |
1.5% |
19% |
False |
False |
85,689 |
40 |
5,559.5 |
5,061.0 |
498.5 |
9.5% |
80.5 |
1.5% |
33% |
False |
False |
62,935 |
60 |
5,559.5 |
4,915.0 |
644.5 |
12.3% |
76.0 |
1.5% |
48% |
False |
False |
42,250 |
80 |
5,559.5 |
4,884.5 |
675.0 |
12.9% |
69.5 |
1.3% |
50% |
False |
False |
31,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,644.0 |
2.618 |
5,507.5 |
1.618 |
5,424.0 |
1.000 |
5,372.5 |
0.618 |
5,340.5 |
HIGH |
5,289.0 |
0.618 |
5,257.0 |
0.500 |
5,247.0 |
0.382 |
5,237.5 |
LOW |
5,205.5 |
0.618 |
5,154.0 |
1.000 |
5,122.0 |
1.618 |
5,070.5 |
2.618 |
4,987.0 |
4.250 |
4,850.5 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,247.0 |
5,286.5 |
PP |
5,239.5 |
5,266.0 |
S1 |
5,232.0 |
5,245.0 |
|