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 |
5,215.5 |
5,194.0 |
-21.5 |
-0.4% |
5,431.5 |
High |
5,289.0 |
5,250.5 |
-38.5 |
-0.7% |
5,496.5 |
Low |
5,205.5 |
5,172.5 |
-33.0 |
-0.6% |
5,146.0 |
Close |
5,224.5 |
5,233.5 |
9.0 |
0.2% |
5,263.0 |
Range |
83.5 |
78.0 |
-5.5 |
-6.6% |
350.5 |
ATR |
92.0 |
91.0 |
-1.0 |
-1.1% |
0.0 |
Volume |
170,086 |
129,443 |
-40,643 |
-23.9% |
442,529 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,453.0 |
5,421.0 |
5,276.5 |
|
R3 |
5,375.0 |
5,343.0 |
5,255.0 |
|
R2 |
5,297.0 |
5,297.0 |
5,248.0 |
|
R1 |
5,265.0 |
5,265.0 |
5,240.5 |
5,281.0 |
PP |
5,219.0 |
5,219.0 |
5,219.0 |
5,227.0 |
S1 |
5,187.0 |
5,187.0 |
5,226.5 |
5,203.0 |
S2 |
5,141.0 |
5,141.0 |
5,219.0 |
|
S3 |
5,063.0 |
5,109.0 |
5,212.0 |
|
S4 |
4,985.0 |
5,031.0 |
5,190.5 |
|
|
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 |
5,470.0 |
5,146.0 |
324.0 |
6.2% |
121.5 |
2.3% |
27% |
False |
False |
139,189 |
10 |
5,509.0 |
5,146.0 |
363.0 |
6.9% |
103.0 |
2.0% |
24% |
False |
False |
107,975 |
20 |
5,559.5 |
5,146.0 |
413.5 |
7.9% |
79.0 |
1.5% |
21% |
False |
False |
81,063 |
40 |
5,559.5 |
5,061.0 |
498.5 |
9.5% |
80.5 |
1.5% |
35% |
False |
False |
66,168 |
60 |
5,559.5 |
4,915.0 |
644.5 |
12.3% |
75.5 |
1.4% |
49% |
False |
False |
44,404 |
80 |
5,559.5 |
4,884.5 |
675.0 |
12.9% |
69.5 |
1.3% |
52% |
False |
False |
33,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,582.0 |
2.618 |
5,454.5 |
1.618 |
5,376.5 |
1.000 |
5,328.5 |
0.618 |
5,298.5 |
HIGH |
5,250.5 |
0.618 |
5,220.5 |
0.500 |
5,211.5 |
0.382 |
5,202.5 |
LOW |
5,172.5 |
0.618 |
5,124.5 |
1.000 |
5,094.5 |
1.618 |
5,046.5 |
2.618 |
4,968.5 |
4.250 |
4,841.0 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,226.0 |
5,230.0 |
PP |
5,219.0 |
5,227.0 |
S1 |
5,211.5 |
5,224.0 |
|