Trading Metrics calculated at close of trading on 18-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
18-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,895.0 |
4,845.0 |
-50.0 |
-1.0% |
4,934.0 |
High |
4,898.0 |
4,899.0 |
1.0 |
0.0% |
4,946.0 |
Low |
4,839.0 |
4,842.0 |
3.0 |
0.1% |
4,837.0 |
Close |
4,870.0 |
4,881.0 |
11.0 |
0.2% |
4,870.0 |
Range |
59.0 |
57.0 |
-2.0 |
-3.4% |
109.0 |
ATR |
54.2 |
54.4 |
0.2 |
0.4% |
0.0 |
Volume |
28,253 |
23,843 |
-4,410 |
-15.6% |
102,984 |
|
Daily Pivots for day following 18-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,045.0 |
5,020.0 |
4,912.4 |
|
R3 |
4,988.0 |
4,963.0 |
4,896.7 |
|
R2 |
4,931.0 |
4,931.0 |
4,891.5 |
|
R1 |
4,906.0 |
4,906.0 |
4,886.2 |
4,918.5 |
PP |
4,874.0 |
4,874.0 |
4,874.0 |
4,880.3 |
S1 |
4,849.0 |
4,849.0 |
4,875.8 |
4,861.5 |
S2 |
4,817.0 |
4,817.0 |
4,870.6 |
|
S3 |
4,760.0 |
4,792.0 |
4,865.3 |
|
S4 |
4,703.0 |
4,735.0 |
4,849.7 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,211.3 |
5,149.7 |
4,930.0 |
|
R3 |
5,102.3 |
5,040.7 |
4,900.0 |
|
R2 |
4,993.3 |
4,993.3 |
4,890.0 |
|
R1 |
4,931.7 |
4,931.7 |
4,880.0 |
4,908.0 |
PP |
4,884.3 |
4,884.3 |
4,884.3 |
4,872.5 |
S1 |
4,822.7 |
4,822.7 |
4,860.0 |
4,799.0 |
S2 |
4,775.3 |
4,775.3 |
4,850.0 |
|
S3 |
4,666.3 |
4,713.7 |
4,840.0 |
|
S4 |
4,557.3 |
4,604.7 |
4,810.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,935.0 |
4,837.0 |
98.0 |
2.0% |
46.0 |
0.9% |
45% |
False |
False |
22,525 |
10 |
4,946.0 |
4,837.0 |
109.0 |
2.2% |
41.4 |
0.8% |
40% |
False |
False |
20,138 |
20 |
4,946.0 |
4,589.0 |
357.0 |
7.3% |
47.3 |
1.0% |
82% |
False |
False |
19,145 |
40 |
4,946.0 |
4,567.0 |
379.0 |
7.8% |
38.8 |
0.8% |
83% |
False |
False |
15,015 |
60 |
4,946.0 |
4,506.0 |
440.0 |
9.0% |
32.4 |
0.7% |
85% |
False |
False |
10,022 |
80 |
4,946.0 |
4,506.0 |
440.0 |
9.0% |
26.5 |
0.5% |
85% |
False |
False |
7,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,141.3 |
2.618 |
5,048.2 |
1.618 |
4,991.2 |
1.000 |
4,956.0 |
0.618 |
4,934.2 |
HIGH |
4,899.0 |
0.618 |
4,877.2 |
0.500 |
4,870.5 |
0.382 |
4,863.8 |
LOW |
4,842.0 |
0.618 |
4,806.8 |
1.000 |
4,785.0 |
1.618 |
4,749.8 |
2.618 |
4,692.8 |
4.250 |
4,599.8 |
|
|
Fisher Pivots for day following 18-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,877.5 |
4,878.3 |
PP |
4,874.0 |
4,875.7 |
S1 |
4,870.5 |
4,873.0 |
|