Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,845.0 |
4,886.0 |
41.0 |
0.8% |
4,934.0 |
High |
4,899.0 |
4,911.0 |
12.0 |
0.2% |
4,946.0 |
Low |
4,842.0 |
4,836.0 |
-6.0 |
-0.1% |
4,837.0 |
Close |
4,881.0 |
4,842.0 |
-39.0 |
-0.8% |
4,870.0 |
Range |
57.0 |
75.0 |
18.0 |
31.6% |
109.0 |
ATR |
54.4 |
55.9 |
1.5 |
2.7% |
0.0 |
Volume |
23,843 |
37,247 |
13,404 |
56.2% |
102,984 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,088.0 |
5,040.0 |
4,883.3 |
|
R3 |
5,013.0 |
4,965.0 |
4,862.6 |
|
R2 |
4,938.0 |
4,938.0 |
4,855.8 |
|
R1 |
4,890.0 |
4,890.0 |
4,848.9 |
4,876.5 |
PP |
4,863.0 |
4,863.0 |
4,863.0 |
4,856.3 |
S1 |
4,815.0 |
4,815.0 |
4,835.1 |
4,801.5 |
S2 |
4,788.0 |
4,788.0 |
4,828.3 |
|
S3 |
4,713.0 |
4,740.0 |
4,821.4 |
|
S4 |
4,638.0 |
4,665.0 |
4,800.8 |
|
|
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 |
4,911.0 |
4,836.0 |
75.0 |
1.5% |
49.8 |
1.0% |
8% |
True |
True |
25,564 |
10 |
4,946.0 |
4,836.0 |
110.0 |
2.3% |
45.4 |
0.9% |
5% |
False |
True |
21,292 |
20 |
4,946.0 |
4,589.0 |
357.0 |
7.4% |
46.9 |
1.0% |
71% |
False |
False |
19,012 |
40 |
4,946.0 |
4,567.0 |
379.0 |
7.8% |
40.5 |
0.8% |
73% |
False |
False |
15,946 |
60 |
4,946.0 |
4,506.0 |
440.0 |
9.1% |
33.2 |
0.7% |
76% |
False |
False |
10,642 |
80 |
4,946.0 |
4,506.0 |
440.0 |
9.1% |
27.4 |
0.6% |
76% |
False |
False |
7,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,229.8 |
2.618 |
5,107.4 |
1.618 |
5,032.4 |
1.000 |
4,986.0 |
0.618 |
4,957.4 |
HIGH |
4,911.0 |
0.618 |
4,882.4 |
0.500 |
4,873.5 |
0.382 |
4,864.7 |
LOW |
4,836.0 |
0.618 |
4,789.7 |
1.000 |
4,761.0 |
1.618 |
4,714.7 |
2.618 |
4,639.7 |
4.250 |
4,517.3 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,873.5 |
4,873.5 |
PP |
4,863.0 |
4,863.0 |
S1 |
4,852.5 |
4,852.5 |
|