Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,886.0 |
4,880.0 |
-6.0 |
-0.1% |
4,934.0 |
High |
4,911.0 |
4,892.0 |
-19.0 |
-0.4% |
4,946.0 |
Low |
4,836.0 |
4,833.0 |
-3.0 |
-0.1% |
4,837.0 |
Close |
4,842.0 |
4,837.0 |
-5.0 |
-0.1% |
4,870.0 |
Range |
75.0 |
59.0 |
-16.0 |
-21.3% |
109.0 |
ATR |
55.9 |
56.1 |
0.2 |
0.4% |
0.0 |
Volume |
37,247 |
31,695 |
-5,552 |
-14.9% |
102,984 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,031.0 |
4,993.0 |
4,869.5 |
|
R3 |
4,972.0 |
4,934.0 |
4,853.2 |
|
R2 |
4,913.0 |
4,913.0 |
4,847.8 |
|
R1 |
4,875.0 |
4,875.0 |
4,842.4 |
4,864.5 |
PP |
4,854.0 |
4,854.0 |
4,854.0 |
4,848.8 |
S1 |
4,816.0 |
4,816.0 |
4,831.6 |
4,805.5 |
S2 |
4,795.0 |
4,795.0 |
4,826.2 |
|
S3 |
4,736.0 |
4,757.0 |
4,820.8 |
|
S4 |
4,677.0 |
4,698.0 |
4,804.6 |
|
|
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 |
4,833.0 |
78.0 |
1.6% |
56.0 |
1.2% |
5% |
False |
True |
27,970 |
10 |
4,946.0 |
4,833.0 |
113.0 |
2.3% |
47.6 |
1.0% |
4% |
False |
True |
22,702 |
20 |
4,946.0 |
4,617.0 |
329.0 |
6.8% |
46.8 |
1.0% |
67% |
False |
False |
19,328 |
40 |
4,946.0 |
4,567.0 |
379.0 |
7.8% |
41.9 |
0.9% |
71% |
False |
False |
16,738 |
60 |
4,946.0 |
4,506.0 |
440.0 |
9.1% |
34.2 |
0.7% |
75% |
False |
False |
11,170 |
80 |
4,946.0 |
4,506.0 |
440.0 |
9.1% |
28.2 |
0.6% |
75% |
False |
False |
8,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,142.8 |
2.618 |
5,046.5 |
1.618 |
4,987.5 |
1.000 |
4,951.0 |
0.618 |
4,928.5 |
HIGH |
4,892.0 |
0.618 |
4,869.5 |
0.500 |
4,862.5 |
0.382 |
4,855.5 |
LOW |
4,833.0 |
0.618 |
4,796.5 |
1.000 |
4,774.0 |
1.618 |
4,737.5 |
2.618 |
4,678.5 |
4.250 |
4,582.3 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,862.5 |
4,872.0 |
PP |
4,854.0 |
4,860.3 |
S1 |
4,845.5 |
4,848.7 |
|