Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,803.0 |
4,693.0 |
-110.0 |
-2.3% |
4,845.0 |
High |
4,830.0 |
4,728.0 |
-102.0 |
-2.1% |
4,911.0 |
Low |
4,797.0 |
4,669.0 |
-128.0 |
-2.7% |
4,669.0 |
Close |
4,801.0 |
4,707.0 |
-94.0 |
-2.0% |
4,707.0 |
Range |
33.0 |
59.0 |
26.0 |
78.8% |
242.0 |
ATR |
54.9 |
60.4 |
5.5 |
10.0% |
0.0 |
Volume |
29,396 |
41,472 |
12,076 |
41.1% |
163,653 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,878.3 |
4,851.7 |
4,739.5 |
|
R3 |
4,819.3 |
4,792.7 |
4,723.2 |
|
R2 |
4,760.3 |
4,760.3 |
4,717.8 |
|
R1 |
4,733.7 |
4,733.7 |
4,712.4 |
4,747.0 |
PP |
4,701.3 |
4,701.3 |
4,701.3 |
4,708.0 |
S1 |
4,674.7 |
4,674.7 |
4,701.6 |
4,688.0 |
S2 |
4,642.3 |
4,642.3 |
4,696.2 |
|
S3 |
4,583.3 |
4,615.7 |
4,690.8 |
|
S4 |
4,524.3 |
4,556.7 |
4,674.6 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,488.3 |
5,339.7 |
4,840.1 |
|
R3 |
5,246.3 |
5,097.7 |
4,773.6 |
|
R2 |
5,004.3 |
5,004.3 |
4,751.4 |
|
R1 |
4,855.7 |
4,855.7 |
4,729.2 |
4,809.0 |
PP |
4,762.3 |
4,762.3 |
4,762.3 |
4,739.0 |
S1 |
4,613.7 |
4,613.7 |
4,684.8 |
4,567.0 |
S2 |
4,520.3 |
4,520.3 |
4,662.6 |
|
S3 |
4,278.3 |
4,371.7 |
4,640.5 |
|
S4 |
4,036.3 |
4,129.7 |
4,573.9 |
|
|
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 |
4,669.0 |
242.0 |
5.1% |
56.6 |
1.2% |
16% |
False |
True |
32,730 |
10 |
4,946.0 |
4,669.0 |
277.0 |
5.9% |
48.1 |
1.0% |
14% |
False |
True |
26,663 |
20 |
4,946.0 |
4,669.0 |
277.0 |
5.9% |
45.5 |
1.0% |
14% |
False |
True |
21,003 |
40 |
4,946.0 |
4,567.0 |
379.0 |
8.1% |
44.0 |
0.9% |
37% |
False |
False |
18,508 |
60 |
4,946.0 |
4,506.0 |
440.0 |
9.3% |
35.0 |
0.7% |
46% |
False |
False |
12,349 |
80 |
4,946.0 |
4,506.0 |
440.0 |
9.3% |
29.2 |
0.6% |
46% |
False |
False |
9,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,978.8 |
2.618 |
4,882.5 |
1.618 |
4,823.5 |
1.000 |
4,787.0 |
0.618 |
4,764.5 |
HIGH |
4,728.0 |
0.618 |
4,705.5 |
0.500 |
4,698.5 |
0.382 |
4,691.5 |
LOW |
4,669.0 |
0.618 |
4,632.5 |
1.000 |
4,610.0 |
1.618 |
4,573.5 |
2.618 |
4,514.5 |
4.250 |
4,418.3 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,704.2 |
4,780.5 |
PP |
4,701.3 |
4,756.0 |
S1 |
4,698.5 |
4,731.5 |
|