Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,693.0 |
4,620.0 |
-73.0 |
-1.6% |
4,845.0 |
High |
4,728.0 |
4,698.0 |
-30.0 |
-0.6% |
4,911.0 |
Low |
4,669.0 |
4,620.0 |
-49.0 |
-1.0% |
4,669.0 |
Close |
4,707.0 |
4,677.0 |
-30.0 |
-0.6% |
4,707.0 |
Range |
59.0 |
78.0 |
19.0 |
32.2% |
242.0 |
ATR |
60.4 |
62.3 |
1.9 |
3.1% |
0.0 |
Volume |
41,472 |
27,497 |
-13,975 |
-33.7% |
163,653 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,899.0 |
4,866.0 |
4,719.9 |
|
R3 |
4,821.0 |
4,788.0 |
4,698.5 |
|
R2 |
4,743.0 |
4,743.0 |
4,691.3 |
|
R1 |
4,710.0 |
4,710.0 |
4,684.2 |
4,726.5 |
PP |
4,665.0 |
4,665.0 |
4,665.0 |
4,673.3 |
S1 |
4,632.0 |
4,632.0 |
4,669.9 |
4,648.5 |
S2 |
4,587.0 |
4,587.0 |
4,662.7 |
|
S3 |
4,509.0 |
4,554.0 |
4,655.6 |
|
S4 |
4,431.0 |
4,476.0 |
4,634.1 |
|
|
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 |
4,620.0 |
291.0 |
6.2% |
60.8 |
1.3% |
20% |
False |
True |
33,461 |
10 |
4,935.0 |
4,620.0 |
315.0 |
6.7% |
53.4 |
1.1% |
18% |
False |
True |
27,993 |
20 |
4,946.0 |
4,620.0 |
326.0 |
7.0% |
46.5 |
1.0% |
17% |
False |
True |
21,637 |
40 |
4,946.0 |
4,567.0 |
379.0 |
8.1% |
45.9 |
1.0% |
29% |
False |
False |
19,188 |
60 |
4,946.0 |
4,506.0 |
440.0 |
9.4% |
35.5 |
0.8% |
39% |
False |
False |
12,807 |
80 |
4,946.0 |
4,506.0 |
440.0 |
9.4% |
30.1 |
0.6% |
39% |
False |
False |
9,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,029.5 |
2.618 |
4,902.2 |
1.618 |
4,824.2 |
1.000 |
4,776.0 |
0.618 |
4,746.2 |
HIGH |
4,698.0 |
0.618 |
4,668.2 |
0.500 |
4,659.0 |
0.382 |
4,649.8 |
LOW |
4,620.0 |
0.618 |
4,571.8 |
1.000 |
4,542.0 |
1.618 |
4,493.8 |
2.618 |
4,415.8 |
4.250 |
4,288.5 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,671.0 |
4,725.0 |
PP |
4,665.0 |
4,709.0 |
S1 |
4,659.0 |
4,693.0 |
|