Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,673 |
10,561 |
-112 |
-1.0% |
10,573 |
High |
10,679 |
10,687 |
8 |
0.1% |
10,679 |
Low |
10,508 |
10,519 |
11 |
0.1% |
10,508 |
Close |
10,563 |
10,670 |
107 |
1.0% |
10,563 |
Range |
171 |
168 |
-3 |
-1.8% |
171 |
ATR |
109 |
113 |
4 |
3.9% |
0 |
Volume |
80,520 |
140,591 |
60,071 |
74.6% |
494,797 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,129 |
11,068 |
10,763 |
|
R3 |
10,961 |
10,900 |
10,716 |
|
R2 |
10,793 |
10,793 |
10,701 |
|
R1 |
10,732 |
10,732 |
10,686 |
10,763 |
PP |
10,625 |
10,625 |
10,625 |
10,641 |
S1 |
10,564 |
10,564 |
10,655 |
10,595 |
S2 |
10,457 |
10,457 |
10,639 |
|
S3 |
10,289 |
10,396 |
10,624 |
|
S4 |
10,121 |
10,228 |
10,578 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,096 |
11,001 |
10,657 |
|
R3 |
10,925 |
10,830 |
10,610 |
|
R2 |
10,754 |
10,754 |
10,594 |
|
R1 |
10,659 |
10,659 |
10,579 |
10,621 |
PP |
10,583 |
10,583 |
10,583 |
10,565 |
S1 |
10,488 |
10,488 |
10,547 |
10,450 |
S2 |
10,412 |
10,412 |
10,532 |
|
S3 |
10,241 |
10,317 |
10,516 |
|
S4 |
10,070 |
10,146 |
10,469 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,687 |
10,508 |
179 |
1.7% |
118 |
1.1% |
91% |
True |
False |
111,092 |
10 |
10,687 |
10,451 |
236 |
2.2% |
102 |
1.0% |
93% |
True |
False |
103,189 |
20 |
10,687 |
10,201 |
486 |
4.6% |
102 |
1.0% |
97% |
True |
False |
81,624 |
40 |
10,687 |
10,054 |
633 |
5.9% |
120 |
1.1% |
97% |
True |
False |
52,582 |
60 |
10,687 |
9,570 |
1,117 |
10.5% |
132 |
1.2% |
98% |
True |
False |
35,120 |
80 |
10,687 |
9,280 |
1,407 |
13.2% |
134 |
1.3% |
99% |
True |
False |
26,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,401 |
2.618 |
11,127 |
1.618 |
10,959 |
1.000 |
10,855 |
0.618 |
10,791 |
HIGH |
10,687 |
0.618 |
10,623 |
0.500 |
10,603 |
0.382 |
10,583 |
LOW |
10,519 |
0.618 |
10,415 |
1.000 |
10,351 |
1.618 |
10,247 |
2.618 |
10,079 |
4.250 |
9,805 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,648 |
10,646 |
PP |
10,625 |
10,622 |
S1 |
10,603 |
10,598 |
|