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 |
10,561 |
10,665 |
104 |
1.0% |
10,573 |
High |
10,687 |
10,676 |
-11 |
-0.1% |
10,679 |
Low |
10,519 |
10,467 |
-52 |
-0.5% |
10,508 |
Close |
10,670 |
10,557 |
-113 |
-1.1% |
10,563 |
Range |
168 |
209 |
41 |
24.4% |
171 |
ATR |
113 |
120 |
7 |
6.1% |
0 |
Volume |
140,591 |
118,550 |
-22,041 |
-15.7% |
494,797 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,194 |
11,084 |
10,672 |
|
R3 |
10,985 |
10,875 |
10,615 |
|
R2 |
10,776 |
10,776 |
10,595 |
|
R1 |
10,666 |
10,666 |
10,576 |
10,617 |
PP |
10,567 |
10,567 |
10,567 |
10,542 |
S1 |
10,457 |
10,457 |
10,538 |
10,408 |
S2 |
10,358 |
10,358 |
10,519 |
|
S3 |
10,149 |
10,248 |
10,500 |
|
S4 |
9,940 |
10,039 |
10,442 |
|
|
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 |
10,467 |
220 |
2.1% |
142 |
1.3% |
41% |
False |
True |
116,024 |
10 |
10,687 |
10,451 |
236 |
2.2% |
114 |
1.1% |
45% |
False |
False |
105,667 |
20 |
10,687 |
10,261 |
426 |
4.0% |
105 |
1.0% |
69% |
False |
False |
81,815 |
40 |
10,687 |
10,054 |
633 |
6.0% |
121 |
1.1% |
79% |
False |
False |
55,543 |
60 |
10,687 |
9,570 |
1,117 |
10.6% |
133 |
1.3% |
88% |
False |
False |
37,091 |
80 |
10,687 |
9,280 |
1,407 |
13.3% |
134 |
1.3% |
91% |
False |
False |
27,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,564 |
2.618 |
11,223 |
1.618 |
11,014 |
1.000 |
10,885 |
0.618 |
10,805 |
HIGH |
10,676 |
0.618 |
10,596 |
0.500 |
10,572 |
0.382 |
10,547 |
LOW |
10,467 |
0.618 |
10,338 |
1.000 |
10,258 |
1.618 |
10,129 |
2.618 |
9,920 |
4.250 |
9,579 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,572 |
10,577 |
PP |
10,567 |
10,570 |
S1 |
10,562 |
10,564 |
|