Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,665 |
10,556 |
-109 |
-1.0% |
10,573 |
High |
10,676 |
10,591 |
-85 |
-0.8% |
10,679 |
Low |
10,467 |
10,327 |
-140 |
-1.3% |
10,508 |
Close |
10,557 |
10,338 |
-219 |
-2.1% |
10,563 |
Range |
209 |
264 |
55 |
26.3% |
171 |
ATR |
120 |
130 |
10 |
8.6% |
0 |
Volume |
118,550 |
157,058 |
38,508 |
32.5% |
494,797 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,211 |
11,038 |
10,483 |
|
R3 |
10,947 |
10,774 |
10,411 |
|
R2 |
10,683 |
10,683 |
10,387 |
|
R1 |
10,510 |
10,510 |
10,362 |
10,465 |
PP |
10,419 |
10,419 |
10,419 |
10,396 |
S1 |
10,246 |
10,246 |
10,314 |
10,201 |
S2 |
10,155 |
10,155 |
10,290 |
|
S3 |
9,891 |
9,982 |
10,266 |
|
S4 |
9,627 |
9,718 |
10,193 |
|
|
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 |
10,327 |
360 |
3.5% |
176 |
1.7% |
3% |
False |
True |
122,059 |
10 |
10,687 |
10,327 |
360 |
3.5% |
134 |
1.3% |
3% |
False |
True |
112,044 |
20 |
10,687 |
10,327 |
360 |
3.5% |
112 |
1.1% |
3% |
False |
True |
84,249 |
40 |
10,687 |
10,054 |
633 |
6.1% |
125 |
1.2% |
45% |
False |
False |
59,460 |
60 |
10,687 |
9,570 |
1,117 |
10.8% |
134 |
1.3% |
69% |
False |
False |
39,707 |
80 |
10,687 |
9,280 |
1,407 |
13.6% |
136 |
1.3% |
75% |
False |
False |
29,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,713 |
2.618 |
11,282 |
1.618 |
11,018 |
1.000 |
10,855 |
0.618 |
10,754 |
HIGH |
10,591 |
0.618 |
10,490 |
0.500 |
10,459 |
0.382 |
10,428 |
LOW |
10,327 |
0.618 |
10,164 |
1.000 |
10,063 |
1.618 |
9,900 |
2.618 |
9,636 |
4.250 |
9,205 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,459 |
10,507 |
PP |
10,419 |
10,451 |
S1 |
10,378 |
10,394 |
|