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 |
10,556 |
10,336 |
-220 |
-2.1% |
10,561 |
High |
10,591 |
10,375 |
-216 |
-2.0% |
10,687 |
Low |
10,327 |
10,111 |
-216 |
-2.1% |
10,111 |
Close |
10,338 |
10,151 |
-187 |
-1.8% |
10,151 |
Range |
264 |
264 |
0 |
0.0% |
576 |
ATR |
130 |
140 |
10 |
7.4% |
0 |
Volume |
157,058 |
208,152 |
51,094 |
32.5% |
624,351 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,004 |
10,842 |
10,296 |
|
R3 |
10,740 |
10,578 |
10,224 |
|
R2 |
10,476 |
10,476 |
10,200 |
|
R1 |
10,314 |
10,314 |
10,175 |
10,263 |
PP |
10,212 |
10,212 |
10,212 |
10,187 |
S1 |
10,050 |
10,050 |
10,127 |
9,999 |
S2 |
9,948 |
9,948 |
10,103 |
|
S3 |
9,684 |
9,786 |
10,079 |
|
S4 |
9,420 |
9,522 |
10,006 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,044 |
11,674 |
10,468 |
|
R3 |
11,468 |
11,098 |
10,310 |
|
R2 |
10,892 |
10,892 |
10,257 |
|
R1 |
10,522 |
10,522 |
10,204 |
10,419 |
PP |
10,316 |
10,316 |
10,316 |
10,265 |
S1 |
9,946 |
9,946 |
10,098 |
9,843 |
S2 |
9,740 |
9,740 |
10,046 |
|
S3 |
9,164 |
9,370 |
9,993 |
|
S4 |
8,588 |
8,794 |
9,834 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,687 |
10,111 |
576 |
5.7% |
215 |
2.1% |
7% |
False |
True |
140,974 |
10 |
10,687 |
10,111 |
576 |
5.7% |
150 |
1.5% |
7% |
False |
True |
123,142 |
20 |
10,687 |
10,111 |
576 |
5.7% |
120 |
1.2% |
7% |
False |
True |
90,475 |
40 |
10,687 |
10,054 |
633 |
6.2% |
127 |
1.3% |
15% |
False |
False |
64,660 |
60 |
10,687 |
9,570 |
1,117 |
11.0% |
135 |
1.3% |
52% |
False |
False |
43,174 |
80 |
10,687 |
9,280 |
1,407 |
13.9% |
137 |
1.4% |
62% |
False |
False |
32,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,497 |
2.618 |
11,066 |
1.618 |
10,802 |
1.000 |
10,639 |
0.618 |
10,538 |
HIGH |
10,375 |
0.618 |
10,274 |
0.500 |
10,243 |
0.382 |
10,212 |
LOW |
10,111 |
0.618 |
9,948 |
1.000 |
9,847 |
1.618 |
9,684 |
2.618 |
9,420 |
4.250 |
8,989 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,243 |
10,394 |
PP |
10,212 |
10,313 |
S1 |
10,182 |
10,232 |
|