Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,166 |
10,149 |
-17 |
-0.2% |
10,561 |
High |
10,249 |
10,236 |
-13 |
-0.1% |
10,687 |
Low |
10,124 |
10,054 |
-70 |
-0.7% |
10,111 |
Close |
10,140 |
10,138 |
-2 |
0.0% |
10,151 |
Range |
125 |
182 |
57 |
45.6% |
576 |
ATR |
139 |
142 |
3 |
2.2% |
0 |
Volume |
213,602 |
139,820 |
-73,782 |
-34.5% |
624,351 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,689 |
10,595 |
10,238 |
|
R3 |
10,507 |
10,413 |
10,188 |
|
R2 |
10,325 |
10,325 |
10,171 |
|
R1 |
10,231 |
10,231 |
10,155 |
10,187 |
PP |
10,143 |
10,143 |
10,143 |
10,121 |
S1 |
10,049 |
10,049 |
10,121 |
10,005 |
S2 |
9,961 |
9,961 |
10,105 |
|
S3 |
9,779 |
9,867 |
10,088 |
|
S4 |
9,597 |
9,685 |
10,038 |
|
|
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 |
10,676 |
10,054 |
622 |
6.1% |
209 |
2.1% |
14% |
False |
True |
167,436 |
10 |
10,687 |
10,054 |
633 |
6.2% |
164 |
1.6% |
13% |
False |
True |
139,264 |
20 |
10,687 |
10,054 |
633 |
6.2% |
128 |
1.3% |
13% |
False |
True |
102,536 |
40 |
10,687 |
10,054 |
633 |
6.2% |
131 |
1.3% |
13% |
False |
True |
73,483 |
60 |
10,687 |
9,570 |
1,117 |
11.0% |
135 |
1.3% |
51% |
False |
False |
49,058 |
80 |
10,687 |
9,280 |
1,407 |
13.9% |
138 |
1.4% |
61% |
False |
False |
36,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,010 |
2.618 |
10,713 |
1.618 |
10,531 |
1.000 |
10,418 |
0.618 |
10,349 |
HIGH |
10,236 |
0.618 |
10,167 |
0.500 |
10,145 |
0.382 |
10,124 |
LOW |
10,054 |
0.618 |
9,942 |
1.000 |
9,872 |
1.618 |
9,760 |
2.618 |
9,578 |
4.250 |
9,281 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,145 |
10,215 |
PP |
10,143 |
10,189 |
S1 |
10,140 |
10,164 |
|