Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
22,400 |
21,950 |
-450 |
-2.0% |
21,794 |
High |
22,422 |
22,004 |
-418 |
-1.9% |
22,485 |
Low |
22,151 |
21,640 |
-511 |
-2.3% |
21,650 |
Close |
22,159 |
21,720 |
-439 |
-2.0% |
22,235 |
Range |
271 |
364 |
93 |
34.3% |
835 |
ATR |
340 |
353 |
13 |
3.8% |
0 |
Volume |
209 |
407 |
198 |
94.7% |
3,114 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,880 |
22,664 |
21,920 |
|
R3 |
22,516 |
22,300 |
21,820 |
|
R2 |
22,152 |
22,152 |
21,787 |
|
R1 |
21,936 |
21,936 |
21,753 |
21,862 |
PP |
21,788 |
21,788 |
21,788 |
21,751 |
S1 |
21,572 |
21,572 |
21,687 |
21,498 |
S2 |
21,424 |
21,424 |
21,653 |
|
S3 |
21,060 |
21,208 |
21,620 |
|
S4 |
20,696 |
20,844 |
21,520 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,628 |
24,267 |
22,694 |
|
R3 |
23,793 |
23,432 |
22,465 |
|
R2 |
22,958 |
22,958 |
22,388 |
|
R1 |
22,597 |
22,597 |
22,312 |
22,778 |
PP |
22,123 |
22,123 |
22,123 |
22,214 |
S1 |
21,762 |
21,762 |
22,158 |
21,943 |
S2 |
21,288 |
21,288 |
22,082 |
|
S3 |
20,453 |
20,927 |
22,005 |
|
S4 |
19,618 |
20,092 |
21,776 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,637 |
21,640 |
997 |
4.6% |
284 |
1.3% |
8% |
False |
True |
466 |
10 |
22,637 |
21,288 |
1,349 |
6.2% |
288 |
1.3% |
32% |
False |
False |
536 |
20 |
22,637 |
20,704 |
1,933 |
8.9% |
287 |
1.3% |
53% |
False |
False |
434 |
40 |
23,020 |
20,704 |
2,316 |
10.7% |
317 |
1.5% |
44% |
False |
False |
286 |
60 |
23,020 |
20,704 |
2,316 |
10.7% |
286 |
1.3% |
44% |
False |
False |
213 |
80 |
23,020 |
20,151 |
2,869 |
13.2% |
251 |
1.2% |
55% |
False |
False |
164 |
100 |
23,020 |
19,300 |
3,720 |
17.1% |
233 |
1.1% |
65% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,551 |
2.618 |
22,957 |
1.618 |
22,593 |
1.000 |
22,368 |
0.618 |
22,229 |
HIGH |
22,004 |
0.618 |
21,865 |
0.500 |
21,822 |
0.382 |
21,779 |
LOW |
21,640 |
0.618 |
21,415 |
1.000 |
21,276 |
1.618 |
21,051 |
2.618 |
20,687 |
4.250 |
20,093 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
21,822 |
22,139 |
PP |
21,788 |
21,999 |
S1 |
21,754 |
21,860 |
|