Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
21,840 |
21,630 |
-210 |
-1.0% |
22,525 |
High |
21,917 |
21,668 |
-249 |
-1.1% |
22,637 |
Low |
21,590 |
21,488 |
-102 |
-0.5% |
21,488 |
Close |
21,590 |
21,490 |
-100 |
-0.5% |
21,490 |
Range |
327 |
180 |
-147 |
-45.0% |
1,149 |
ATR |
351 |
339 |
-12 |
-3.5% |
0 |
Volume |
242 |
242 |
0 |
0.0% |
1,363 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,089 |
21,969 |
21,589 |
|
R3 |
21,909 |
21,789 |
21,540 |
|
R2 |
21,729 |
21,729 |
21,523 |
|
R1 |
21,609 |
21,609 |
21,507 |
21,579 |
PP |
21,549 |
21,549 |
21,549 |
21,534 |
S1 |
21,429 |
21,429 |
21,474 |
21,399 |
S2 |
21,369 |
21,369 |
21,457 |
|
S3 |
21,189 |
21,249 |
21,441 |
|
S4 |
21,009 |
21,069 |
21,391 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,319 |
24,553 |
22,122 |
|
R3 |
24,170 |
23,404 |
21,806 |
|
R2 |
23,021 |
23,021 |
21,701 |
|
R1 |
22,255 |
22,255 |
21,595 |
22,064 |
PP |
21,872 |
21,872 |
21,872 |
21,776 |
S1 |
21,106 |
21,106 |
21,385 |
20,915 |
S2 |
20,723 |
20,723 |
21,279 |
|
S3 |
19,574 |
19,957 |
21,174 |
|
S4 |
18,425 |
18,808 |
20,858 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,637 |
21,488 |
1,149 |
5.3% |
282 |
1.3% |
0% |
False |
True |
272 |
10 |
22,637 |
21,488 |
1,149 |
5.3% |
282 |
1.3% |
0% |
False |
True |
447 |
20 |
22,637 |
20,704 |
1,933 |
9.0% |
284 |
1.3% |
41% |
False |
False |
440 |
40 |
22,760 |
20,704 |
2,056 |
9.6% |
315 |
1.5% |
38% |
False |
False |
292 |
60 |
23,020 |
20,704 |
2,316 |
10.8% |
293 |
1.4% |
34% |
False |
False |
220 |
80 |
23,020 |
20,151 |
2,869 |
13.4% |
252 |
1.2% |
47% |
False |
False |
169 |
100 |
23,020 |
19,300 |
3,720 |
17.3% |
235 |
1.1% |
59% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,433 |
2.618 |
22,139 |
1.618 |
21,959 |
1.000 |
21,848 |
0.618 |
21,779 |
HIGH |
21,668 |
0.618 |
21,599 |
0.500 |
21,578 |
0.382 |
21,557 |
LOW |
21,488 |
0.618 |
21,377 |
1.000 |
21,308 |
1.618 |
21,197 |
2.618 |
21,017 |
4.250 |
20,723 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
21,578 |
21,746 |
PP |
21,549 |
21,661 |
S1 |
21,519 |
21,575 |
|