Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
21,630 |
21,409 |
-221 |
-1.0% |
22,525 |
High |
21,668 |
21,560 |
-108 |
-0.5% |
22,637 |
Low |
21,488 |
21,264 |
-224 |
-1.0% |
21,488 |
Close |
21,490 |
21,550 |
60 |
0.3% |
21,490 |
Range |
180 |
296 |
116 |
64.4% |
1,149 |
ATR |
339 |
336 |
-3 |
-0.9% |
0 |
Volume |
242 |
335 |
93 |
38.4% |
1,363 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,346 |
22,244 |
21,713 |
|
R3 |
22,050 |
21,948 |
21,631 |
|
R2 |
21,754 |
21,754 |
21,604 |
|
R1 |
21,652 |
21,652 |
21,577 |
21,703 |
PP |
21,458 |
21,458 |
21,458 |
21,484 |
S1 |
21,356 |
21,356 |
21,523 |
21,407 |
S2 |
21,162 |
21,162 |
21,496 |
|
S3 |
20,866 |
21,060 |
21,469 |
|
S4 |
20,570 |
20,764 |
21,387 |
|
|
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 |
22,422 |
21,264 |
1,158 |
5.4% |
288 |
1.3% |
25% |
False |
True |
287 |
10 |
22,637 |
21,264 |
1,373 |
6.4% |
279 |
1.3% |
21% |
False |
True |
460 |
20 |
22,637 |
20,704 |
1,933 |
9.0% |
277 |
1.3% |
44% |
False |
False |
446 |
40 |
22,700 |
20,704 |
1,996 |
9.3% |
316 |
1.5% |
42% |
False |
False |
298 |
60 |
23,020 |
20,704 |
2,316 |
10.7% |
296 |
1.4% |
37% |
False |
False |
226 |
80 |
23,020 |
20,151 |
2,869 |
13.3% |
254 |
1.2% |
49% |
False |
False |
173 |
100 |
23,020 |
19,300 |
3,720 |
17.3% |
238 |
1.1% |
60% |
False |
False |
142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,818 |
2.618 |
22,335 |
1.618 |
22,039 |
1.000 |
21,856 |
0.618 |
21,743 |
HIGH |
21,560 |
0.618 |
21,447 |
0.500 |
21,412 |
0.382 |
21,377 |
LOW |
21,264 |
0.618 |
21,081 |
1.000 |
20,968 |
1.618 |
20,785 |
2.618 |
20,489 |
4.250 |
20,006 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
21,504 |
21,591 |
PP |
21,458 |
21,577 |
S1 |
21,412 |
21,564 |
|