Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
21,409 |
21,526 |
117 |
0.5% |
22,525 |
High |
21,560 |
21,526 |
-34 |
-0.2% |
22,637 |
Low |
21,264 |
21,110 |
-154 |
-0.7% |
21,488 |
Close |
21,550 |
21,116 |
-434 |
-2.0% |
21,490 |
Range |
296 |
416 |
120 |
40.5% |
1,149 |
ATR |
336 |
343 |
7 |
2.2% |
0 |
Volume |
335 |
490 |
155 |
46.3% |
1,363 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,499 |
22,223 |
21,345 |
|
R3 |
22,083 |
21,807 |
21,230 |
|
R2 |
21,667 |
21,667 |
21,192 |
|
R1 |
21,391 |
21,391 |
21,154 |
21,321 |
PP |
21,251 |
21,251 |
21,251 |
21,216 |
S1 |
20,975 |
20,975 |
21,078 |
20,905 |
S2 |
20,835 |
20,835 |
21,040 |
|
S3 |
20,419 |
20,559 |
21,002 |
|
S4 |
20,003 |
20,143 |
20,887 |
|
|
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 |
22,004 |
21,110 |
894 |
4.2% |
317 |
1.5% |
1% |
False |
True |
343 |
10 |
22,637 |
21,110 |
1,527 |
7.2% |
290 |
1.4% |
0% |
False |
True |
485 |
20 |
22,637 |
20,704 |
1,933 |
9.2% |
288 |
1.4% |
21% |
False |
False |
460 |
40 |
22,700 |
20,704 |
1,996 |
9.5% |
321 |
1.5% |
21% |
False |
False |
308 |
60 |
23,020 |
20,704 |
2,316 |
11.0% |
299 |
1.4% |
18% |
False |
False |
232 |
80 |
23,020 |
20,151 |
2,869 |
13.6% |
258 |
1.2% |
34% |
False |
False |
179 |
100 |
23,020 |
19,300 |
3,720 |
17.6% |
242 |
1.1% |
49% |
False |
False |
147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,294 |
2.618 |
22,615 |
1.618 |
22,199 |
1.000 |
21,942 |
0.618 |
21,783 |
HIGH |
21,526 |
0.618 |
21,367 |
0.500 |
21,318 |
0.382 |
21,269 |
LOW |
21,110 |
0.618 |
20,853 |
1.000 |
20,694 |
1.618 |
20,437 |
2.618 |
20,021 |
4.250 |
19,342 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
21,318 |
21,389 |
PP |
21,251 |
21,298 |
S1 |
21,183 |
21,207 |
|