Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
20,428 |
20,336 |
-92 |
-0.5% |
21,409 |
High |
20,639 |
20,530 |
-109 |
-0.5% |
21,560 |
Low |
20,145 |
20,314 |
169 |
0.8% |
20,145 |
Close |
20,610 |
20,518 |
-92 |
-0.4% |
20,610 |
Range |
494 |
216 |
-278 |
-56.3% |
1,415 |
ATR |
372 |
367 |
-5 |
-1.5% |
0 |
Volume |
772 |
579 |
-193 |
-25.0% |
2,038 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,102 |
21,026 |
20,637 |
|
R3 |
20,886 |
20,810 |
20,577 |
|
R2 |
20,670 |
20,670 |
20,558 |
|
R1 |
20,594 |
20,594 |
20,538 |
20,632 |
PP |
20,454 |
20,454 |
20,454 |
20,473 |
S1 |
20,378 |
20,378 |
20,498 |
20,416 |
S2 |
20,238 |
20,238 |
20,478 |
|
S3 |
20,022 |
20,162 |
20,459 |
|
S4 |
19,806 |
19,946 |
20,399 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,017 |
24,228 |
21,388 |
|
R3 |
23,602 |
22,813 |
20,999 |
|
R2 |
22,187 |
22,187 |
20,869 |
|
R1 |
21,398 |
21,398 |
20,740 |
21,085 |
PP |
20,772 |
20,772 |
20,772 |
20,615 |
S1 |
19,983 |
19,983 |
20,480 |
19,670 |
S2 |
19,357 |
19,357 |
20,351 |
|
S3 |
17,942 |
18,568 |
20,221 |
|
S4 |
16,527 |
17,153 |
19,832 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,560 |
20,145 |
1,415 |
6.9% |
397 |
1.9% |
26% |
False |
False |
523 |
10 |
22,637 |
20,145 |
2,492 |
12.1% |
340 |
1.7% |
15% |
False |
False |
398 |
20 |
22,637 |
20,145 |
2,492 |
12.1% |
306 |
1.5% |
15% |
False |
False |
491 |
40 |
22,637 |
20,145 |
2,492 |
12.1% |
328 |
1.6% |
15% |
False |
False |
345 |
60 |
23,020 |
20,145 |
2,875 |
14.0% |
307 |
1.5% |
13% |
False |
False |
260 |
80 |
23,020 |
20,145 |
2,875 |
14.0% |
267 |
1.3% |
13% |
False |
False |
201 |
100 |
23,020 |
19,300 |
3,720 |
18.1% |
254 |
1.2% |
33% |
False |
False |
164 |
120 |
23,020 |
19,300 |
3,720 |
18.1% |
238 |
1.2% |
33% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,448 |
2.618 |
21,095 |
1.618 |
20,879 |
1.000 |
20,746 |
0.618 |
20,663 |
HIGH |
20,530 |
0.618 |
20,447 |
0.500 |
20,422 |
0.382 |
20,397 |
LOW |
20,314 |
0.618 |
20,181 |
1.000 |
20,098 |
1.618 |
19,965 |
2.618 |
19,749 |
4.250 |
19,396 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
20,486 |
20,673 |
PP |
20,454 |
20,621 |
S1 |
20,422 |
20,570 |
|