Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
20,336 |
20,452 |
116 |
0.6% |
21,409 |
High |
20,530 |
20,452 |
-78 |
-0.4% |
21,560 |
Low |
20,314 |
19,960 |
-354 |
-1.7% |
20,145 |
Close |
20,518 |
20,037 |
-481 |
-2.3% |
20,610 |
Range |
216 |
492 |
276 |
127.8% |
1,415 |
ATR |
367 |
381 |
14 |
3.7% |
0 |
Volume |
579 |
968 |
389 |
67.2% |
2,038 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,626 |
21,323 |
20,308 |
|
R3 |
21,134 |
20,831 |
20,172 |
|
R2 |
20,642 |
20,642 |
20,127 |
|
R1 |
20,339 |
20,339 |
20,082 |
20,245 |
PP |
20,150 |
20,150 |
20,150 |
20,102 |
S1 |
19,847 |
19,847 |
19,992 |
19,753 |
S2 |
19,658 |
19,658 |
19,947 |
|
S3 |
19,166 |
19,355 |
19,902 |
|
S4 |
18,674 |
18,863 |
19,766 |
|
|
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 |
21,526 |
19,960 |
1,566 |
7.8% |
437 |
2.2% |
5% |
False |
True |
650 |
10 |
22,422 |
19,960 |
2,462 |
12.3% |
362 |
1.8% |
3% |
False |
True |
468 |
20 |
22,637 |
19,960 |
2,677 |
13.4% |
318 |
1.6% |
3% |
False |
True |
533 |
40 |
22,637 |
19,960 |
2,677 |
13.4% |
327 |
1.6% |
3% |
False |
True |
365 |
60 |
23,020 |
19,960 |
3,060 |
15.3% |
313 |
1.6% |
3% |
False |
True |
276 |
80 |
23,020 |
19,960 |
3,060 |
15.3% |
272 |
1.4% |
3% |
False |
True |
212 |
100 |
23,020 |
19,300 |
3,720 |
18.6% |
258 |
1.3% |
20% |
False |
False |
174 |
120 |
23,020 |
19,300 |
3,720 |
18.6% |
242 |
1.2% |
20% |
False |
False |
147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,543 |
2.618 |
21,740 |
1.618 |
21,248 |
1.000 |
20,944 |
0.618 |
20,756 |
HIGH |
20,452 |
0.618 |
20,264 |
0.500 |
20,206 |
0.382 |
20,148 |
LOW |
19,960 |
0.618 |
19,656 |
1.000 |
19,468 |
1.618 |
19,164 |
2.618 |
18,672 |
4.250 |
17,869 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
20,206 |
20,300 |
PP |
20,150 |
20,212 |
S1 |
20,093 |
20,125 |
|