Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
3,414 |
3,432 |
18 |
0.5% |
3,428 |
High |
3,485 |
3,443 |
-42 |
-1.2% |
3,485 |
Low |
3,411 |
3,356 |
-55 |
-1.6% |
3,356 |
Close |
3,431 |
3,425 |
-6 |
-0.2% |
3,425 |
Range |
74 |
87 |
13 |
17.6% |
129 |
ATR |
66 |
68 |
1 |
2.2% |
0 |
Volume |
6,140 |
6,419 |
279 |
4.5% |
26,891 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,669 |
3,634 |
3,473 |
|
R3 |
3,582 |
3,547 |
3,449 |
|
R2 |
3,495 |
3,495 |
3,441 |
|
R1 |
3,460 |
3,460 |
3,433 |
3,434 |
PP |
3,408 |
3,408 |
3,408 |
3,395 |
S1 |
3,373 |
3,373 |
3,417 |
3,347 |
S2 |
3,321 |
3,321 |
3,409 |
|
S3 |
3,234 |
3,286 |
3,401 |
|
S4 |
3,147 |
3,199 |
3,377 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,809 |
3,746 |
3,496 |
|
R3 |
3,680 |
3,617 |
3,460 |
|
R2 |
3,551 |
3,551 |
3,449 |
|
R1 |
3,488 |
3,488 |
3,437 |
3,455 |
PP |
3,422 |
3,422 |
3,422 |
3,406 |
S1 |
3,359 |
3,359 |
3,413 |
3,326 |
S2 |
3,293 |
3,293 |
3,401 |
|
S3 |
3,164 |
3,230 |
3,390 |
|
S4 |
3,035 |
3,101 |
3,354 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,485 |
3,356 |
129 |
3.8% |
65 |
1.9% |
53% |
False |
True |
6,577 |
10 |
3,485 |
3,281 |
204 |
6.0% |
63 |
1.8% |
71% |
False |
False |
6,605 |
20 |
3,485 |
3,230 |
255 |
7.4% |
58 |
1.7% |
76% |
False |
False |
5,811 |
40 |
3,510 |
3,175 |
335 |
9.8% |
67 |
2.0% |
75% |
False |
False |
6,461 |
60 |
3,510 |
3,102 |
408 |
11.9% |
71 |
2.1% |
79% |
False |
False |
6,693 |
80 |
3,510 |
2,990 |
520 |
15.2% |
75 |
2.2% |
84% |
False |
False |
5,561 |
100 |
3,510 |
2,784 |
726 |
21.2% |
76 |
2.2% |
88% |
False |
False |
4,682 |
120 |
3,510 |
2,725 |
785 |
22.9% |
76 |
2.2% |
89% |
False |
False |
4,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,813 |
2.618 |
3,671 |
1.618 |
3,584 |
1.000 |
3,530 |
0.618 |
3,497 |
HIGH |
3,443 |
0.618 |
3,410 |
0.500 |
3,400 |
0.382 |
3,389 |
LOW |
3,356 |
0.618 |
3,302 |
1.000 |
3,269 |
1.618 |
3,215 |
2.618 |
3,128 |
4.250 |
2,986 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
3,417 |
3,424 |
PP |
3,408 |
3,422 |
S1 |
3,400 |
3,421 |
|