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 |
1,143.6 |
1,131.8 |
-11.8 |
-1.0% |
1,138.9 |
High |
1,147.0 |
1,141.8 |
-5.2 |
-0.5% |
1,166.7 |
Low |
1,127.7 |
1,128.8 |
1.1 |
0.1% |
1,119.8 |
Close |
1,131.8 |
1,141.2 |
9.4 |
0.8% |
1,131.8 |
Range |
19.3 |
13.0 |
-6.3 |
-32.6% |
46.9 |
ATR |
21.6 |
20.9 |
-0.6 |
-2.8% |
0.0 |
Volume |
28,781 |
20,354 |
-8,427 |
-29.3% |
123,055 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,176.3 |
1,171.7 |
1,148.4 |
|
R3 |
1,163.3 |
1,158.7 |
1,144.8 |
|
R2 |
1,150.3 |
1,150.3 |
1,143.6 |
|
R1 |
1,145.7 |
1,145.7 |
1,142.4 |
1,148.0 |
PP |
1,137.3 |
1,137.3 |
1,137.3 |
1,138.4 |
S1 |
1,132.7 |
1,132.7 |
1,140.0 |
1,135.0 |
S2 |
1,124.3 |
1,124.3 |
1,138.8 |
|
S3 |
1,111.3 |
1,119.7 |
1,137.6 |
|
S4 |
1,098.3 |
1,106.7 |
1,134.1 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.1 |
1,252.9 |
1,157.6 |
|
R3 |
1,233.2 |
1,206.0 |
1,144.7 |
|
R2 |
1,186.3 |
1,186.3 |
1,140.4 |
|
R1 |
1,159.1 |
1,159.1 |
1,136.1 |
1,149.3 |
PP |
1,139.4 |
1,139.4 |
1,139.4 |
1,134.5 |
S1 |
1,112.2 |
1,112.2 |
1,127.5 |
1,102.4 |
S2 |
1,092.5 |
1,092.5 |
1,123.2 |
|
S3 |
1,045.6 |
1,065.3 |
1,118.9 |
|
S4 |
998.7 |
1,018.4 |
1,106.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,159.5 |
1,119.8 |
39.7 |
3.5% |
20.5 |
1.8% |
54% |
False |
False |
24,325 |
10 |
1,166.7 |
1,117.0 |
49.7 |
4.4% |
19.8 |
1.7% |
49% |
False |
False |
18,930 |
20 |
1,166.7 |
1,076.5 |
90.2 |
7.9% |
19.0 |
1.7% |
72% |
False |
False |
11,812 |
40 |
1,229.0 |
1,076.5 |
152.5 |
13.4% |
23.6 |
2.1% |
42% |
False |
False |
8,095 |
60 |
1,229.0 |
1,029.0 |
200.0 |
17.5% |
21.1 |
1.9% |
56% |
False |
False |
6,030 |
80 |
1,229.0 |
989.3 |
239.7 |
21.0% |
19.8 |
1.7% |
63% |
False |
False |
4,905 |
100 |
1,229.0 |
944.0 |
285.0 |
25.0% |
18.6 |
1.6% |
69% |
False |
False |
4,149 |
120 |
1,229.0 |
930.9 |
298.1 |
26.1% |
17.4 |
1.5% |
71% |
False |
False |
3,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.1 |
2.618 |
1,175.8 |
1.618 |
1,162.8 |
1.000 |
1,154.8 |
0.618 |
1,149.8 |
HIGH |
1,141.8 |
0.618 |
1,136.8 |
0.500 |
1,135.3 |
0.382 |
1,133.8 |
LOW |
1,128.8 |
0.618 |
1,120.8 |
1.000 |
1,115.8 |
1.618 |
1,107.8 |
2.618 |
1,094.8 |
4.250 |
1,073.6 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,139.2 |
1,140.1 |
PP |
1,137.3 |
1,139.0 |
S1 |
1,135.3 |
1,137.9 |
|