Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,139.8 |
1,114.1 |
-25.7 |
-2.3% |
1,138.9 |
High |
1,142.9 |
1,118.5 |
-24.4 |
-2.1% |
1,166.7 |
Low |
1,107.8 |
1,089.0 |
-18.8 |
-1.7% |
1,119.8 |
Close |
1,113.6 |
1,104.2 |
-9.4 |
-0.8% |
1,131.8 |
Range |
35.1 |
29.5 |
-5.6 |
-16.0% |
46.9 |
ATR |
22.0 |
22.5 |
0.5 |
2.5% |
0.0 |
Volume |
43,043 |
38,382 |
-4,661 |
-10.8% |
123,055 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.4 |
1,177.8 |
1,120.4 |
|
R3 |
1,162.9 |
1,148.3 |
1,112.3 |
|
R2 |
1,133.4 |
1,133.4 |
1,109.6 |
|
R1 |
1,118.8 |
1,118.8 |
1,106.9 |
1,111.4 |
PP |
1,103.9 |
1,103.9 |
1,103.9 |
1,100.2 |
S1 |
1,089.3 |
1,089.3 |
1,101.5 |
1,081.9 |
S2 |
1,074.4 |
1,074.4 |
1,098.8 |
|
S3 |
1,044.9 |
1,059.8 |
1,096.1 |
|
S4 |
1,015.4 |
1,030.3 |
1,088.0 |
|
|
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 |
1,148.0 |
1,089.0 |
59.0 |
5.3% |
22.6 |
2.0% |
26% |
False |
True |
31,551 |
10 |
1,166.7 |
1,089.0 |
77.7 |
7.0% |
22.5 |
2.0% |
20% |
False |
True |
23,952 |
20 |
1,166.7 |
1,076.5 |
90.2 |
8.2% |
19.8 |
1.8% |
31% |
False |
False |
15,237 |
40 |
1,229.0 |
1,076.5 |
152.5 |
13.8% |
24.4 |
2.2% |
18% |
False |
False |
10,016 |
60 |
1,229.0 |
1,029.0 |
200.0 |
18.1% |
21.7 |
2.0% |
38% |
False |
False |
7,347 |
80 |
1,229.0 |
989.3 |
239.7 |
21.7% |
20.1 |
1.8% |
48% |
False |
False |
5,873 |
100 |
1,229.0 |
946.7 |
282.3 |
25.6% |
19.1 |
1.7% |
56% |
False |
False |
4,958 |
120 |
1,229.0 |
934.6 |
294.4 |
26.7% |
17.8 |
1.6% |
58% |
False |
False |
4,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.9 |
2.618 |
1,195.7 |
1.618 |
1,166.2 |
1.000 |
1,148.0 |
0.618 |
1,136.7 |
HIGH |
1,118.5 |
0.618 |
1,107.2 |
0.500 |
1,103.8 |
0.382 |
1,100.3 |
LOW |
1,089.0 |
0.618 |
1,070.8 |
1.000 |
1,059.5 |
1.618 |
1,041.3 |
2.618 |
1,011.8 |
4.250 |
963.6 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,104.1 |
1,116.0 |
PP |
1,103.9 |
1,112.0 |
S1 |
1,103.8 |
1,108.1 |
|