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 |
1,114.1 |
1,095.9 |
-18.2 |
-1.6% |
1,131.8 |
High |
1,118.5 |
1,100.0 |
-18.5 |
-1.7% |
1,142.9 |
Low |
1,089.0 |
1,083.0 |
-6.0 |
-0.6% |
1,083.0 |
Close |
1,104.2 |
1,090.8 |
-13.4 |
-1.2% |
1,090.8 |
Range |
29.5 |
17.0 |
-12.5 |
-42.4% |
59.9 |
ATR |
22.5 |
22.4 |
-0.1 |
-0.4% |
0.0 |
Volume |
38,382 |
48,792 |
10,410 |
27.1% |
150,571 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.3 |
1,133.5 |
1,100.2 |
|
R3 |
1,125.3 |
1,116.5 |
1,095.5 |
|
R2 |
1,108.3 |
1,108.3 |
1,093.9 |
|
R1 |
1,099.5 |
1,099.5 |
1,092.4 |
1,095.4 |
PP |
1,091.3 |
1,091.3 |
1,091.3 |
1,089.2 |
S1 |
1,082.5 |
1,082.5 |
1,089.2 |
1,078.4 |
S2 |
1,074.3 |
1,074.3 |
1,087.7 |
|
S3 |
1,057.3 |
1,065.5 |
1,086.1 |
|
S4 |
1,040.3 |
1,048.5 |
1,081.5 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.3 |
1,247.9 |
1,123.7 |
|
R3 |
1,225.4 |
1,188.0 |
1,107.3 |
|
R2 |
1,165.5 |
1,165.5 |
1,101.8 |
|
R1 |
1,128.1 |
1,128.1 |
1,096.3 |
1,116.9 |
PP |
1,105.6 |
1,105.6 |
1,105.6 |
1,099.9 |
S1 |
1,068.2 |
1,068.2 |
1,085.3 |
1,057.0 |
S2 |
1,045.7 |
1,045.7 |
1,079.8 |
|
S3 |
985.8 |
1,008.3 |
1,074.3 |
|
S4 |
925.9 |
948.4 |
1,057.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,147.0 |
1,083.0 |
64.0 |
5.9% |
22.8 |
2.1% |
12% |
False |
True |
35,870 |
10 |
1,166.7 |
1,083.0 |
83.7 |
7.7% |
23.2 |
2.1% |
9% |
False |
True |
27,827 |
20 |
1,166.7 |
1,081.4 |
85.3 |
7.8% |
19.5 |
1.8% |
11% |
False |
False |
17,469 |
40 |
1,229.0 |
1,076.5 |
152.5 |
14.0% |
24.3 |
2.2% |
9% |
False |
False |
11,039 |
60 |
1,229.0 |
1,029.0 |
200.0 |
18.3% |
21.7 |
2.0% |
31% |
False |
False |
8,144 |
80 |
1,229.0 |
989.3 |
239.7 |
22.0% |
20.2 |
1.8% |
42% |
False |
False |
6,450 |
100 |
1,229.0 |
946.7 |
282.3 |
25.9% |
19.1 |
1.8% |
51% |
False |
False |
5,422 |
120 |
1,229.0 |
934.6 |
294.4 |
27.0% |
17.7 |
1.6% |
53% |
False |
False |
4,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,172.3 |
2.618 |
1,144.5 |
1.618 |
1,127.5 |
1.000 |
1,117.0 |
0.618 |
1,110.5 |
HIGH |
1,100.0 |
0.618 |
1,093.5 |
0.500 |
1,091.5 |
0.382 |
1,089.5 |
LOW |
1,083.0 |
0.618 |
1,072.5 |
1.000 |
1,066.0 |
1.618 |
1,055.5 |
2.618 |
1,038.5 |
4.250 |
1,010.8 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,091.5 |
1,113.0 |
PP |
1,091.3 |
1,105.6 |
S1 |
1,091.0 |
1,098.2 |
|