Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,095.9 |
1,092.6 |
-3.3 |
-0.3% |
1,131.8 |
High |
1,100.0 |
1,105.0 |
5.0 |
0.5% |
1,142.9 |
Low |
1,083.0 |
1,092.5 |
9.5 |
0.9% |
1,083.0 |
Close |
1,090.8 |
1,096.8 |
6.0 |
0.6% |
1,090.8 |
Range |
17.0 |
12.5 |
-4.5 |
-26.5% |
59.9 |
ATR |
22.4 |
21.8 |
-0.6 |
-2.6% |
0.0 |
Volume |
48,792 |
33,919 |
-14,873 |
-30.5% |
150,571 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,135.6 |
1,128.7 |
1,103.7 |
|
R3 |
1,123.1 |
1,116.2 |
1,100.2 |
|
R2 |
1,110.6 |
1,110.6 |
1,099.1 |
|
R1 |
1,103.7 |
1,103.7 |
1,097.9 |
1,107.2 |
PP |
1,098.1 |
1,098.1 |
1,098.1 |
1,099.8 |
S1 |
1,091.2 |
1,091.2 |
1,095.7 |
1,094.7 |
S2 |
1,085.6 |
1,085.6 |
1,094.5 |
|
S3 |
1,073.1 |
1,078.7 |
1,093.4 |
|
S4 |
1,060.6 |
1,066.2 |
1,089.9 |
|
|
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 |
1,142.9 |
1,083.0 |
59.9 |
5.5% |
21.4 |
2.0% |
23% |
False |
False |
36,898 |
10 |
1,166.7 |
1,083.0 |
83.7 |
7.6% |
22.5 |
2.0% |
16% |
False |
False |
30,754 |
20 |
1,166.7 |
1,083.0 |
83.7 |
7.6% |
19.3 |
1.8% |
16% |
False |
False |
18,915 |
40 |
1,229.0 |
1,076.5 |
152.5 |
13.9% |
24.3 |
2.2% |
13% |
False |
False |
11,770 |
60 |
1,229.0 |
1,029.0 |
200.0 |
18.2% |
21.7 |
2.0% |
34% |
False |
False |
8,684 |
80 |
1,229.0 |
989.3 |
239.7 |
21.9% |
20.2 |
1.8% |
45% |
False |
False |
6,869 |
100 |
1,229.0 |
952.1 |
276.9 |
25.2% |
19.1 |
1.7% |
52% |
False |
False |
5,756 |
120 |
1,229.0 |
934.6 |
294.4 |
26.8% |
17.7 |
1.6% |
55% |
False |
False |
4,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,158.1 |
2.618 |
1,137.7 |
1.618 |
1,125.2 |
1.000 |
1,117.5 |
0.618 |
1,112.7 |
HIGH |
1,105.0 |
0.618 |
1,100.2 |
0.500 |
1,098.8 |
0.382 |
1,097.3 |
LOW |
1,092.5 |
0.618 |
1,084.8 |
1.000 |
1,080.0 |
1.618 |
1,072.3 |
2.618 |
1,059.8 |
4.250 |
1,039.4 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,098.8 |
1,100.8 |
PP |
1,098.1 |
1,099.4 |
S1 |
1,097.5 |
1,098.1 |
|