Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,092.6 |
1,099.2 |
6.6 |
0.6% |
1,131.8 |
High |
1,105.0 |
1,104.2 |
-0.8 |
-0.1% |
1,142.9 |
Low |
1,092.5 |
1,086.5 |
-6.0 |
-0.5% |
1,083.0 |
Close |
1,096.8 |
1,099.5 |
2.7 |
0.2% |
1,090.8 |
Range |
12.5 |
17.7 |
5.2 |
41.6% |
59.9 |
ATR |
21.8 |
21.5 |
-0.3 |
-1.3% |
0.0 |
Volume |
33,919 |
48,492 |
14,573 |
43.0% |
150,571 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.8 |
1,142.4 |
1,109.2 |
|
R3 |
1,132.1 |
1,124.7 |
1,104.4 |
|
R2 |
1,114.4 |
1,114.4 |
1,102.7 |
|
R1 |
1,107.0 |
1,107.0 |
1,101.1 |
1,110.7 |
PP |
1,096.7 |
1,096.7 |
1,096.7 |
1,098.6 |
S1 |
1,089.3 |
1,089.3 |
1,097.9 |
1,093.0 |
S2 |
1,079.0 |
1,079.0 |
1,096.3 |
|
S3 |
1,061.3 |
1,071.6 |
1,094.6 |
|
S4 |
1,043.6 |
1,053.9 |
1,089.8 |
|
|
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 |
5.4% |
22.4 |
2.0% |
28% |
False |
False |
42,525 |
10 |
1,159.5 |
1,083.0 |
76.5 |
7.0% |
21.4 |
1.9% |
22% |
False |
False |
33,425 |
20 |
1,166.7 |
1,083.0 |
83.7 |
7.6% |
19.4 |
1.8% |
20% |
False |
False |
21,143 |
40 |
1,229.0 |
1,076.5 |
152.5 |
13.9% |
24.1 |
2.2% |
15% |
False |
False |
12,852 |
60 |
1,229.0 |
1,031.8 |
197.2 |
17.9% |
21.7 |
2.0% |
34% |
False |
False |
9,461 |
80 |
1,229.0 |
989.3 |
239.7 |
21.8% |
20.2 |
1.8% |
46% |
False |
False |
7,466 |
100 |
1,229.0 |
958.6 |
270.4 |
24.6% |
19.2 |
1.7% |
52% |
False |
False |
6,234 |
120 |
1,229.0 |
934.6 |
294.4 |
26.8% |
17.7 |
1.6% |
56% |
False |
False |
5,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.4 |
2.618 |
1,150.5 |
1.618 |
1,132.8 |
1.000 |
1,121.9 |
0.618 |
1,115.1 |
HIGH |
1,104.2 |
0.618 |
1,097.4 |
0.500 |
1,095.4 |
0.382 |
1,093.3 |
LOW |
1,086.5 |
0.618 |
1,075.6 |
1.000 |
1,068.8 |
1.618 |
1,057.9 |
2.618 |
1,040.2 |
4.250 |
1,011.3 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,098.1 |
1,097.7 |
PP |
1,096.7 |
1,095.8 |
S1 |
1,095.4 |
1,094.0 |
|