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 |
1,086.25 |
1,088.25 |
2.00 |
0.2% |
1,126.50 |
High |
1,097.50 |
1,094.75 |
-2.75 |
-0.3% |
1,142.00 |
Low |
1,085.00 |
1,076.75 |
-8.25 |
-0.8% |
1,081.50 |
Close |
1,087.75 |
1,082.25 |
-5.50 |
-0.5% |
1,086.00 |
Range |
12.50 |
18.00 |
5.50 |
44.0% |
60.50 |
ATR |
15.30 |
15.50 |
0.19 |
1.3% |
0.00 |
Volume |
2,182 |
971 |
-1,211 |
-55.5% |
7,372 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,138.50 |
1,128.50 |
1,092.25 |
|
R3 |
1,120.50 |
1,110.50 |
1,087.25 |
|
R2 |
1,102.50 |
1,102.50 |
1,085.50 |
|
R1 |
1,092.50 |
1,092.50 |
1,084.00 |
1,088.50 |
PP |
1,084.50 |
1,084.50 |
1,084.50 |
1,082.50 |
S1 |
1,074.50 |
1,074.50 |
1,080.50 |
1,070.50 |
S2 |
1,066.50 |
1,066.50 |
1,079.00 |
|
S3 |
1,048.50 |
1,056.50 |
1,077.25 |
|
S4 |
1,030.50 |
1,038.50 |
1,072.25 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.75 |
1,245.75 |
1,119.25 |
|
R3 |
1,224.25 |
1,185.25 |
1,102.75 |
|
R2 |
1,163.75 |
1,163.75 |
1,097.00 |
|
R1 |
1,124.75 |
1,124.75 |
1,091.50 |
1,114.00 |
PP |
1,103.25 |
1,103.25 |
1,103.25 |
1,097.75 |
S1 |
1,064.25 |
1,064.25 |
1,080.50 |
1,053.50 |
S2 |
1,042.75 |
1,042.75 |
1,075.00 |
|
S3 |
982.25 |
1,003.75 |
1,069.25 |
|
S4 |
921.75 |
943.25 |
1,052.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,141.00 |
1,076.75 |
64.25 |
5.9% |
21.75 |
2.0% |
9% |
False |
True |
1,809 |
10 |
1,142.25 |
1,076.75 |
65.50 |
6.1% |
18.75 |
1.7% |
8% |
False |
True |
1,295 |
20 |
1,143.00 |
1,076.75 |
66.25 |
6.1% |
14.50 |
1.3% |
8% |
False |
True |
1,091 |
40 |
1,143.00 |
1,059.00 |
84.00 |
7.8% |
13.50 |
1.2% |
28% |
False |
False |
597 |
60 |
1,143.00 |
1,019.00 |
124.00 |
11.5% |
13.00 |
1.2% |
51% |
False |
False |
401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.25 |
2.618 |
1,141.75 |
1.618 |
1,123.75 |
1.000 |
1,112.75 |
0.618 |
1,105.75 |
HIGH |
1,094.75 |
0.618 |
1,087.75 |
0.500 |
1,085.75 |
0.382 |
1,083.75 |
LOW |
1,076.75 |
0.618 |
1,065.75 |
1.000 |
1,058.75 |
1.618 |
1,047.75 |
2.618 |
1,029.75 |
4.250 |
1,000.25 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,085.75 |
1,093.50 |
PP |
1,084.50 |
1,089.75 |
S1 |
1,083.50 |
1,086.00 |
|