Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,140.0 |
1,145.7 |
5.7 |
0.5% |
1,145.0 |
High |
1,148.1 |
1,147.2 |
-0.9 |
-0.1% |
1,164.1 |
Low |
1,134.3 |
1,129.3 |
-5.0 |
-0.4% |
1,120.7 |
Close |
1,145.3 |
1,132.7 |
-12.6 |
-1.1% |
1,132.7 |
Range |
13.8 |
17.9 |
4.1 |
29.7% |
43.4 |
ATR |
20.5 |
20.3 |
-0.2 |
-0.9% |
0.0 |
Volume |
6,225 |
3,624 |
-2,601 |
-41.8% |
22,610 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.1 |
1,179.3 |
1,142.5 |
|
R3 |
1,172.2 |
1,161.4 |
1,137.6 |
|
R2 |
1,154.3 |
1,154.3 |
1,136.0 |
|
R1 |
1,143.5 |
1,143.5 |
1,134.3 |
1,140.0 |
PP |
1,136.4 |
1,136.4 |
1,136.4 |
1,134.6 |
S1 |
1,125.6 |
1,125.6 |
1,131.1 |
1,122.1 |
S2 |
1,118.5 |
1,118.5 |
1,129.4 |
|
S3 |
1,100.6 |
1,107.7 |
1,127.8 |
|
S4 |
1,082.7 |
1,089.8 |
1,122.9 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.4 |
1,244.4 |
1,156.6 |
|
R3 |
1,226.0 |
1,201.0 |
1,144.6 |
|
R2 |
1,182.6 |
1,182.6 |
1,140.7 |
|
R1 |
1,157.6 |
1,157.6 |
1,136.7 |
1,148.4 |
PP |
1,139.2 |
1,139.2 |
1,139.2 |
1,134.6 |
S1 |
1,114.2 |
1,114.2 |
1,128.7 |
1,105.0 |
S2 |
1,095.8 |
1,095.8 |
1,124.7 |
|
S3 |
1,052.4 |
1,070.8 |
1,120.8 |
|
S4 |
1,009.0 |
1,027.4 |
1,108.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,164.1 |
1,120.7 |
43.4 |
3.8% |
20.8 |
1.8% |
28% |
False |
False |
4,522 |
10 |
1,164.1 |
1,097.3 |
66.8 |
5.9% |
19.5 |
1.7% |
53% |
False |
False |
4,086 |
20 |
1,164.1 |
1,077.5 |
86.6 |
7.6% |
19.3 |
1.7% |
64% |
False |
False |
3,304 |
40 |
1,230.0 |
1,077.5 |
152.5 |
13.5% |
22.3 |
2.0% |
36% |
False |
False |
3,047 |
60 |
1,230.0 |
1,030.0 |
200.0 |
17.7% |
19.8 |
1.7% |
51% |
False |
False |
2,477 |
80 |
1,230.0 |
989.3 |
240.7 |
21.3% |
18.2 |
1.6% |
60% |
False |
False |
1,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,223.3 |
2.618 |
1,194.1 |
1.618 |
1,176.2 |
1.000 |
1,165.1 |
0.618 |
1,158.3 |
HIGH |
1,147.2 |
0.618 |
1,140.4 |
0.500 |
1,138.3 |
0.382 |
1,136.1 |
LOW |
1,129.3 |
0.618 |
1,118.2 |
1.000 |
1,111.4 |
1.618 |
1,100.3 |
2.618 |
1,082.4 |
4.250 |
1,053.2 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,138.3 |
1,134.4 |
PP |
1,136.4 |
1,133.8 |
S1 |
1,134.6 |
1,133.3 |
|