Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,145.7 |
1,142.1 |
-3.6 |
-0.3% |
1,145.0 |
High |
1,147.2 |
1,142.1 |
-5.1 |
-0.4% |
1,164.1 |
Low |
1,129.3 |
1,131.7 |
2.4 |
0.2% |
1,120.7 |
Close |
1,132.7 |
1,142.1 |
9.4 |
0.8% |
1,132.7 |
Range |
17.9 |
10.4 |
-7.5 |
-41.9% |
43.4 |
ATR |
20.3 |
19.6 |
-0.7 |
-3.5% |
0.0 |
Volume |
3,624 |
7,694 |
4,070 |
112.3% |
22,610 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.8 |
1,166.4 |
1,147.8 |
|
R3 |
1,159.4 |
1,156.0 |
1,145.0 |
|
R2 |
1,149.0 |
1,149.0 |
1,144.0 |
|
R1 |
1,145.6 |
1,145.6 |
1,143.1 |
1,147.3 |
PP |
1,138.6 |
1,138.6 |
1,138.6 |
1,139.5 |
S1 |
1,135.2 |
1,135.2 |
1,141.1 |
1,136.9 |
S2 |
1,128.2 |
1,128.2 |
1,140.2 |
|
S3 |
1,117.8 |
1,124.8 |
1,139.2 |
|
S4 |
1,107.4 |
1,114.4 |
1,136.4 |
|
|
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 |
1,160.5 |
1,120.7 |
39.8 |
3.5% |
19.0 |
1.7% |
54% |
False |
False |
5,460 |
10 |
1,164.1 |
1,118.0 |
46.1 |
4.0% |
17.7 |
1.5% |
52% |
False |
False |
4,619 |
20 |
1,164.1 |
1,077.5 |
86.6 |
7.6% |
17.4 |
1.5% |
75% |
False |
False |
3,558 |
40 |
1,230.0 |
1,077.5 |
152.5 |
13.4% |
22.2 |
1.9% |
42% |
False |
False |
3,215 |
60 |
1,230.0 |
1,030.0 |
200.0 |
17.5% |
19.7 |
1.7% |
56% |
False |
False |
2,594 |
80 |
1,230.0 |
989.3 |
240.7 |
21.1% |
18.2 |
1.6% |
63% |
False |
False |
2,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,186.3 |
2.618 |
1,169.3 |
1.618 |
1,158.9 |
1.000 |
1,152.5 |
0.618 |
1,148.5 |
HIGH |
1,142.1 |
0.618 |
1,138.1 |
0.500 |
1,136.9 |
0.382 |
1,135.7 |
LOW |
1,131.7 |
0.618 |
1,125.3 |
1.000 |
1,121.3 |
1.618 |
1,114.9 |
2.618 |
1,104.5 |
4.250 |
1,087.5 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,140.4 |
1,141.0 |
PP |
1,138.6 |
1,139.8 |
S1 |
1,136.9 |
1,138.7 |
|