Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,116.4 |
1,095.5 |
-20.9 |
-1.9% |
1,142.1 |
High |
1,118.8 |
1,099.9 |
-18.9 |
-1.7% |
1,143.4 |
Low |
1,089.8 |
1,084.0 |
-5.8 |
-0.5% |
1,084.0 |
Close |
1,105.1 |
1,091.7 |
-13.4 |
-1.2% |
1,091.7 |
Range |
29.0 |
15.9 |
-13.1 |
-45.2% |
59.4 |
ATR |
21.3 |
21.2 |
0.0 |
-0.1% |
0.0 |
Volume |
3,861 |
2,206 |
-1,655 |
-42.9% |
17,021 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.6 |
1,131.5 |
1,100.4 |
|
R3 |
1,123.7 |
1,115.6 |
1,096.1 |
|
R2 |
1,107.8 |
1,107.8 |
1,094.6 |
|
R1 |
1,099.7 |
1,099.7 |
1,093.2 |
1,095.8 |
PP |
1,091.9 |
1,091.9 |
1,091.9 |
1,089.9 |
S1 |
1,083.8 |
1,083.8 |
1,090.2 |
1,079.9 |
S2 |
1,076.0 |
1,076.0 |
1,088.8 |
|
S3 |
1,060.1 |
1,067.9 |
1,087.3 |
|
S4 |
1,044.2 |
1,052.0 |
1,083.0 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.6 |
1,247.5 |
1,124.4 |
|
R3 |
1,225.2 |
1,188.1 |
1,108.0 |
|
R2 |
1,165.8 |
1,165.8 |
1,102.6 |
|
R1 |
1,128.7 |
1,128.7 |
1,097.1 |
1,117.6 |
PP |
1,106.4 |
1,106.4 |
1,106.4 |
1,100.8 |
S1 |
1,069.3 |
1,069.3 |
1,086.3 |
1,058.2 |
S2 |
1,047.0 |
1,047.0 |
1,080.8 |
|
S3 |
987.6 |
1,009.9 |
1,075.4 |
|
S4 |
928.2 |
950.5 |
1,059.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,147.2 |
1,084.0 |
63.2 |
5.8% |
21.5 |
2.0% |
12% |
False |
True |
4,129 |
10 |
1,164.1 |
1,084.0 |
80.1 |
7.3% |
21.2 |
1.9% |
10% |
False |
True |
4,097 |
20 |
1,164.1 |
1,082.9 |
81.2 |
7.4% |
18.0 |
1.7% |
11% |
False |
False |
3,404 |
40 |
1,230.0 |
1,077.5 |
152.5 |
14.0% |
23.0 |
2.1% |
9% |
False |
False |
3,221 |
60 |
1,230.0 |
1,030.0 |
200.0 |
18.3% |
20.3 |
1.9% |
31% |
False |
False |
2,712 |
80 |
1,230.0 |
991.4 |
238.6 |
21.9% |
18.6 |
1.7% |
42% |
False |
False |
2,180 |
100 |
1,230.0 |
952.9 |
277.1 |
25.4% |
17.3 |
1.6% |
50% |
False |
False |
1,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.5 |
2.618 |
1,141.5 |
1.618 |
1,125.6 |
1.000 |
1,115.8 |
0.618 |
1,109.7 |
HIGH |
1,099.9 |
0.618 |
1,093.8 |
0.500 |
1,092.0 |
0.382 |
1,090.1 |
LOW |
1,084.0 |
0.618 |
1,074.2 |
1.000 |
1,068.1 |
1.618 |
1,058.3 |
2.618 |
1,042.4 |
4.250 |
1,016.4 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,092.0 |
1,113.7 |
PP |
1,091.9 |
1,106.4 |
S1 |
1,091.8 |
1,099.0 |
|