Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,095.5 |
1,097.7 |
2.2 |
0.2% |
1,142.1 |
High |
1,099.9 |
1,105.0 |
5.1 |
0.5% |
1,143.4 |
Low |
1,084.0 |
1,095.0 |
11.0 |
1.0% |
1,084.0 |
Close |
1,091.7 |
1,097.7 |
6.0 |
0.5% |
1,091.7 |
Range |
15.9 |
10.0 |
-5.9 |
-37.1% |
59.4 |
ATR |
21.2 |
20.7 |
-0.6 |
-2.7% |
0.0 |
Volume |
2,206 |
4,370 |
2,164 |
98.1% |
17,021 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.2 |
1,123.5 |
1,103.2 |
|
R3 |
1,119.2 |
1,113.5 |
1,100.5 |
|
R2 |
1,109.2 |
1,109.2 |
1,099.5 |
|
R1 |
1,103.5 |
1,103.5 |
1,098.6 |
1,102.7 |
PP |
1,099.2 |
1,099.2 |
1,099.2 |
1,098.9 |
S1 |
1,093.5 |
1,093.5 |
1,096.8 |
1,092.7 |
S2 |
1,089.2 |
1,089.2 |
1,095.9 |
|
S3 |
1,079.2 |
1,083.5 |
1,095.0 |
|
S4 |
1,069.2 |
1,073.5 |
1,092.2 |
|
|
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 |
1,143.4 |
1,084.0 |
59.4 |
5.4% |
19.9 |
1.8% |
23% |
False |
False |
4,278 |
10 |
1,164.1 |
1,084.0 |
80.1 |
7.3% |
20.4 |
1.9% |
17% |
False |
False |
4,400 |
20 |
1,164.1 |
1,084.0 |
80.1 |
7.3% |
17.7 |
1.6% |
17% |
False |
False |
3,489 |
40 |
1,230.0 |
1,077.5 |
152.5 |
13.9% |
22.9 |
2.1% |
13% |
False |
False |
3,210 |
60 |
1,230.0 |
1,030.0 |
200.0 |
18.2% |
20.3 |
1.9% |
34% |
False |
False |
2,777 |
80 |
1,230.0 |
993.8 |
236.2 |
21.5% |
18.6 |
1.7% |
44% |
False |
False |
2,232 |
100 |
1,230.0 |
954.8 |
275.2 |
25.1% |
17.4 |
1.6% |
52% |
False |
False |
1,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.5 |
2.618 |
1,131.2 |
1.618 |
1,121.2 |
1.000 |
1,115.0 |
0.618 |
1,111.2 |
HIGH |
1,105.0 |
0.618 |
1,101.2 |
0.500 |
1,100.0 |
0.382 |
1,098.8 |
LOW |
1,095.0 |
0.618 |
1,088.8 |
1.000 |
1,085.0 |
1.618 |
1,078.8 |
2.618 |
1,068.8 |
4.250 |
1,052.5 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,100.0 |
1,101.4 |
PP |
1,099.2 |
1,100.2 |
S1 |
1,098.5 |
1,098.9 |
|