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 |
1,097.7 |
1,100.4 |
2.7 |
0.2% |
1,142.1 |
High |
1,105.0 |
1,105.0 |
0.0 |
0.0% |
1,143.4 |
Low |
1,095.0 |
1,087.5 |
-7.5 |
-0.7% |
1,084.0 |
Close |
1,097.7 |
1,100.4 |
2.7 |
0.2% |
1,091.7 |
Range |
10.0 |
17.5 |
7.5 |
75.0% |
59.4 |
ATR |
20.7 |
20.4 |
-0.2 |
-1.1% |
0.0 |
Volume |
4,370 |
1,949 |
-2,421 |
-55.4% |
17,021 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.1 |
1,142.8 |
1,110.0 |
|
R3 |
1,132.6 |
1,125.3 |
1,105.2 |
|
R2 |
1,115.1 |
1,115.1 |
1,103.6 |
|
R1 |
1,107.8 |
1,107.8 |
1,102.0 |
1,109.2 |
PP |
1,097.6 |
1,097.6 |
1,097.6 |
1,098.3 |
S1 |
1,090.3 |
1,090.3 |
1,098.8 |
1,091.7 |
S2 |
1,080.1 |
1,080.1 |
1,097.2 |
|
S3 |
1,062.6 |
1,072.8 |
1,095.6 |
|
S4 |
1,045.1 |
1,055.3 |
1,090.8 |
|
|
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% |
21.4 |
1.9% |
28% |
False |
False |
3,129 |
10 |
1,160.5 |
1,084.0 |
76.5 |
7.0% |
20.2 |
1.8% |
21% |
False |
False |
4,295 |
20 |
1,164.1 |
1,084.0 |
80.1 |
7.3% |
17.8 |
1.6% |
20% |
False |
False |
3,519 |
40 |
1,230.0 |
1,077.5 |
152.5 |
13.9% |
22.8 |
2.1% |
15% |
False |
False |
3,128 |
60 |
1,230.0 |
1,034.7 |
195.3 |
17.7% |
20.4 |
1.9% |
34% |
False |
False |
2,794 |
80 |
1,230.0 |
993.8 |
236.2 |
21.5% |
18.7 |
1.7% |
45% |
False |
False |
2,252 |
100 |
1,230.0 |
956.9 |
273.1 |
24.8% |
17.5 |
1.6% |
53% |
False |
False |
1,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.4 |
2.618 |
1,150.8 |
1.618 |
1,133.3 |
1.000 |
1,122.5 |
0.618 |
1,115.8 |
HIGH |
1,105.0 |
0.618 |
1,098.3 |
0.500 |
1,096.3 |
0.382 |
1,094.2 |
LOW |
1,087.5 |
0.618 |
1,076.7 |
1.000 |
1,070.0 |
1.618 |
1,059.2 |
2.618 |
1,041.7 |
4.250 |
1,013.1 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,099.0 |
1,098.4 |
PP |
1,097.6 |
1,096.5 |
S1 |
1,096.3 |
1,094.5 |
|