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 |
1,105.9 |
1,092.6 |
-13.3 |
-1.2% |
1,131.2 |
High |
1,119.5 |
1,100.5 |
-19.0 |
-1.7% |
1,142.7 |
Low |
1,093.6 |
1,087.0 |
-6.6 |
-0.6% |
1,087.0 |
Close |
1,105.9 |
1,092.6 |
-13.3 |
-1.2% |
1,092.6 |
Range |
25.9 |
13.5 |
-12.4 |
-47.9% |
55.7 |
ATR |
18.3 |
18.3 |
0.0 |
0.2% |
0.0 |
Volume |
146 |
1,150 |
1,004 |
687.7% |
3,974 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,133.9 |
1,126.7 |
1,100.0 |
|
R3 |
1,120.4 |
1,113.2 |
1,096.3 |
|
R2 |
1,106.9 |
1,106.9 |
1,095.1 |
|
R1 |
1,099.7 |
1,099.7 |
1,093.8 |
1,099.4 |
PP |
1,093.4 |
1,093.4 |
1,093.4 |
1,093.2 |
S1 |
1,086.2 |
1,086.2 |
1,091.4 |
1,085.9 |
S2 |
1,079.9 |
1,079.9 |
1,090.1 |
|
S3 |
1,066.4 |
1,072.7 |
1,088.9 |
|
S4 |
1,052.9 |
1,059.2 |
1,085.2 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.5 |
1,239.3 |
1,123.2 |
|
R3 |
1,218.8 |
1,183.6 |
1,107.9 |
|
R2 |
1,163.1 |
1,163.1 |
1,102.8 |
|
R1 |
1,127.9 |
1,127.9 |
1,097.7 |
1,117.7 |
PP |
1,107.4 |
1,107.4 |
1,107.4 |
1,102.3 |
S1 |
1,072.2 |
1,072.2 |
1,087.5 |
1,062.0 |
S2 |
1,051.7 |
1,051.7 |
1,082.4 |
|
S3 |
996.0 |
1,016.5 |
1,077.3 |
|
S4 |
940.3 |
960.8 |
1,062.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,149.0 |
1,087.0 |
62.0 |
5.7% |
20.0 |
1.8% |
9% |
False |
True |
1,083 |
10 |
1,162.3 |
1,087.0 |
75.3 |
6.9% |
19.5 |
1.8% |
7% |
False |
True |
1,227 |
20 |
1,162.3 |
1,084.0 |
78.3 |
7.2% |
14.8 |
1.4% |
11% |
False |
False |
1,030 |
40 |
1,230.7 |
1,079.0 |
151.7 |
13.9% |
17.7 |
1.6% |
9% |
False |
False |
792 |
60 |
1,230.7 |
1,032.4 |
198.3 |
18.1% |
15.0 |
1.4% |
30% |
False |
False |
846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,157.9 |
2.618 |
1,135.8 |
1.618 |
1,122.3 |
1.000 |
1,114.0 |
0.618 |
1,108.8 |
HIGH |
1,100.5 |
0.618 |
1,095.3 |
0.500 |
1,093.8 |
0.382 |
1,092.2 |
LOW |
1,087.0 |
0.618 |
1,078.7 |
1.000 |
1,073.5 |
1.618 |
1,065.2 |
2.618 |
1,051.7 |
4.250 |
1,029.6 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,093.8 |
1,114.9 |
PP |
1,093.4 |
1,107.4 |
S1 |
1,093.0 |
1,100.0 |
|