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 |
10,706.99 |
10,608.37 |
-98.62 |
-0.9% |
10,620.31 |
High |
10,709.94 |
10,729.89 |
19.95 |
0.2% |
10,723.77 |
Low |
10,561.06 |
10,591.97 |
30.91 |
0.3% |
10,561.06 |
Close |
10,609.65 |
10,725.43 |
115.78 |
1.1% |
10,609.65 |
Range |
148.88 |
137.92 |
-10.96 |
-7.4% |
162.71 |
ATR |
95.06 |
98.12 |
3.06 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,096.19 |
11,048.73 |
10,801.29 |
|
R3 |
10,958.27 |
10,910.81 |
10,763.36 |
|
R2 |
10,820.35 |
10,820.35 |
10,750.72 |
|
R1 |
10,772.89 |
10,772.89 |
10,738.07 |
10,796.62 |
PP |
10,682.43 |
10,682.43 |
10,682.43 |
10,694.30 |
S1 |
10,634.97 |
10,634.97 |
10,712.79 |
10,658.70 |
S2 |
10,544.51 |
10,544.51 |
10,700.14 |
|
S3 |
10,406.59 |
10,497.05 |
10,687.50 |
|
S4 |
10,268.67 |
10,359.13 |
10,649.57 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,119.62 |
11,027.35 |
10,699.14 |
|
R3 |
10,956.91 |
10,864.64 |
10,654.40 |
|
R2 |
10,794.20 |
10,794.20 |
10,639.48 |
|
R1 |
10,701.93 |
10,701.93 |
10,624.57 |
10,666.71 |
PP |
10,631.49 |
10,631.49 |
10,631.49 |
10,613.89 |
S1 |
10,539.22 |
10,539.22 |
10,594.73 |
10,504.00 |
S2 |
10,468.78 |
10,468.78 |
10,579.82 |
|
S3 |
10,306.07 |
10,376.51 |
10,564.90 |
|
S4 |
10,143.36 |
10,213.80 |
10,520.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,729.89 |
10,561.06 |
168.83 |
1.6% |
106.54 |
1.0% |
97% |
True |
False |
|
10 |
10,729.89 |
10,505.21 |
224.68 |
2.1% |
90.01 |
0.8% |
98% |
True |
False |
|
20 |
10,729.89 |
10,263.90 |
465.99 |
4.3% |
87.46 |
0.8% |
99% |
True |
False |
|
40 |
10,729.89 |
10,231.25 |
498.64 |
4.6% |
102.58 |
1.0% |
99% |
True |
False |
|
60 |
10,729.89 |
9,678.95 |
1,050.94 |
9.8% |
118.61 |
1.1% |
100% |
True |
False |
|
80 |
10,729.89 |
9,430.08 |
1,299.81 |
12.1% |
120.00 |
1.1% |
100% |
True |
False |
|
100 |
10,729.89 |
9,252.93 |
1,476.96 |
13.8% |
118.78 |
1.1% |
100% |
True |
False |
|
120 |
10,729.89 |
9,014.19 |
1,715.70 |
16.0% |
120.42 |
1.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,316.05 |
2.618 |
11,090.96 |
1.618 |
10,953.04 |
1.000 |
10,867.81 |
0.618 |
10,815.12 |
HIGH |
10,729.89 |
0.618 |
10,677.20 |
0.500 |
10,660.93 |
0.382 |
10,644.66 |
LOW |
10,591.97 |
0.618 |
10,506.74 |
1.000 |
10,454.05 |
1.618 |
10,368.82 |
2.618 |
10,230.90 |
4.250 |
10,005.81 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,703.93 |
10,698.78 |
PP |
10,682.43 |
10,672.13 |
S1 |
10,660.93 |
10,645.48 |
|