Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,608.37 |
10,719.69 |
111.32 |
1.0% |
10,620.31 |
High |
10,729.89 |
10,719.92 |
-9.97 |
-0.1% |
10,723.77 |
Low |
10,591.97 |
10,517.30 |
-74.67 |
-0.7% |
10,561.06 |
Close |
10,725.43 |
10,603.15 |
-122.28 |
-1.1% |
10,609.65 |
Range |
137.92 |
202.62 |
64.70 |
46.9% |
162.71 |
ATR |
98.12 |
105.98 |
7.86 |
8.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,221.32 |
11,114.85 |
10,714.59 |
|
R3 |
11,018.70 |
10,912.23 |
10,658.87 |
|
R2 |
10,816.08 |
10,816.08 |
10,640.30 |
|
R1 |
10,709.61 |
10,709.61 |
10,621.72 |
10,661.54 |
PP |
10,613.46 |
10,613.46 |
10,613.46 |
10,589.42 |
S1 |
10,506.99 |
10,506.99 |
10,584.58 |
10,458.92 |
S2 |
10,410.84 |
10,410.84 |
10,566.00 |
|
S3 |
10,208.22 |
10,304.37 |
10,547.43 |
|
S4 |
10,005.60 |
10,101.75 |
10,491.71 |
|
|
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 |
10,517.30 |
212.59 |
2.0% |
128.22 |
1.2% |
40% |
False |
True |
|
10 |
10,729.89 |
10,505.21 |
224.68 |
2.1% |
104.07 |
1.0% |
44% |
False |
False |
|
20 |
10,729.89 |
10,329.80 |
400.09 |
3.8% |
92.17 |
0.9% |
68% |
False |
False |
|
40 |
10,729.89 |
10,231.25 |
498.64 |
4.7% |
103.41 |
1.0% |
75% |
False |
False |
|
60 |
10,729.89 |
9,678.95 |
1,050.94 |
9.9% |
118.85 |
1.1% |
88% |
False |
False |
|
80 |
10,729.89 |
9,430.08 |
1,299.81 |
12.3% |
120.79 |
1.1% |
90% |
False |
False |
|
100 |
10,729.89 |
9,252.93 |
1,476.96 |
13.9% |
119.83 |
1.1% |
91% |
False |
False |
|
120 |
10,729.89 |
9,072.61 |
1,657.28 |
15.6% |
121.43 |
1.1% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,581.06 |
2.618 |
11,250.38 |
1.618 |
11,047.76 |
1.000 |
10,922.54 |
0.618 |
10,845.14 |
HIGH |
10,719.92 |
0.618 |
10,642.52 |
0.500 |
10,618.61 |
0.382 |
10,594.70 |
LOW |
10,517.30 |
0.618 |
10,392.08 |
1.000 |
10,314.68 |
1.618 |
10,189.46 |
2.618 |
9,986.84 |
4.250 |
9,656.17 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,618.61 |
10,623.60 |
PP |
10,613.46 |
10,616.78 |
S1 |
10,608.30 |
10,609.97 |
|