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 |
10,389.58 |
10,175.10 |
-214.48 |
-2.1% |
10,608.37 |
High |
10,389.58 |
10,256.87 |
-132.71 |
-1.3% |
10,729.89 |
Low |
10,157.64 |
10,171.77 |
14.13 |
0.1% |
10,157.64 |
Close |
10,172.98 |
10,196.86 |
23.88 |
0.2% |
10,172.98 |
Range |
231.94 |
85.10 |
-146.84 |
-63.3% |
572.25 |
ATR |
123.91 |
121.13 |
-2.77 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,463.80 |
10,415.43 |
10,243.67 |
|
R3 |
10,378.70 |
10,330.33 |
10,220.26 |
|
R2 |
10,293.60 |
10,293.60 |
10,212.46 |
|
R1 |
10,245.23 |
10,245.23 |
10,204.66 |
10,269.42 |
PP |
10,208.50 |
10,208.50 |
10,208.50 |
10,220.59 |
S1 |
10,160.13 |
10,160.13 |
10,189.06 |
10,184.32 |
S2 |
10,123.40 |
10,123.40 |
10,181.26 |
|
S3 |
10,038.30 |
10,075.03 |
10,173.46 |
|
S4 |
9,953.20 |
9,989.93 |
10,150.06 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,070.25 |
11,693.87 |
10,487.72 |
|
R3 |
11,498.00 |
11,121.62 |
10,330.35 |
|
R2 |
10,925.75 |
10,925.75 |
10,277.89 |
|
R1 |
10,549.37 |
10,549.37 |
10,225.44 |
10,451.44 |
PP |
10,353.50 |
10,353.50 |
10,353.50 |
10,304.54 |
S1 |
9,977.12 |
9,977.12 |
10,120.52 |
9,879.19 |
S2 |
9,781.25 |
9,781.25 |
10,068.07 |
|
S3 |
9,209.00 |
9,404.87 |
10,015.61 |
|
S4 |
8,636.75 |
8,832.62 |
9,858.24 |
|
|
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 |
10,157.64 |
572.25 |
5.6% |
179.57 |
1.8% |
7% |
False |
False |
|
10 |
10,729.89 |
10,157.64 |
572.25 |
5.6% |
137.73 |
1.4% |
7% |
False |
False |
|
20 |
10,729.89 |
10,157.64 |
572.25 |
5.6% |
107.64 |
1.1% |
7% |
False |
False |
|
40 |
10,729.89 |
10,157.64 |
572.25 |
5.6% |
108.82 |
1.1% |
7% |
False |
False |
|
60 |
10,729.89 |
9,678.95 |
1,050.94 |
10.3% |
119.65 |
1.2% |
49% |
False |
False |
|
80 |
10,729.89 |
9,430.08 |
1,299.81 |
12.7% |
123.37 |
1.2% |
59% |
False |
False |
|
100 |
10,729.89 |
9,252.93 |
1,476.96 |
14.5% |
121.49 |
1.2% |
64% |
False |
False |
|
120 |
10,729.89 |
9,116.52 |
1,613.37 |
15.8% |
122.88 |
1.2% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,618.55 |
2.618 |
10,479.66 |
1.618 |
10,394.56 |
1.000 |
10,341.97 |
0.618 |
10,309.46 |
HIGH |
10,256.87 |
0.618 |
10,224.36 |
0.500 |
10,214.32 |
0.382 |
10,204.28 |
LOW |
10,171.77 |
0.618 |
10,119.18 |
1.000 |
10,086.67 |
1.618 |
10,034.08 |
2.618 |
9,948.98 |
4.250 |
9,810.10 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,214.32 |
10,386.29 |
PP |
10,208.50 |
10,323.15 |
S1 |
10,202.68 |
10,260.00 |
|