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 |
10,175.10 |
10,195.35 |
20.25 |
0.2% |
10,608.37 |
High |
10,256.87 |
10,285.13 |
28.26 |
0.3% |
10,729.89 |
Low |
10,171.77 |
10,155.60 |
-16.17 |
-0.2% |
10,157.64 |
Close |
10,196.86 |
10,194.29 |
-2.57 |
0.0% |
10,172.98 |
Range |
85.10 |
129.53 |
44.43 |
52.2% |
572.25 |
ATR |
121.13 |
121.73 |
0.60 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,600.26 |
10,526.81 |
10,265.53 |
|
R3 |
10,470.73 |
10,397.28 |
10,229.91 |
|
R2 |
10,341.20 |
10,341.20 |
10,218.04 |
|
R1 |
10,267.75 |
10,267.75 |
10,206.16 |
10,239.71 |
PP |
10,211.67 |
10,211.67 |
10,211.67 |
10,197.66 |
S1 |
10,138.22 |
10,138.22 |
10,182.42 |
10,110.18 |
S2 |
10,082.14 |
10,082.14 |
10,170.54 |
|
S3 |
9,952.61 |
10,008.69 |
10,158.67 |
|
S4 |
9,823.08 |
9,879.16 |
10,123.05 |
|
|
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 |
10,719.92 |
10,155.60 |
564.32 |
5.5% |
177.89 |
1.7% |
7% |
False |
True |
|
10 |
10,729.89 |
10,155.60 |
574.29 |
5.6% |
142.22 |
1.4% |
7% |
False |
True |
|
20 |
10,729.89 |
10,155.60 |
574.29 |
5.6% |
111.10 |
1.1% |
7% |
False |
True |
|
40 |
10,729.89 |
10,155.60 |
574.29 |
5.6% |
110.54 |
1.1% |
7% |
False |
True |
|
60 |
10,729.89 |
9,678.95 |
1,050.94 |
10.3% |
119.40 |
1.2% |
49% |
False |
False |
|
80 |
10,729.89 |
9,430.08 |
1,299.81 |
12.8% |
122.89 |
1.2% |
59% |
False |
False |
|
100 |
10,729.89 |
9,252.93 |
1,476.96 |
14.5% |
120.12 |
1.2% |
64% |
False |
False |
|
120 |
10,729.89 |
9,116.52 |
1,613.37 |
15.8% |
123.37 |
1.2% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,835.63 |
2.618 |
10,624.24 |
1.618 |
10,494.71 |
1.000 |
10,414.66 |
0.618 |
10,365.18 |
HIGH |
10,285.13 |
0.618 |
10,235.65 |
0.500 |
10,220.37 |
0.382 |
10,205.08 |
LOW |
10,155.60 |
0.618 |
10,075.55 |
1.000 |
10,026.07 |
1.618 |
9,946.02 |
2.618 |
9,816.49 |
4.250 |
9,605.10 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,220.37 |
10,272.59 |
PP |
10,211.67 |
10,246.49 |
S1 |
10,202.98 |
10,220.39 |
|