Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,719.69 |
10,603.91 |
-115.78 |
-1.1% |
10,620.31 |
High |
10,719.92 |
10,614.94 |
-104.98 |
-1.0% |
10,723.77 |
Low |
10,517.30 |
10,374.69 |
-142.61 |
-1.4% |
10,561.06 |
Close |
10,603.15 |
10,389.88 |
-213.27 |
-2.0% |
10,609.65 |
Range |
202.62 |
240.25 |
37.63 |
18.6% |
162.71 |
ATR |
105.98 |
115.57 |
9.59 |
9.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,180.59 |
11,025.48 |
10,522.02 |
|
R3 |
10,940.34 |
10,785.23 |
10,455.95 |
|
R2 |
10,700.09 |
10,700.09 |
10,433.93 |
|
R1 |
10,544.98 |
10,544.98 |
10,411.90 |
10,502.41 |
PP |
10,459.84 |
10,459.84 |
10,459.84 |
10,438.55 |
S1 |
10,304.73 |
10,304.73 |
10,367.86 |
10,262.16 |
S2 |
10,219.59 |
10,219.59 |
10,345.83 |
|
S3 |
9,979.34 |
10,064.48 |
10,323.81 |
|
S4 |
9,739.09 |
9,824.23 |
10,257.74 |
|
|
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 |
10,374.69 |
355.20 |
3.4% |
157.32 |
1.5% |
4% |
False |
True |
|
10 |
10,729.89 |
10,374.69 |
355.20 |
3.4% |
123.25 |
1.2% |
4% |
False |
True |
|
20 |
10,729.89 |
10,374.69 |
355.20 |
3.4% |
97.77 |
0.9% |
4% |
False |
True |
|
40 |
10,729.89 |
10,231.25 |
498.64 |
4.8% |
107.64 |
1.0% |
32% |
False |
False |
|
60 |
10,729.89 |
9,678.95 |
1,050.94 |
10.1% |
119.90 |
1.2% |
68% |
False |
False |
|
80 |
10,729.89 |
9,430.08 |
1,299.81 |
12.5% |
122.60 |
1.2% |
74% |
False |
False |
|
100 |
10,729.89 |
9,252.93 |
1,476.96 |
14.2% |
120.73 |
1.2% |
77% |
False |
False |
|
120 |
10,729.89 |
9,116.52 |
1,613.37 |
15.5% |
121.99 |
1.2% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,636.00 |
2.618 |
11,243.91 |
1.618 |
11,003.66 |
1.000 |
10,855.19 |
0.618 |
10,763.41 |
HIGH |
10,614.94 |
0.618 |
10,523.16 |
0.500 |
10,494.82 |
0.382 |
10,466.47 |
LOW |
10,374.69 |
0.618 |
10,226.22 |
1.000 |
10,134.44 |
1.618 |
9,985.97 |
2.618 |
9,745.72 |
4.250 |
9,353.63 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,494.82 |
10,552.29 |
PP |
10,459.84 |
10,498.15 |
S1 |
10,424.86 |
10,444.02 |
|