Trading Metrics calculated at close of trading on 04-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,094.1 |
1,099.0 |
4.9 |
0.4% |
1,108.0 |
High |
1,107.6 |
1,124.6 |
17.0 |
1.5% |
1,114.5 |
Low |
1,093.1 |
1,093.8 |
0.7 |
0.1% |
1,086.6 |
Close |
1,096.2 |
1,118.3 |
22.1 |
2.0% |
1,096.2 |
Range |
14.5 |
30.8 |
16.3 |
112.4% |
27.9 |
ATR |
22.2 |
22.8 |
0.6 |
2.8% |
0.0 |
Volume |
91,654 |
64,594 |
-27,060 |
-29.5% |
318,972 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,204.6 |
1,192.3 |
1,135.2 |
|
R3 |
1,173.8 |
1,161.5 |
1,126.8 |
|
R2 |
1,143.0 |
1,143.0 |
1,123.9 |
|
R1 |
1,130.7 |
1,130.7 |
1,121.1 |
1,136.9 |
PP |
1,112.2 |
1,112.2 |
1,112.2 |
1,115.3 |
S1 |
1,099.9 |
1,099.9 |
1,115.5 |
1,106.1 |
S2 |
1,081.4 |
1,081.4 |
1,112.7 |
|
S3 |
1,050.6 |
1,069.1 |
1,109.8 |
|
S4 |
1,019.8 |
1,038.3 |
1,101.4 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.8 |
1,167.4 |
1,111.5 |
|
R3 |
1,154.9 |
1,139.5 |
1,103.9 |
|
R2 |
1,127.0 |
1,127.0 |
1,101.3 |
|
R1 |
1,111.6 |
1,111.6 |
1,098.8 |
1,105.4 |
PP |
1,099.1 |
1,099.1 |
1,099.1 |
1,096.0 |
S1 |
1,083.7 |
1,083.7 |
1,093.6 |
1,077.5 |
S2 |
1,071.2 |
1,071.2 |
1,091.1 |
|
S3 |
1,043.3 |
1,055.8 |
1,088.5 |
|
S4 |
1,015.4 |
1,027.9 |
1,080.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,124.6 |
1,086.6 |
38.0 |
3.4% |
16.4 |
1.5% |
83% |
True |
False |
76,713 |
10 |
1,124.6 |
1,075.2 |
49.4 |
4.4% |
19.1 |
1.7% |
87% |
True |
False |
121,104 |
20 |
1,213.9 |
1,075.2 |
138.7 |
12.4% |
25.8 |
2.3% |
31% |
False |
False |
170,319 |
40 |
1,227.5 |
1,075.2 |
152.3 |
13.6% |
23.2 |
2.1% |
28% |
False |
False |
121,326 |
60 |
1,227.5 |
1,028.0 |
199.5 |
17.8% |
21.0 |
1.9% |
45% |
False |
False |
82,195 |
80 |
1,227.5 |
985.0 |
242.5 |
21.7% |
19.5 |
1.7% |
55% |
False |
False |
62,184 |
100 |
1,227.5 |
933.5 |
294.0 |
26.3% |
18.2 |
1.6% |
63% |
False |
False |
49,977 |
120 |
1,227.5 |
929.2 |
298.3 |
26.7% |
16.7 |
1.5% |
63% |
False |
False |
41,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,255.5 |
2.618 |
1,205.2 |
1.618 |
1,174.4 |
1.000 |
1,155.4 |
0.618 |
1,143.6 |
HIGH |
1,124.6 |
0.618 |
1,112.8 |
0.500 |
1,109.2 |
0.382 |
1,105.6 |
LOW |
1,093.8 |
0.618 |
1,074.8 |
1.000 |
1,063.0 |
1.618 |
1,044.0 |
2.618 |
1,013.2 |
4.250 |
962.9 |
|
|
Fisher Pivots for day following 04-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,115.3 |
1,114.1 |
PP |
1,112.2 |
1,109.8 |
S1 |
1,109.2 |
1,105.6 |
|