Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,118.5 |
1,139.0 |
20.5 |
1.8% |
1,108.0 |
High |
1,141.0 |
1,139.5 |
-1.5 |
-0.1% |
1,114.5 |
Low |
1,116.8 |
1,128.7 |
11.9 |
1.1% |
1,086.6 |
Close |
1,136.5 |
1,133.7 |
-2.8 |
-0.2% |
1,096.2 |
Range |
24.2 |
10.8 |
-13.4 |
-55.4% |
27.9 |
ATR |
22.3 |
21.5 |
-0.8 |
-3.7% |
0.0 |
Volume |
156,414 |
176,903 |
20,489 |
13.1% |
318,972 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,166.4 |
1,160.8 |
1,139.6 |
|
R3 |
1,155.6 |
1,150.0 |
1,136.7 |
|
R2 |
1,144.8 |
1,144.8 |
1,135.7 |
|
R1 |
1,139.2 |
1,139.2 |
1,134.7 |
1,136.6 |
PP |
1,134.0 |
1,134.0 |
1,134.0 |
1,132.7 |
S1 |
1,128.4 |
1,128.4 |
1,132.7 |
1,125.8 |
S2 |
1,123.2 |
1,123.2 |
1,131.7 |
|
S3 |
1,112.4 |
1,117.6 |
1,130.7 |
|
S4 |
1,101.6 |
1,106.8 |
1,127.8 |
|
|
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 |
1,141.0 |
1,093.1 |
47.9 |
4.2% |
18.9 |
1.7% |
85% |
False |
False |
129,008 |
10 |
1,141.0 |
1,080.1 |
60.9 |
5.4% |
16.6 |
1.5% |
88% |
False |
False |
115,459 |
20 |
1,148.4 |
1,075.2 |
73.2 |
6.5% |
21.2 |
1.9% |
80% |
False |
False |
151,493 |
40 |
1,227.5 |
1,075.2 |
152.3 |
13.4% |
23.4 |
2.1% |
38% |
False |
False |
132,266 |
60 |
1,227.5 |
1,028.0 |
199.5 |
17.6% |
21.2 |
1.9% |
53% |
False |
False |
90,211 |
80 |
1,227.5 |
987.3 |
240.2 |
21.2% |
19.6 |
1.7% |
61% |
False |
False |
68,240 |
100 |
1,227.5 |
933.5 |
294.0 |
25.9% |
18.3 |
1.6% |
68% |
False |
False |
54,836 |
120 |
1,227.5 |
929.2 |
298.3 |
26.3% |
17.0 |
1.5% |
69% |
False |
False |
45,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,185.4 |
2.618 |
1,167.8 |
1.618 |
1,157.0 |
1.000 |
1,150.3 |
0.618 |
1,146.2 |
HIGH |
1,139.5 |
0.618 |
1,135.4 |
0.500 |
1,134.1 |
0.382 |
1,132.8 |
LOW |
1,128.7 |
0.618 |
1,122.0 |
1.000 |
1,117.9 |
1.618 |
1,111.2 |
2.618 |
1,100.4 |
4.250 |
1,082.8 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,134.1 |
1,131.9 |
PP |
1,134.0 |
1,130.1 |
S1 |
1,133.8 |
1,128.3 |
|