Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,139.0 |
1,131.5 |
-7.5 |
-0.7% |
1,099.0 |
High |
1,139.5 |
1,140.0 |
0.5 |
0.0% |
1,141.0 |
Low |
1,128.7 |
1,119.5 |
-9.2 |
-0.8% |
1,093.8 |
Close |
1,133.7 |
1,138.9 |
5.2 |
0.5% |
1,138.9 |
Range |
10.8 |
20.5 |
9.7 |
89.8% |
47.2 |
ATR |
21.5 |
21.4 |
-0.1 |
-0.3% |
0.0 |
Volume |
176,903 |
121,150 |
-55,753 |
-31.5% |
674,540 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.3 |
1,187.1 |
1,150.2 |
|
R3 |
1,173.8 |
1,166.6 |
1,144.5 |
|
R2 |
1,153.3 |
1,153.3 |
1,142.7 |
|
R1 |
1,146.1 |
1,146.1 |
1,140.8 |
1,149.7 |
PP |
1,132.8 |
1,132.8 |
1,132.8 |
1,134.6 |
S1 |
1,125.6 |
1,125.6 |
1,137.0 |
1,129.2 |
S2 |
1,112.3 |
1,112.3 |
1,135.1 |
|
S3 |
1,091.8 |
1,105.1 |
1,133.3 |
|
S4 |
1,071.3 |
1,084.6 |
1,127.6 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.2 |
1,249.7 |
1,164.9 |
|
R3 |
1,219.0 |
1,202.5 |
1,151.9 |
|
R2 |
1,171.8 |
1,171.8 |
1,147.6 |
|
R1 |
1,155.3 |
1,155.3 |
1,143.2 |
1,163.6 |
PP |
1,124.6 |
1,124.6 |
1,124.6 |
1,128.7 |
S1 |
1,108.1 |
1,108.1 |
1,134.6 |
1,116.4 |
S2 |
1,077.4 |
1,077.4 |
1,130.2 |
|
S3 |
1,030.2 |
1,060.9 |
1,125.9 |
|
S4 |
983.0 |
1,013.7 |
1,112.9 |
|
|
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 |
1,093.8 |
47.2 |
4.1% |
20.1 |
1.8% |
96% |
False |
False |
134,908 |
10 |
1,141.0 |
1,086.6 |
54.4 |
4.8% |
17.0 |
1.5% |
96% |
False |
False |
109,325 |
20 |
1,143.4 |
1,075.2 |
68.2 |
6.0% |
20.6 |
1.8% |
93% |
False |
False |
145,586 |
40 |
1,227.5 |
1,075.2 |
152.3 |
13.4% |
23.6 |
2.1% |
42% |
False |
False |
134,868 |
60 |
1,227.5 |
1,028.0 |
199.5 |
17.5% |
21.2 |
1.9% |
56% |
False |
False |
92,173 |
80 |
1,227.5 |
987.3 |
240.2 |
21.1% |
19.6 |
1.7% |
63% |
False |
False |
69,744 |
100 |
1,227.5 |
935.0 |
292.5 |
25.7% |
18.4 |
1.6% |
70% |
False |
False |
56,026 |
120 |
1,227.5 |
929.2 |
298.3 |
26.2% |
17.0 |
1.5% |
70% |
False |
False |
46,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,227.1 |
2.618 |
1,193.7 |
1.618 |
1,173.2 |
1.000 |
1,160.5 |
0.618 |
1,152.7 |
HIGH |
1,140.0 |
0.618 |
1,132.2 |
0.500 |
1,129.8 |
0.382 |
1,127.3 |
LOW |
1,119.5 |
0.618 |
1,106.8 |
1.000 |
1,099.0 |
1.618 |
1,086.3 |
2.618 |
1,065.8 |
4.250 |
1,032.4 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,135.9 |
1,135.6 |
PP |
1,132.8 |
1,132.2 |
S1 |
1,129.8 |
1,128.9 |
|