Trading Metrics calculated at close of trading on 12-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,139.0 |
1,152.0 |
13.0 |
1.1% |
1,099.0 |
High |
1,163.0 |
1,158.3 |
-4.7 |
-0.4% |
1,141.0 |
Low |
1,139.0 |
1,124.3 |
-14.7 |
-1.3% |
1,093.8 |
Close |
1,151.4 |
1,129.4 |
-22.0 |
-1.9% |
1,138.9 |
Range |
24.0 |
34.0 |
10.0 |
41.7% |
47.2 |
ATR |
21.6 |
22.5 |
0.9 |
4.1% |
0.0 |
Volume |
212,621 |
173,768 |
-38,853 |
-18.3% |
674,540 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.3 |
1,218.4 |
1,148.1 |
|
R3 |
1,205.3 |
1,184.4 |
1,138.8 |
|
R2 |
1,171.3 |
1,171.3 |
1,135.6 |
|
R1 |
1,150.4 |
1,150.4 |
1,132.5 |
1,143.9 |
PP |
1,137.3 |
1,137.3 |
1,137.3 |
1,134.1 |
S1 |
1,116.4 |
1,116.4 |
1,126.3 |
1,109.9 |
S2 |
1,103.3 |
1,103.3 |
1,123.2 |
|
S3 |
1,069.3 |
1,082.4 |
1,120.1 |
|
S4 |
1,035.3 |
1,048.4 |
1,110.7 |
|
|
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 |
1,163.0 |
1,116.8 |
46.2 |
4.1% |
22.7 |
2.0% |
27% |
False |
False |
168,171 |
10 |
1,163.0 |
1,086.6 |
76.4 |
6.8% |
19.7 |
1.7% |
56% |
False |
False |
132,298 |
20 |
1,163.0 |
1,075.2 |
87.8 |
7.8% |
21.1 |
1.9% |
62% |
False |
False |
143,508 |
40 |
1,227.5 |
1,075.2 |
152.3 |
13.5% |
24.2 |
2.1% |
36% |
False |
False |
143,388 |
60 |
1,227.5 |
1,028.0 |
199.5 |
17.7% |
21.6 |
1.9% |
51% |
False |
False |
98,555 |
80 |
1,227.5 |
987.3 |
240.2 |
21.3% |
20.0 |
1.8% |
59% |
False |
False |
74,558 |
100 |
1,227.5 |
940.0 |
287.5 |
25.5% |
18.8 |
1.7% |
66% |
False |
False |
59,879 |
120 |
1,227.5 |
929.2 |
298.3 |
26.4% |
17.4 |
1.5% |
67% |
False |
False |
50,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,302.8 |
2.618 |
1,247.3 |
1.618 |
1,213.3 |
1.000 |
1,192.3 |
0.618 |
1,179.3 |
HIGH |
1,158.3 |
0.618 |
1,145.3 |
0.500 |
1,141.3 |
0.382 |
1,137.3 |
LOW |
1,124.3 |
0.618 |
1,103.3 |
1.000 |
1,090.3 |
1.618 |
1,069.3 |
2.618 |
1,035.3 |
4.250 |
979.8 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,141.3 |
1,141.3 |
PP |
1,137.3 |
1,137.3 |
S1 |
1,133.4 |
1,133.4 |
|