Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,152.0 |
1,129.0 |
-23.0 |
-2.0% |
1,099.0 |
High |
1,158.3 |
1,138.9 |
-19.4 |
-1.7% |
1,141.0 |
Low |
1,124.3 |
1,118.5 |
-5.8 |
-0.5% |
1,093.8 |
Close |
1,129.4 |
1,136.8 |
7.4 |
0.7% |
1,138.9 |
Range |
34.0 |
20.4 |
-13.6 |
-40.0% |
47.2 |
ATR |
22.5 |
22.4 |
-0.2 |
-0.7% |
0.0 |
Volume |
173,768 |
233,123 |
59,355 |
34.2% |
674,540 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.6 |
1,185.1 |
1,148.0 |
|
R3 |
1,172.2 |
1,164.7 |
1,142.4 |
|
R2 |
1,151.8 |
1,151.8 |
1,140.5 |
|
R1 |
1,144.3 |
1,144.3 |
1,138.7 |
1,148.1 |
PP |
1,131.4 |
1,131.4 |
1,131.4 |
1,133.3 |
S1 |
1,123.9 |
1,123.9 |
1,134.9 |
1,127.7 |
S2 |
1,111.0 |
1,111.0 |
1,133.1 |
|
S3 |
1,090.6 |
1,103.5 |
1,131.2 |
|
S4 |
1,070.2 |
1,083.1 |
1,125.6 |
|
|
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 |
1,163.0 |
1,118.5 |
44.5 |
3.9% |
21.9 |
1.9% |
41% |
False |
True |
183,513 |
10 |
1,163.0 |
1,086.6 |
76.4 |
6.7% |
20.5 |
1.8% |
66% |
False |
False |
148,292 |
20 |
1,163.0 |
1,075.2 |
87.8 |
7.7% |
21.2 |
1.9% |
70% |
False |
False |
144,376 |
40 |
1,227.5 |
1,075.2 |
152.3 |
13.4% |
24.2 |
2.1% |
40% |
False |
False |
148,701 |
60 |
1,227.5 |
1,028.0 |
199.5 |
17.5% |
21.7 |
1.9% |
55% |
False |
False |
102,348 |
80 |
1,227.5 |
987.3 |
240.2 |
21.1% |
20.2 |
1.8% |
62% |
False |
False |
77,443 |
100 |
1,227.5 |
940.0 |
287.5 |
25.3% |
18.9 |
1.7% |
68% |
False |
False |
62,179 |
120 |
1,227.5 |
929.2 |
298.3 |
26.2% |
17.5 |
1.5% |
70% |
False |
False |
52,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.6 |
2.618 |
1,192.3 |
1.618 |
1,171.9 |
1.000 |
1,159.3 |
0.618 |
1,151.5 |
HIGH |
1,138.9 |
0.618 |
1,131.1 |
0.500 |
1,128.7 |
0.382 |
1,126.3 |
LOW |
1,118.5 |
0.618 |
1,105.9 |
1.000 |
1,098.1 |
1.618 |
1,085.5 |
2.618 |
1,065.1 |
4.250 |
1,031.8 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,134.1 |
1,140.8 |
PP |
1,131.4 |
1,139.4 |
S1 |
1,128.7 |
1,138.1 |
|