Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,129.0 |
1,137.9 |
8.9 |
0.8% |
1,099.0 |
High |
1,138.9 |
1,146.7 |
7.8 |
0.7% |
1,141.0 |
Low |
1,118.5 |
1,130.7 |
12.2 |
1.1% |
1,093.8 |
Close |
1,136.8 |
1,143.0 |
6.2 |
0.5% |
1,138.9 |
Range |
20.4 |
16.0 |
-4.4 |
-21.6% |
47.2 |
ATR |
22.4 |
21.9 |
-0.5 |
-2.0% |
0.0 |
Volume |
233,123 |
217,628 |
-15,495 |
-6.6% |
674,540 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,188.1 |
1,181.6 |
1,151.8 |
|
R3 |
1,172.1 |
1,165.6 |
1,147.4 |
|
R2 |
1,156.1 |
1,156.1 |
1,145.9 |
|
R1 |
1,149.6 |
1,149.6 |
1,144.5 |
1,152.9 |
PP |
1,140.1 |
1,140.1 |
1,140.1 |
1,141.8 |
S1 |
1,133.6 |
1,133.6 |
1,141.5 |
1,136.9 |
S2 |
1,124.1 |
1,124.1 |
1,140.1 |
|
S3 |
1,108.1 |
1,117.6 |
1,138.6 |
|
S4 |
1,092.1 |
1,101.6 |
1,134.2 |
|
|
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% |
23.0 |
2.0% |
55% |
False |
False |
191,658 |
10 |
1,163.0 |
1,093.1 |
69.9 |
6.1% |
20.9 |
1.8% |
71% |
False |
False |
160,333 |
20 |
1,163.0 |
1,075.2 |
87.8 |
7.7% |
21.1 |
1.8% |
77% |
False |
False |
148,582 |
40 |
1,227.5 |
1,075.2 |
152.3 |
13.3% |
24.0 |
2.1% |
45% |
False |
False |
153,726 |
60 |
1,227.5 |
1,028.0 |
199.5 |
17.5% |
21.7 |
1.9% |
58% |
False |
False |
105,965 |
80 |
1,227.5 |
987.3 |
240.2 |
21.0% |
20.2 |
1.8% |
65% |
False |
False |
80,135 |
100 |
1,227.5 |
940.0 |
287.5 |
25.2% |
18.9 |
1.7% |
71% |
False |
False |
64,351 |
120 |
1,227.5 |
929.2 |
298.3 |
26.1% |
17.6 |
1.5% |
72% |
False |
False |
53,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,214.7 |
2.618 |
1,188.6 |
1.618 |
1,172.6 |
1.000 |
1,162.7 |
0.618 |
1,156.6 |
HIGH |
1,146.7 |
0.618 |
1,140.6 |
0.500 |
1,138.7 |
0.382 |
1,136.8 |
LOW |
1,130.7 |
0.618 |
1,120.8 |
1.000 |
1,114.7 |
1.618 |
1,104.8 |
2.618 |
1,088.8 |
4.250 |
1,062.7 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,141.6 |
1,141.5 |
PP |
1,140.1 |
1,139.9 |
S1 |
1,138.7 |
1,138.4 |
|