Trading Metrics calculated at close of trading on 04-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
6,014.0 |
6,003.0 |
-11.0 |
-0.2% |
6,035.0 |
High |
6,017.5 |
6,063.0 |
45.5 |
0.8% |
6,040.0 |
Low |
5,956.5 |
5,980.5 |
24.0 |
0.4% |
5,956.5 |
Close |
5,959.5 |
6,045.5 |
86.0 |
1.4% |
5,959.5 |
Range |
61.0 |
82.5 |
21.5 |
35.2% |
83.5 |
ATR |
94.5 |
95.2 |
0.6 |
0.7% |
0.0 |
Volume |
26,500 |
100,960 |
74,460 |
281.0% |
106,338 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,277.2 |
6,243.8 |
6,090.9 |
|
R3 |
6,194.7 |
6,161.3 |
6,068.2 |
|
R2 |
6,112.2 |
6,112.2 |
6,060.6 |
|
R1 |
6,078.8 |
6,078.8 |
6,053.1 |
6,095.5 |
PP |
6,029.7 |
6,029.7 |
6,029.7 |
6,038.0 |
S1 |
5,996.3 |
5,996.3 |
6,037.9 |
6,013.0 |
S2 |
5,947.2 |
5,947.2 |
6,030.4 |
|
S3 |
5,864.7 |
5,913.8 |
6,022.8 |
|
S4 |
5,782.2 |
5,831.3 |
6,000.1 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,235.8 |
6,181.2 |
6,005.4 |
|
R3 |
6,152.3 |
6,097.7 |
5,982.5 |
|
R2 |
6,068.8 |
6,068.8 |
5,974.8 |
|
R1 |
6,014.2 |
6,014.2 |
5,967.2 |
5,999.8 |
PP |
5,985.3 |
5,985.3 |
5,985.3 |
5,978.1 |
S1 |
5,930.7 |
5,930.7 |
5,951.8 |
5,916.3 |
S2 |
5,901.8 |
5,901.8 |
5,944.2 |
|
S3 |
5,818.3 |
5,847.2 |
5,936.5 |
|
S4 |
5,734.8 |
5,763.7 |
5,913.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,063.0 |
5,942.0 |
121.0 |
2.0% |
56.3 |
0.9% |
86% |
True |
False |
53,133 |
10 |
6,063.0 |
5,759.5 |
303.5 |
5.0% |
69.6 |
1.2% |
94% |
True |
False |
70,494 |
20 |
6,063.0 |
5,611.0 |
452.0 |
7.5% |
84.3 |
1.4% |
96% |
True |
False |
37,752 |
40 |
6,063.0 |
5,324.0 |
739.0 |
12.2% |
90.2 |
1.5% |
98% |
True |
False |
19,285 |
60 |
6,063.0 |
5,324.0 |
739.0 |
12.2% |
96.4 |
1.6% |
98% |
True |
False |
13,108 |
80 |
6,063.0 |
5,324.0 |
739.0 |
12.2% |
95.1 |
1.6% |
98% |
True |
False |
10,361 |
100 |
6,063.0 |
5,171.0 |
892.0 |
14.8% |
95.7 |
1.6% |
98% |
True |
False |
8,341 |
120 |
6,063.0 |
4,734.5 |
1,328.5 |
22.0% |
95.3 |
1.6% |
99% |
True |
False |
6,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,413.6 |
2.618 |
6,279.0 |
1.618 |
6,196.5 |
1.000 |
6,145.5 |
0.618 |
6,114.0 |
HIGH |
6,063.0 |
0.618 |
6,031.5 |
0.500 |
6,021.8 |
0.382 |
6,012.0 |
LOW |
5,980.5 |
0.618 |
5,929.5 |
1.000 |
5,898.0 |
1.618 |
5,847.0 |
2.618 |
5,764.5 |
4.250 |
5,629.9 |
|
|
Fisher Pivots for day following 04-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
6,037.6 |
6,033.6 |
PP |
6,029.7 |
6,021.7 |
S1 |
6,021.8 |
6,009.8 |
|