Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
6,035.0 |
6,027.5 |
-7.5 |
-0.1% |
6,035.0 |
High |
6,053.5 |
6,046.0 |
-7.5 |
-0.1% |
6,040.0 |
Low |
6,004.0 |
5,966.0 |
-38.0 |
-0.6% |
5,956.5 |
Close |
6,036.5 |
6,029.5 |
-7.0 |
-0.1% |
5,959.5 |
Range |
49.5 |
80.0 |
30.5 |
61.6% |
83.5 |
ATR |
88.7 |
88.1 |
-0.6 |
-0.7% |
0.0 |
Volume |
99,350 |
127,304 |
27,954 |
28.1% |
106,338 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,253.8 |
6,221.7 |
6,073.5 |
|
R3 |
6,173.8 |
6,141.7 |
6,051.5 |
|
R2 |
6,093.8 |
6,093.8 |
6,044.2 |
|
R1 |
6,061.7 |
6,061.7 |
6,036.8 |
6,077.8 |
PP |
6,013.8 |
6,013.8 |
6,013.8 |
6,021.9 |
S1 |
5,981.7 |
5,981.7 |
6,022.2 |
5,997.8 |
S2 |
5,933.8 |
5,933.8 |
6,014.8 |
|
S3 |
5,853.8 |
5,901.7 |
6,007.5 |
|
S4 |
5,773.8 |
5,821.7 |
5,985.5 |
|
|
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 |
6,064.5 |
5,956.5 |
108.0 |
1.8% |
64.1 |
1.1% |
68% |
False |
False |
89,778 |
10 |
6,064.5 |
5,824.0 |
240.5 |
4.0% |
59.9 |
1.0% |
85% |
False |
False |
84,223 |
20 |
6,064.5 |
5,611.0 |
453.5 |
7.5% |
78.4 |
1.3% |
92% |
False |
False |
53,703 |
40 |
6,064.5 |
5,417.0 |
647.5 |
10.7% |
87.1 |
1.4% |
95% |
False |
False |
27,297 |
60 |
6,064.5 |
5,324.0 |
740.5 |
12.3% |
95.2 |
1.6% |
95% |
False |
False |
18,408 |
80 |
6,064.5 |
5,324.0 |
740.5 |
12.3% |
94.2 |
1.6% |
95% |
False |
False |
14,306 |
100 |
6,064.5 |
5,171.0 |
893.5 |
14.8% |
93.6 |
1.6% |
96% |
False |
False |
11,551 |
120 |
6,064.5 |
4,975.0 |
1,089.5 |
18.1% |
94.4 |
1.6% |
97% |
False |
False |
9,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,386.0 |
2.618 |
6,255.4 |
1.618 |
6,175.4 |
1.000 |
6,126.0 |
0.618 |
6,095.4 |
HIGH |
6,046.0 |
0.618 |
6,015.4 |
0.500 |
6,006.0 |
0.382 |
5,996.6 |
LOW |
5,966.0 |
0.618 |
5,916.6 |
1.000 |
5,886.0 |
1.618 |
5,836.6 |
2.618 |
5,756.6 |
4.250 |
5,626.0 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
6,021.7 |
6,024.8 |
PP |
6,013.8 |
6,020.0 |
S1 |
6,006.0 |
6,015.3 |
|