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 |
6,085.0 |
6,056.0 |
-29.0 |
-0.5% |
6,003.0 |
High |
6,100.5 |
6,061.5 |
-39.0 |
-0.6% |
6,064.5 |
Low |
6,036.0 |
5,922.5 |
-113.5 |
-1.9% |
5,966.0 |
Close |
6,038.5 |
5,952.5 |
-86.0 |
-1.4% |
6,045.5 |
Range |
64.5 |
139.0 |
74.5 |
115.5% |
98.5 |
ATR |
86.4 |
90.1 |
3.8 |
4.4% |
0.0 |
Volume |
108,181 |
179,036 |
70,855 |
65.5% |
557,400 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,395.8 |
6,313.2 |
6,029.0 |
|
R3 |
6,256.8 |
6,174.2 |
5,990.7 |
|
R2 |
6,117.8 |
6,117.8 |
5,978.0 |
|
R1 |
6,035.2 |
6,035.2 |
5,965.2 |
6,007.0 |
PP |
5,978.8 |
5,978.8 |
5,978.8 |
5,964.8 |
S1 |
5,896.2 |
5,896.2 |
5,939.8 |
5,868.0 |
S2 |
5,839.8 |
5,839.8 |
5,927.0 |
|
S3 |
5,700.8 |
5,757.2 |
5,914.3 |
|
S4 |
5,561.8 |
5,618.2 |
5,876.1 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,320.8 |
6,281.7 |
6,099.7 |
|
R3 |
6,222.3 |
6,183.2 |
6,072.6 |
|
R2 |
6,123.8 |
6,123.8 |
6,063.6 |
|
R1 |
6,084.7 |
6,084.7 |
6,054.5 |
6,104.3 |
PP |
6,025.3 |
6,025.3 |
6,025.3 |
6,035.1 |
S1 |
5,986.2 |
5,986.2 |
6,036.5 |
6,005.8 |
S2 |
5,926.8 |
5,926.8 |
6,027.4 |
|
S3 |
5,828.3 |
5,887.7 |
6,018.4 |
|
S4 |
5,729.8 |
5,789.2 |
5,991.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,100.5 |
5,922.5 |
178.0 |
3.0% |
84.1 |
1.4% |
17% |
False |
True |
129,775 |
10 |
6,100.5 |
5,922.5 |
178.0 |
3.0% |
69.3 |
1.2% |
17% |
False |
True |
95,095 |
20 |
6,100.5 |
5,611.0 |
489.5 |
8.2% |
75.5 |
1.3% |
70% |
False |
False |
74,443 |
40 |
6,100.5 |
5,519.0 |
581.5 |
9.8% |
87.2 |
1.5% |
75% |
False |
False |
37,814 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.0% |
96.5 |
1.6% |
81% |
False |
False |
25,417 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.0% |
95.1 |
1.6% |
81% |
False |
False |
19,496 |
100 |
6,100.5 |
5,171.0 |
929.5 |
15.6% |
93.6 |
1.6% |
84% |
False |
False |
15,766 |
120 |
6,100.5 |
5,065.0 |
1,035.5 |
17.4% |
95.3 |
1.6% |
86% |
False |
False |
13,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,652.3 |
2.618 |
6,425.4 |
1.618 |
6,286.4 |
1.000 |
6,200.5 |
0.618 |
6,147.4 |
HIGH |
6,061.5 |
0.618 |
6,008.4 |
0.500 |
5,992.0 |
0.382 |
5,975.6 |
LOW |
5,922.5 |
0.618 |
5,836.6 |
1.000 |
5,783.5 |
1.618 |
5,697.6 |
2.618 |
5,558.6 |
4.250 |
5,331.8 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,992.0 |
6,011.5 |
PP |
5,978.8 |
5,991.8 |
S1 |
5,965.7 |
5,972.2 |
|