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 |
6,056.0 |
5,945.5 |
-110.5 |
-1.8% |
6,003.0 |
High |
6,061.5 |
6,010.0 |
-51.5 |
-0.8% |
6,064.5 |
Low |
5,922.5 |
5,931.0 |
8.5 |
0.1% |
5,966.0 |
Close |
5,952.5 |
5,970.5 |
18.0 |
0.3% |
6,045.5 |
Range |
139.0 |
79.0 |
-60.0 |
-43.2% |
98.5 |
ATR |
90.1 |
89.3 |
-0.8 |
-0.9% |
0.0 |
Volume |
179,036 |
108,014 |
-71,022 |
-39.7% |
557,400 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,207.5 |
6,168.0 |
6,014.0 |
|
R3 |
6,128.5 |
6,089.0 |
5,992.2 |
|
R2 |
6,049.5 |
6,049.5 |
5,985.0 |
|
R1 |
6,010.0 |
6,010.0 |
5,977.7 |
6,029.8 |
PP |
5,970.5 |
5,970.5 |
5,970.5 |
5,980.4 |
S1 |
5,931.0 |
5,931.0 |
5,963.3 |
5,950.8 |
S2 |
5,891.5 |
5,891.5 |
5,956.0 |
|
S3 |
5,812.5 |
5,852.0 |
5,948.8 |
|
S4 |
5,733.5 |
5,773.0 |
5,927.1 |
|
|
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% |
90.0 |
1.5% |
27% |
False |
False |
131,508 |
10 |
6,100.5 |
5,922.5 |
178.0 |
3.0% |
72.4 |
1.2% |
27% |
False |
False |
102,185 |
20 |
6,100.5 |
5,644.0 |
456.5 |
7.6% |
74.0 |
1.2% |
72% |
False |
False |
79,609 |
40 |
6,100.5 |
5,519.0 |
581.5 |
9.7% |
88.1 |
1.5% |
78% |
False |
False |
40,457 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.0% |
96.3 |
1.6% |
83% |
False |
False |
27,179 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.0% |
95.0 |
1.6% |
83% |
False |
False |
20,779 |
100 |
6,100.5 |
5,275.0 |
825.5 |
13.8% |
93.5 |
1.6% |
84% |
False |
False |
16,845 |
120 |
6,100.5 |
5,117.0 |
983.5 |
16.5% |
95.3 |
1.6% |
87% |
False |
False |
14,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,345.8 |
2.618 |
6,216.8 |
1.618 |
6,137.8 |
1.000 |
6,089.0 |
0.618 |
6,058.8 |
HIGH |
6,010.0 |
0.618 |
5,979.8 |
0.500 |
5,970.5 |
0.382 |
5,961.2 |
LOW |
5,931.0 |
0.618 |
5,882.2 |
1.000 |
5,852.0 |
1.618 |
5,803.2 |
2.618 |
5,724.2 |
4.250 |
5,595.3 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,970.5 |
6,011.5 |
PP |
5,970.5 |
5,997.8 |
S1 |
5,970.5 |
5,984.2 |
|