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 |
5,945.5 |
6,011.5 |
66.0 |
1.1% |
6,003.0 |
High |
6,010.0 |
6,016.5 |
6.5 |
0.1% |
6,064.5 |
Low |
5,931.0 |
5,955.0 |
24.0 |
0.4% |
5,966.0 |
Close |
5,970.5 |
5,990.0 |
19.5 |
0.3% |
6,045.5 |
Range |
79.0 |
61.5 |
-17.5 |
-22.2% |
98.5 |
ATR |
89.3 |
87.4 |
-2.0 |
-2.2% |
0.0 |
Volume |
108,014 |
125,657 |
17,643 |
16.3% |
557,400 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,171.7 |
6,142.3 |
6,023.8 |
|
R3 |
6,110.2 |
6,080.8 |
6,006.9 |
|
R2 |
6,048.7 |
6,048.7 |
6,001.3 |
|
R1 |
6,019.3 |
6,019.3 |
5,995.6 |
6,003.3 |
PP |
5,987.2 |
5,987.2 |
5,987.2 |
5,979.1 |
S1 |
5,957.8 |
5,957.8 |
5,984.4 |
5,941.8 |
S2 |
5,925.7 |
5,925.7 |
5,978.7 |
|
S3 |
5,864.2 |
5,896.3 |
5,973.1 |
|
S4 |
5,802.7 |
5,834.8 |
5,956.2 |
|
|
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% |
86.3 |
1.4% |
38% |
False |
False |
131,178 |
10 |
6,100.5 |
5,922.5 |
178.0 |
3.0% |
75.2 |
1.3% |
38% |
False |
False |
110,478 |
20 |
6,100.5 |
5,724.0 |
376.5 |
6.3% |
72.0 |
1.2% |
71% |
False |
False |
85,522 |
40 |
6,100.5 |
5,519.0 |
581.5 |
9.7% |
87.6 |
1.5% |
81% |
False |
False |
43,567 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.0% |
96.4 |
1.6% |
86% |
False |
False |
29,266 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.0% |
95.1 |
1.6% |
86% |
False |
False |
22,164 |
100 |
6,100.5 |
5,275.0 |
825.5 |
13.8% |
93.5 |
1.6% |
87% |
False |
False |
18,096 |
120 |
6,100.5 |
5,166.5 |
934.0 |
15.6% |
94.5 |
1.6% |
88% |
False |
False |
15,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,277.9 |
2.618 |
6,177.5 |
1.618 |
6,116.0 |
1.000 |
6,078.0 |
0.618 |
6,054.5 |
HIGH |
6,016.5 |
0.618 |
5,993.0 |
0.500 |
5,985.8 |
0.382 |
5,978.5 |
LOW |
5,955.0 |
0.618 |
5,917.0 |
1.000 |
5,893.5 |
1.618 |
5,855.5 |
2.618 |
5,794.0 |
4.250 |
5,693.6 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,988.6 |
5,992.0 |
PP |
5,987.2 |
5,991.3 |
S1 |
5,985.8 |
5,990.7 |
|