Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
6,011.5 |
5,995.5 |
-16.0 |
-0.3% |
6,085.0 |
High |
6,016.5 |
6,033.0 |
16.5 |
0.3% |
6,100.5 |
Low |
5,955.0 |
5,864.0 |
-91.0 |
-1.5% |
5,864.0 |
Close |
5,990.0 |
5,877.0 |
-113.0 |
-1.9% |
5,877.0 |
Range |
61.5 |
169.0 |
107.5 |
174.8% |
236.5 |
ATR |
87.4 |
93.2 |
5.8 |
6.7% |
0.0 |
Volume |
125,657 |
180,279 |
54,622 |
43.5% |
701,167 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,431.7 |
6,323.3 |
5,970.0 |
|
R3 |
6,262.7 |
6,154.3 |
5,923.5 |
|
R2 |
6,093.7 |
6,093.7 |
5,908.0 |
|
R1 |
5,985.3 |
5,985.3 |
5,892.5 |
5,955.0 |
PP |
5,924.7 |
5,924.7 |
5,924.7 |
5,909.5 |
S1 |
5,816.3 |
5,816.3 |
5,861.5 |
5,786.0 |
S2 |
5,755.7 |
5,755.7 |
5,846.0 |
|
S3 |
5,586.7 |
5,647.3 |
5,830.5 |
|
S4 |
5,417.7 |
5,478.3 |
5,784.1 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,656.7 |
6,503.3 |
6,007.1 |
|
R3 |
6,420.2 |
6,266.8 |
5,942.0 |
|
R2 |
6,183.7 |
6,183.7 |
5,920.4 |
|
R1 |
6,030.3 |
6,030.3 |
5,898.7 |
5,988.8 |
PP |
5,947.2 |
5,947.2 |
5,947.2 |
5,926.4 |
S1 |
5,793.8 |
5,793.8 |
5,855.3 |
5,752.3 |
S2 |
5,710.7 |
5,710.7 |
5,833.6 |
|
S3 |
5,474.2 |
5,557.3 |
5,812.0 |
|
S4 |
5,237.7 |
5,320.8 |
5,746.9 |
|
|
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 |
5,864.0 |
236.5 |
4.0% |
102.6 |
1.7% |
5% |
False |
True |
140,233 |
10 |
6,100.5 |
5,864.0 |
236.5 |
4.0% |
86.0 |
1.5% |
5% |
False |
True |
125,856 |
20 |
6,100.5 |
5,759.5 |
341.0 |
5.8% |
76.6 |
1.3% |
34% |
False |
False |
94,250 |
40 |
6,100.5 |
5,519.0 |
581.5 |
9.9% |
89.8 |
1.5% |
62% |
False |
False |
47,993 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.2% |
97.0 |
1.6% |
71% |
False |
False |
32,256 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.2% |
96.6 |
1.6% |
71% |
False |
False |
24,380 |
100 |
6,100.5 |
5,275.0 |
825.5 |
14.0% |
93.4 |
1.6% |
73% |
False |
False |
19,898 |
120 |
6,100.5 |
5,166.5 |
934.0 |
15.9% |
95.2 |
1.6% |
76% |
False |
False |
16,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,751.3 |
2.618 |
6,475.4 |
1.618 |
6,306.4 |
1.000 |
6,202.0 |
0.618 |
6,137.4 |
HIGH |
6,033.0 |
0.618 |
5,968.4 |
0.500 |
5,948.5 |
0.382 |
5,928.6 |
LOW |
5,864.0 |
0.618 |
5,759.6 |
1.000 |
5,695.0 |
1.618 |
5,590.6 |
2.618 |
5,421.6 |
4.250 |
5,145.8 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,948.5 |
5,948.5 |
PP |
5,924.7 |
5,924.7 |
S1 |
5,900.8 |
5,900.8 |
|