Trading Metrics calculated at close of trading on 04-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,121.75 |
1,113.75 |
-8.00 |
-0.7% |
1,120.50 |
High |
1,125.25 |
1,129.75 |
4.50 |
0.4% |
1,128.50 |
Low |
1,109.75 |
1,113.25 |
3.50 |
0.3% |
1,109.75 |
Close |
1,110.75 |
1,128.75 |
18.00 |
1.6% |
1,110.75 |
Range |
15.50 |
16.50 |
1.00 |
6.5% |
18.75 |
ATR |
13.17 |
13.58 |
0.42 |
3.2% |
0.00 |
Volume |
596,890 |
638,861 |
41,971 |
7.0% |
1,899,511 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.50 |
1,167.50 |
1,137.75 |
|
R3 |
1,157.00 |
1,151.00 |
1,133.25 |
|
R2 |
1,140.50 |
1,140.50 |
1,131.75 |
|
R1 |
1,134.50 |
1,134.50 |
1,130.25 |
1,137.50 |
PP |
1,124.00 |
1,124.00 |
1,124.00 |
1,125.50 |
S1 |
1,118.00 |
1,118.00 |
1,127.25 |
1,121.00 |
S2 |
1,107.50 |
1,107.50 |
1,125.75 |
|
S3 |
1,091.00 |
1,101.50 |
1,124.25 |
|
S4 |
1,074.50 |
1,085.00 |
1,119.75 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.50 |
1,160.50 |
1,121.00 |
|
R3 |
1,153.75 |
1,141.75 |
1,116.00 |
|
R2 |
1,135.00 |
1,135.00 |
1,114.25 |
|
R1 |
1,123.00 |
1,123.00 |
1,112.50 |
1,119.50 |
PP |
1,116.25 |
1,116.25 |
1,116.25 |
1,114.75 |
S1 |
1,104.25 |
1,104.25 |
1,109.00 |
1,101.00 |
S2 |
1,097.50 |
1,097.50 |
1,107.25 |
|
S3 |
1,078.75 |
1,085.50 |
1,105.50 |
|
S4 |
1,060.00 |
1,066.75 |
1,100.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,129.75 |
1,109.75 |
20.00 |
1.8% |
11.75 |
1.0% |
95% |
True |
False |
507,674 |
10 |
1,129.75 |
1,088.50 |
41.25 |
3.7% |
11.50 |
1.0% |
98% |
True |
False |
910,779 |
20 |
1,129.75 |
1,080.50 |
49.25 |
4.4% |
12.75 |
1.1% |
98% |
True |
False |
887,877 |
40 |
1,129.75 |
1,034.50 |
95.25 |
8.4% |
14.75 |
1.3% |
99% |
True |
False |
446,818 |
60 |
1,129.75 |
1,021.00 |
108.75 |
9.6% |
16.00 |
1.4% |
99% |
True |
False |
299,118 |
80 |
1,129.75 |
1,007.25 |
122.50 |
10.9% |
16.00 |
1.4% |
99% |
True |
False |
224,547 |
100 |
1,129.75 |
970.00 |
159.75 |
14.2% |
15.25 |
1.4% |
99% |
True |
False |
179,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,200.00 |
2.618 |
1,173.00 |
1.618 |
1,156.50 |
1.000 |
1,146.25 |
0.618 |
1,140.00 |
HIGH |
1,129.75 |
0.618 |
1,123.50 |
0.500 |
1,121.50 |
0.382 |
1,119.50 |
LOW |
1,113.25 |
0.618 |
1,103.00 |
1.000 |
1,096.75 |
1.618 |
1,086.50 |
2.618 |
1,070.00 |
4.250 |
1,043.00 |
|
|
Fisher Pivots for day following 04-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,126.25 |
1,125.75 |
PP |
1,124.00 |
1,122.75 |
S1 |
1,121.50 |
1,119.75 |
|