Trading Metrics calculated at close of trading on 06-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,128.50 |
1,132.00 |
3.50 |
0.3% |
1,120.50 |
High |
1,133.00 |
1,135.50 |
2.50 |
0.2% |
1,128.50 |
Low |
1,125.00 |
1,127.25 |
2.25 |
0.2% |
1,109.75 |
Close |
1,132.25 |
1,133.00 |
0.75 |
0.1% |
1,110.75 |
Range |
8.00 |
8.25 |
0.25 |
3.1% |
18.75 |
ATR |
13.18 |
12.83 |
-0.35 |
-2.7% |
0.00 |
Volume |
1,291,254 |
1,378,593 |
87,339 |
6.8% |
1,899,511 |
|
Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,156.75 |
1,153.00 |
1,137.50 |
|
R3 |
1,148.50 |
1,144.75 |
1,135.25 |
|
R2 |
1,140.25 |
1,140.25 |
1,134.50 |
|
R1 |
1,136.50 |
1,136.50 |
1,133.75 |
1,138.50 |
PP |
1,132.00 |
1,132.00 |
1,132.00 |
1,132.75 |
S1 |
1,128.25 |
1,128.25 |
1,132.25 |
1,130.00 |
S2 |
1,123.75 |
1,123.75 |
1,131.50 |
|
S3 |
1,115.50 |
1,120.00 |
1,130.75 |
|
S4 |
1,107.25 |
1,111.75 |
1,128.50 |
|
|
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 |
1,135.50 |
1,109.75 |
25.75 |
2.3% |
11.50 |
1.0% |
90% |
True |
False |
896,988 |
10 |
1,135.50 |
1,107.25 |
28.25 |
2.5% |
10.00 |
0.9% |
91% |
True |
False |
803,068 |
20 |
1,135.50 |
1,080.50 |
55.00 |
4.9% |
11.75 |
1.0% |
95% |
True |
False |
1,017,740 |
40 |
1,135.50 |
1,060.75 |
74.75 |
6.6% |
14.25 |
1.3% |
97% |
True |
False |
513,299 |
60 |
1,135.50 |
1,021.00 |
114.50 |
10.1% |
16.00 |
1.4% |
98% |
True |
False |
343,582 |
80 |
1,135.50 |
1,007.25 |
128.25 |
11.3% |
16.00 |
1.4% |
98% |
True |
False |
257,919 |
100 |
1,135.50 |
970.00 |
165.50 |
14.6% |
15.25 |
1.3% |
98% |
True |
False |
206,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,170.50 |
2.618 |
1,157.00 |
1.618 |
1,148.75 |
1.000 |
1,143.75 |
0.618 |
1,140.50 |
HIGH |
1,135.50 |
0.618 |
1,132.25 |
0.500 |
1,131.50 |
0.382 |
1,130.50 |
LOW |
1,127.25 |
0.618 |
1,122.25 |
1.000 |
1,119.00 |
1.618 |
1,114.00 |
2.618 |
1,105.75 |
4.250 |
1,092.25 |
|
|
Fisher Pivots for day following 06-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,132.50 |
1,130.00 |
PP |
1,132.00 |
1,127.25 |
S1 |
1,131.50 |
1,124.50 |
|