Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,132.00 |
1,133.00 |
1.00 |
0.1% |
1,120.50 |
High |
1,135.50 |
1,138.75 |
3.25 |
0.3% |
1,128.50 |
Low |
1,127.25 |
1,127.00 |
-0.25 |
0.0% |
1,109.75 |
Close |
1,133.00 |
1,137.50 |
4.50 |
0.4% |
1,110.75 |
Range |
8.25 |
11.75 |
3.50 |
42.4% |
18.75 |
ATR |
12.83 |
12.75 |
-0.08 |
-0.6% |
0.00 |
Volume |
1,378,593 |
1,259,921 |
-118,672 |
-8.6% |
1,899,511 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.75 |
1,165.25 |
1,144.00 |
|
R3 |
1,158.00 |
1,153.50 |
1,140.75 |
|
R2 |
1,146.25 |
1,146.25 |
1,139.75 |
|
R1 |
1,141.75 |
1,141.75 |
1,138.50 |
1,144.00 |
PP |
1,134.50 |
1,134.50 |
1,134.50 |
1,135.50 |
S1 |
1,130.00 |
1,130.00 |
1,136.50 |
1,132.25 |
S2 |
1,122.75 |
1,122.75 |
1,135.25 |
|
S3 |
1,111.00 |
1,118.25 |
1,134.25 |
|
S4 |
1,099.25 |
1,106.50 |
1,131.00 |
|
|
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 |
1,138.75 |
1,109.75 |
29.00 |
2.5% |
12.00 |
1.1% |
96% |
True |
False |
1,033,103 |
10 |
1,138.75 |
1,109.75 |
29.00 |
2.5% |
10.25 |
0.9% |
96% |
True |
False |
812,681 |
20 |
1,138.75 |
1,080.50 |
58.25 |
5.1% |
11.25 |
1.0% |
98% |
True |
False |
1,078,502 |
40 |
1,138.75 |
1,062.25 |
76.50 |
6.7% |
13.75 |
1.2% |
98% |
True |
False |
544,732 |
60 |
1,138.75 |
1,021.00 |
117.75 |
10.4% |
16.00 |
1.4% |
99% |
True |
False |
364,558 |
80 |
1,138.75 |
1,007.25 |
131.50 |
11.6% |
16.00 |
1.4% |
99% |
True |
False |
273,667 |
100 |
1,138.75 |
970.00 |
168.75 |
14.8% |
15.25 |
1.3% |
99% |
True |
False |
218,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,188.75 |
2.618 |
1,169.50 |
1.618 |
1,157.75 |
1.000 |
1,150.50 |
0.618 |
1,146.00 |
HIGH |
1,138.75 |
0.618 |
1,134.25 |
0.500 |
1,133.00 |
0.382 |
1,131.50 |
LOW |
1,127.00 |
0.618 |
1,119.75 |
1.000 |
1,115.25 |
1.618 |
1,108.00 |
2.618 |
1,096.25 |
4.250 |
1,077.00 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,136.00 |
1,135.50 |
PP |
1,134.50 |
1,133.75 |
S1 |
1,133.00 |
1,132.00 |
|