Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,133.00 |
1,137.25 |
4.25 |
0.4% |
1,113.75 |
High |
1,138.75 |
1,141.75 |
3.00 |
0.3% |
1,141.75 |
Low |
1,127.00 |
1,131.00 |
4.00 |
0.4% |
1,113.25 |
Close |
1,137.50 |
1,141.50 |
4.00 |
0.4% |
1,141.50 |
Range |
11.75 |
10.75 |
-1.00 |
-8.5% |
28.50 |
ATR |
12.75 |
12.61 |
-0.14 |
-1.1% |
0.00 |
Volume |
1,259,921 |
1,567,025 |
307,104 |
24.4% |
6,135,654 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,170.25 |
1,166.75 |
1,147.50 |
|
R3 |
1,159.50 |
1,156.00 |
1,144.50 |
|
R2 |
1,148.75 |
1,148.75 |
1,143.50 |
|
R1 |
1,145.25 |
1,145.25 |
1,142.50 |
1,147.00 |
PP |
1,138.00 |
1,138.00 |
1,138.00 |
1,139.00 |
S1 |
1,134.50 |
1,134.50 |
1,140.50 |
1,136.25 |
S2 |
1,127.25 |
1,127.25 |
1,139.50 |
|
S3 |
1,116.50 |
1,123.75 |
1,138.50 |
|
S4 |
1,105.75 |
1,113.00 |
1,135.50 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.75 |
1,208.00 |
1,157.25 |
|
R3 |
1,189.25 |
1,179.50 |
1,149.25 |
|
R2 |
1,160.75 |
1,160.75 |
1,146.75 |
|
R1 |
1,151.00 |
1,151.00 |
1,144.00 |
1,156.00 |
PP |
1,132.25 |
1,132.25 |
1,132.25 |
1,134.50 |
S1 |
1,122.50 |
1,122.50 |
1,139.00 |
1,127.50 |
S2 |
1,103.75 |
1,103.75 |
1,136.25 |
|
S3 |
1,075.25 |
1,094.00 |
1,133.75 |
|
S4 |
1,046.75 |
1,065.50 |
1,125.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,141.75 |
1,113.25 |
28.50 |
2.5% |
11.00 |
1.0% |
99% |
True |
False |
1,227,130 |
10 |
1,141.75 |
1,109.75 |
32.00 |
2.8% |
10.50 |
0.9% |
99% |
True |
False |
876,292 |
20 |
1,141.75 |
1,087.75 |
54.00 |
4.7% |
11.25 |
1.0% |
100% |
True |
False |
1,148,382 |
40 |
1,141.75 |
1,062.25 |
79.50 |
7.0% |
14.00 |
1.2% |
100% |
True |
False |
583,815 |
60 |
1,141.75 |
1,021.00 |
120.75 |
10.6% |
16.00 |
1.4% |
100% |
True |
False |
390,659 |
80 |
1,141.75 |
1,007.25 |
134.50 |
11.8% |
16.00 |
1.4% |
100% |
True |
False |
293,253 |
100 |
1,141.75 |
970.00 |
171.75 |
15.0% |
15.25 |
1.3% |
100% |
True |
False |
234,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,187.50 |
2.618 |
1,170.00 |
1.618 |
1,159.25 |
1.000 |
1,152.50 |
0.618 |
1,148.50 |
HIGH |
1,141.75 |
0.618 |
1,137.75 |
0.500 |
1,136.50 |
0.382 |
1,135.00 |
LOW |
1,131.00 |
0.618 |
1,124.25 |
1.000 |
1,120.25 |
1.618 |
1,113.50 |
2.618 |
1,102.75 |
4.250 |
1,085.25 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,139.75 |
1,139.00 |
PP |
1,138.00 |
1,136.75 |
S1 |
1,136.50 |
1,134.50 |
|