Trading Metrics calculated at close of trading on 11-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,137.25 |
1,141.75 |
4.50 |
0.4% |
1,113.75 |
High |
1,141.75 |
1,148.00 |
6.25 |
0.5% |
1,141.75 |
Low |
1,131.00 |
1,137.75 |
6.75 |
0.6% |
1,113.25 |
Close |
1,141.50 |
1,142.50 |
1.00 |
0.1% |
1,141.50 |
Range |
10.75 |
10.25 |
-0.50 |
-4.7% |
28.50 |
ATR |
12.61 |
12.44 |
-0.17 |
-1.3% |
0.00 |
Volume |
1,567,025 |
1,527,666 |
-39,359 |
-2.5% |
6,135,654 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.50 |
1,168.25 |
1,148.25 |
|
R3 |
1,163.25 |
1,158.00 |
1,145.25 |
|
R2 |
1,153.00 |
1,153.00 |
1,144.50 |
|
R1 |
1,147.75 |
1,147.75 |
1,143.50 |
1,150.50 |
PP |
1,142.75 |
1,142.75 |
1,142.75 |
1,144.00 |
S1 |
1,137.50 |
1,137.50 |
1,141.50 |
1,140.00 |
S2 |
1,132.50 |
1,132.50 |
1,140.50 |
|
S3 |
1,122.25 |
1,127.25 |
1,139.75 |
|
S4 |
1,112.00 |
1,117.00 |
1,136.75 |
|
|
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 |
1,148.00 |
1,125.00 |
23.00 |
2.0% |
9.75 |
0.9% |
76% |
True |
False |
1,404,891 |
10 |
1,148.00 |
1,109.75 |
38.25 |
3.3% |
10.75 |
0.9% |
86% |
True |
False |
956,283 |
20 |
1,148.00 |
1,088.50 |
59.50 |
5.2% |
11.00 |
1.0% |
91% |
True |
False |
1,206,978 |
40 |
1,148.00 |
1,062.25 |
85.75 |
7.5% |
13.75 |
1.2% |
94% |
True |
False |
621,900 |
60 |
1,148.00 |
1,021.00 |
127.00 |
11.1% |
16.00 |
1.4% |
96% |
True |
False |
416,084 |
80 |
1,148.00 |
1,007.25 |
140.75 |
12.3% |
15.75 |
1.4% |
96% |
True |
False |
312,347 |
100 |
1,148.00 |
971.00 |
177.00 |
15.5% |
15.25 |
1.3% |
97% |
True |
False |
249,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,191.50 |
2.618 |
1,174.75 |
1.618 |
1,164.50 |
1.000 |
1,158.25 |
0.618 |
1,154.25 |
HIGH |
1,148.00 |
0.618 |
1,144.00 |
0.500 |
1,143.00 |
0.382 |
1,141.75 |
LOW |
1,137.75 |
0.618 |
1,131.50 |
1.000 |
1,127.50 |
1.618 |
1,121.25 |
2.618 |
1,111.00 |
4.250 |
1,094.25 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,143.00 |
1,140.75 |
PP |
1,142.75 |
1,139.25 |
S1 |
1,142.50 |
1,137.50 |
|