Trading Metrics calculated at close of trading on 12-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,141.75 |
1,141.25 |
-0.50 |
0.0% |
1,113.75 |
High |
1,148.00 |
1,143.00 |
-5.00 |
-0.4% |
1,141.75 |
Low |
1,137.75 |
1,127.75 |
-10.00 |
-0.9% |
1,113.25 |
Close |
1,142.50 |
1,134.00 |
-8.50 |
-0.7% |
1,141.50 |
Range |
10.25 |
15.25 |
5.00 |
48.8% |
28.50 |
ATR |
12.44 |
12.64 |
0.20 |
1.6% |
0.00 |
Volume |
1,527,666 |
1,456,443 |
-71,223 |
-4.7% |
6,135,654 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,180.75 |
1,172.50 |
1,142.50 |
|
R3 |
1,165.50 |
1,157.25 |
1,138.25 |
|
R2 |
1,150.25 |
1,150.25 |
1,136.75 |
|
R1 |
1,142.00 |
1,142.00 |
1,135.50 |
1,138.50 |
PP |
1,135.00 |
1,135.00 |
1,135.00 |
1,133.00 |
S1 |
1,126.75 |
1,126.75 |
1,132.50 |
1,123.25 |
S2 |
1,119.75 |
1,119.75 |
1,131.25 |
|
S3 |
1,104.50 |
1,111.50 |
1,129.75 |
|
S4 |
1,089.25 |
1,096.25 |
1,125.50 |
|
|
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 |
1,148.00 |
1,127.00 |
21.00 |
1.9% |
11.25 |
1.0% |
33% |
False |
False |
1,437,929 |
10 |
1,148.00 |
1,109.75 |
38.25 |
3.4% |
11.50 |
1.0% |
63% |
False |
False |
1,077,029 |
20 |
1,148.00 |
1,088.50 |
59.50 |
5.2% |
11.25 |
1.0% |
76% |
False |
False |
1,224,552 |
40 |
1,148.00 |
1,062.25 |
85.75 |
7.6% |
13.75 |
1.2% |
84% |
False |
False |
658,222 |
60 |
1,148.00 |
1,021.00 |
127.00 |
11.2% |
16.00 |
1.4% |
89% |
False |
False |
440,303 |
80 |
1,148.00 |
1,007.25 |
140.75 |
12.4% |
15.75 |
1.4% |
90% |
False |
False |
330,551 |
100 |
1,148.00 |
984.25 |
163.75 |
14.4% |
15.25 |
1.3% |
91% |
False |
False |
264,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.75 |
2.618 |
1,183.00 |
1.618 |
1,167.75 |
1.000 |
1,158.25 |
0.618 |
1,152.50 |
HIGH |
1,143.00 |
0.618 |
1,137.25 |
0.500 |
1,135.50 |
0.382 |
1,133.50 |
LOW |
1,127.75 |
0.618 |
1,118.25 |
1.000 |
1,112.50 |
1.618 |
1,103.00 |
2.618 |
1,087.75 |
4.250 |
1,063.00 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,135.50 |
1,138.00 |
PP |
1,135.00 |
1,136.50 |
S1 |
1,134.50 |
1,135.25 |
|