Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,141.25 |
1,134.25 |
-7.00 |
-0.6% |
1,113.75 |
High |
1,143.00 |
1,145.25 |
2.25 |
0.2% |
1,141.75 |
Low |
1,127.75 |
1,129.25 |
1.50 |
0.1% |
1,113.25 |
Close |
1,134.00 |
1,141.50 |
7.50 |
0.7% |
1,141.50 |
Range |
15.25 |
16.00 |
0.75 |
4.9% |
28.50 |
ATR |
12.64 |
12.88 |
0.24 |
1.9% |
0.00 |
Volume |
1,456,443 |
2,117,166 |
660,723 |
45.4% |
6,135,654 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.75 |
1,180.00 |
1,150.25 |
|
R3 |
1,170.75 |
1,164.00 |
1,146.00 |
|
R2 |
1,154.75 |
1,154.75 |
1,144.50 |
|
R1 |
1,148.00 |
1,148.00 |
1,143.00 |
1,151.50 |
PP |
1,138.75 |
1,138.75 |
1,138.75 |
1,140.25 |
S1 |
1,132.00 |
1,132.00 |
1,140.00 |
1,135.50 |
S2 |
1,122.75 |
1,122.75 |
1,138.50 |
|
S3 |
1,106.75 |
1,116.00 |
1,137.00 |
|
S4 |
1,090.75 |
1,100.00 |
1,132.75 |
|
|
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 |
1,127.00 |
21.00 |
1.8% |
12.75 |
1.1% |
69% |
False |
False |
1,585,644 |
10 |
1,148.00 |
1,109.75 |
38.25 |
3.4% |
12.25 |
1.1% |
83% |
False |
False |
1,241,316 |
20 |
1,148.00 |
1,088.50 |
59.50 |
5.2% |
11.50 |
1.0% |
89% |
False |
False |
1,244,898 |
40 |
1,148.00 |
1,062.25 |
85.75 |
7.5% |
13.75 |
1.2% |
92% |
False |
False |
711,035 |
60 |
1,148.00 |
1,021.00 |
127.00 |
11.1% |
16.00 |
1.4% |
95% |
False |
False |
475,565 |
80 |
1,148.00 |
1,007.25 |
140.75 |
12.3% |
16.00 |
1.4% |
95% |
False |
False |
357,014 |
100 |
1,148.00 |
984.25 |
163.75 |
14.3% |
15.25 |
1.3% |
96% |
False |
False |
285,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,213.25 |
2.618 |
1,187.25 |
1.618 |
1,171.25 |
1.000 |
1,161.25 |
0.618 |
1,155.25 |
HIGH |
1,145.25 |
0.618 |
1,139.25 |
0.500 |
1,137.25 |
0.382 |
1,135.25 |
LOW |
1,129.25 |
0.618 |
1,119.25 |
1.000 |
1,113.25 |
1.618 |
1,103.25 |
2.618 |
1,087.25 |
4.250 |
1,061.25 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,140.00 |
1,140.25 |
PP |
1,138.75 |
1,139.00 |
S1 |
1,137.25 |
1,138.00 |
|