Trading Metrics calculated at close of trading on 06-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,886.50 |
1,885.25 |
-1.25 |
-0.1% |
1,867.50 |
High |
1,890.25 |
1,891.75 |
1.50 |
0.1% |
1,882.00 |
Low |
1,876.00 |
1,872.25 |
-3.75 |
-0.2% |
1,858.75 |
Close |
1,885.25 |
1,878.50 |
-6.75 |
-0.4% |
1,858.75 |
Range |
14.25 |
19.50 |
5.25 |
36.8% |
23.25 |
ATR |
23.60 |
23.31 |
-0.29 |
-1.2% |
0.00 |
Volume |
205,157 |
208,698 |
3,541 |
1.7% |
418,616 |
|
Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.25 |
1,928.50 |
1,889.25 |
|
R3 |
1,919.75 |
1,909.00 |
1,883.75 |
|
R2 |
1,900.25 |
1,900.25 |
1,882.00 |
|
R1 |
1,889.50 |
1,889.50 |
1,880.25 |
1,885.00 |
PP |
1,880.75 |
1,880.75 |
1,880.75 |
1,878.75 |
S1 |
1,870.00 |
1,870.00 |
1,876.75 |
1,865.50 |
S2 |
1,861.25 |
1,861.25 |
1,875.00 |
|
S3 |
1,841.75 |
1,850.50 |
1,873.25 |
|
S4 |
1,822.25 |
1,831.00 |
1,867.75 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.25 |
1,920.75 |
1,871.50 |
|
R3 |
1,913.00 |
1,897.50 |
1,865.25 |
|
R2 |
1,889.75 |
1,889.75 |
1,863.00 |
|
R1 |
1,874.25 |
1,874.25 |
1,861.00 |
1,870.50 |
PP |
1,866.50 |
1,866.50 |
1,866.50 |
1,864.50 |
S1 |
1,851.00 |
1,851.00 |
1,856.50 |
1,847.00 |
S2 |
1,843.25 |
1,843.25 |
1,854.50 |
|
S3 |
1,820.00 |
1,827.75 |
1,852.25 |
|
S4 |
1,796.75 |
1,804.50 |
1,846.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,891.75 |
1,858.75 |
33.00 |
1.8% |
19.75 |
1.0% |
60% |
True |
False |
151,674 |
10 |
1,891.75 |
1,825.25 |
66.50 |
3.5% |
18.00 |
1.0% |
80% |
True |
False |
146,745 |
20 |
1,891.75 |
1,756.75 |
135.00 |
7.2% |
22.00 |
1.2% |
90% |
True |
False |
164,828 |
40 |
1,891.75 |
1,719.75 |
172.00 |
9.2% |
25.25 |
1.3% |
92% |
True |
False |
82,845 |
60 |
1,891.75 |
1,648.50 |
243.25 |
12.9% |
27.25 |
1.4% |
95% |
True |
False |
55,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,974.50 |
2.618 |
1,942.75 |
1.618 |
1,923.25 |
1.000 |
1,911.25 |
0.618 |
1,903.75 |
HIGH |
1,891.75 |
0.618 |
1,884.25 |
0.500 |
1,882.00 |
0.382 |
1,879.75 |
LOW |
1,872.25 |
0.618 |
1,860.25 |
1.000 |
1,852.75 |
1.618 |
1,840.75 |
2.618 |
1,821.25 |
4.250 |
1,789.50 |
|
|
Fisher Pivots for day following 06-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,882.00 |
1,878.50 |
PP |
1,880.75 |
1,878.50 |
S1 |
1,879.75 |
1,878.50 |
|