Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,885.25 |
1,877.75 |
-7.50 |
-0.4% |
1,867.50 |
High |
1,891.75 |
1,880.50 |
-11.25 |
-0.6% |
1,882.00 |
Low |
1,872.25 |
1,865.75 |
-6.50 |
-0.3% |
1,858.75 |
Close |
1,878.50 |
1,877.50 |
-1.00 |
-0.1% |
1,858.75 |
Range |
19.50 |
14.75 |
-4.75 |
-24.4% |
23.25 |
ATR |
23.31 |
22.70 |
-0.61 |
-2.6% |
0.00 |
Volume |
208,698 |
261,274 |
52,576 |
25.2% |
418,616 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,918.75 |
1,913.00 |
1,885.50 |
|
R3 |
1,904.00 |
1,898.25 |
1,881.50 |
|
R2 |
1,889.25 |
1,889.25 |
1,880.25 |
|
R1 |
1,883.50 |
1,883.50 |
1,878.75 |
1,879.00 |
PP |
1,874.50 |
1,874.50 |
1,874.50 |
1,872.50 |
S1 |
1,868.75 |
1,868.75 |
1,876.25 |
1,864.25 |
S2 |
1,859.75 |
1,859.75 |
1,874.75 |
|
S3 |
1,845.00 |
1,854.00 |
1,873.50 |
|
S4 |
1,830.25 |
1,839.25 |
1,869.50 |
|
|
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% |
19.00 |
1.0% |
57% |
False |
False |
183,287 |
10 |
1,891.75 |
1,837.00 |
54.75 |
2.9% |
18.00 |
1.0% |
74% |
False |
False |
150,804 |
20 |
1,891.75 |
1,756.75 |
135.00 |
7.2% |
21.25 |
1.1% |
89% |
False |
False |
177,754 |
40 |
1,891.75 |
1,719.75 |
172.00 |
9.2% |
24.50 |
1.3% |
92% |
False |
False |
89,358 |
60 |
1,891.75 |
1,648.50 |
243.25 |
13.0% |
27.00 |
1.4% |
94% |
False |
False |
59,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,943.25 |
2.618 |
1,919.00 |
1.618 |
1,904.25 |
1.000 |
1,895.25 |
0.618 |
1,889.50 |
HIGH |
1,880.50 |
0.618 |
1,874.75 |
0.500 |
1,873.00 |
0.382 |
1,871.50 |
LOW |
1,865.75 |
0.618 |
1,856.75 |
1.000 |
1,851.00 |
1.618 |
1,842.00 |
2.618 |
1,827.25 |
4.250 |
1,803.00 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,876.00 |
1,878.75 |
PP |
1,874.50 |
1,878.25 |
S1 |
1,873.00 |
1,878.00 |
|