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 |
1,877.50 |
1,892.25 |
14.75 |
0.8% |
1,865.50 |
High |
1,892.50 |
1,900.00 |
7.50 |
0.4% |
1,892.50 |
Low |
1,865.00 |
1,874.25 |
9.25 |
0.5% |
1,865.00 |
Close |
1,890.00 |
1,883.50 |
-6.50 |
-0.3% |
1,890.00 |
Range |
27.50 |
25.75 |
-1.75 |
-6.4% |
27.50 |
ATR |
23.04 |
23.24 |
0.19 |
0.8% |
0.00 |
Volume |
241,321 |
268,934 |
27,613 |
11.4% |
1,029,368 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,963.25 |
1,949.00 |
1,897.75 |
|
R3 |
1,937.50 |
1,923.25 |
1,890.50 |
|
R2 |
1,911.75 |
1,911.75 |
1,888.25 |
|
R1 |
1,897.50 |
1,897.50 |
1,885.75 |
1,891.75 |
PP |
1,886.00 |
1,886.00 |
1,886.00 |
1,883.00 |
S1 |
1,871.75 |
1,871.75 |
1,881.25 |
1,866.00 |
S2 |
1,860.25 |
1,860.25 |
1,878.75 |
|
S3 |
1,834.50 |
1,846.00 |
1,876.50 |
|
S4 |
1,808.75 |
1,820.25 |
1,869.25 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.00 |
1,955.00 |
1,905.00 |
|
R3 |
1,937.50 |
1,927.50 |
1,897.50 |
|
R2 |
1,910.00 |
1,910.00 |
1,895.00 |
|
R1 |
1,900.00 |
1,900.00 |
1,892.50 |
1,905.00 |
PP |
1,882.50 |
1,882.50 |
1,882.50 |
1,885.00 |
S1 |
1,872.50 |
1,872.50 |
1,887.50 |
1,877.50 |
S2 |
1,855.00 |
1,855.00 |
1,885.00 |
|
S3 |
1,827.50 |
1,845.00 |
1,882.50 |
|
S4 |
1,800.00 |
1,817.50 |
1,875.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,900.00 |
1,865.00 |
35.00 |
1.9% |
20.25 |
1.1% |
53% |
True |
False |
237,076 |
10 |
1,900.00 |
1,858.75 |
41.25 |
2.2% |
19.75 |
1.0% |
60% |
True |
False |
171,691 |
20 |
1,900.00 |
1,774.00 |
126.00 |
6.7% |
21.00 |
1.1% |
87% |
True |
False |
200,235 |
40 |
1,900.00 |
1,719.75 |
180.25 |
9.6% |
25.00 |
1.3% |
91% |
True |
False |
102,097 |
60 |
1,900.00 |
1,648.50 |
251.50 |
13.4% |
27.50 |
1.5% |
93% |
True |
False |
68,183 |
80 |
1,900.00 |
1,648.25 |
251.75 |
13.4% |
27.00 |
1.4% |
93% |
True |
False |
51,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.50 |
2.618 |
1,967.50 |
1.618 |
1,941.75 |
1.000 |
1,925.75 |
0.618 |
1,916.00 |
HIGH |
1,900.00 |
0.618 |
1,890.25 |
0.500 |
1,887.00 |
0.382 |
1,884.00 |
LOW |
1,874.25 |
0.618 |
1,858.25 |
1.000 |
1,848.50 |
1.618 |
1,832.50 |
2.618 |
1,806.75 |
4.250 |
1,764.75 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,887.00 |
1,883.25 |
PP |
1,886.00 |
1,882.75 |
S1 |
1,884.75 |
1,882.50 |
|