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 |
1,892.25 |
1,882.00 |
-10.25 |
-0.5% |
1,865.50 |
High |
1,900.00 |
1,883.75 |
-16.25 |
-0.9% |
1,892.50 |
Low |
1,874.25 |
1,850.00 |
-24.25 |
-1.3% |
1,865.00 |
Close |
1,883.50 |
1,865.50 |
-18.00 |
-1.0% |
1,890.00 |
Range |
25.75 |
33.75 |
8.00 |
31.1% |
27.50 |
ATR |
23.24 |
23.99 |
0.75 |
3.2% |
0.00 |
Volume |
268,934 |
244,840 |
-24,094 |
-9.0% |
1,029,368 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.75 |
1,950.25 |
1,884.00 |
|
R3 |
1,934.00 |
1,916.50 |
1,874.75 |
|
R2 |
1,900.25 |
1,900.25 |
1,871.75 |
|
R1 |
1,882.75 |
1,882.75 |
1,868.50 |
1,874.50 |
PP |
1,866.50 |
1,866.50 |
1,866.50 |
1,862.25 |
S1 |
1,849.00 |
1,849.00 |
1,862.50 |
1,841.00 |
S2 |
1,832.75 |
1,832.75 |
1,859.25 |
|
S3 |
1,799.00 |
1,815.25 |
1,856.25 |
|
S4 |
1,765.25 |
1,781.50 |
1,847.00 |
|
|
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 |
1,850.00 |
50.00 |
2.7% |
24.25 |
1.3% |
31% |
False |
True |
245,013 |
10 |
1,900.00 |
1,850.00 |
50.00 |
2.7% |
21.25 |
1.1% |
31% |
False |
True |
189,566 |
20 |
1,900.00 |
1,774.00 |
126.00 |
6.8% |
21.25 |
1.1% |
73% |
False |
False |
203,569 |
40 |
1,900.00 |
1,719.75 |
180.25 |
9.7% |
25.25 |
1.4% |
81% |
False |
False |
108,210 |
60 |
1,900.00 |
1,648.50 |
251.50 |
13.5% |
27.75 |
1.5% |
86% |
False |
False |
72,262 |
80 |
1,900.00 |
1,648.25 |
251.75 |
13.5% |
27.25 |
1.5% |
86% |
False |
False |
54,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.25 |
2.618 |
1,972.00 |
1.618 |
1,938.25 |
1.000 |
1,917.50 |
0.618 |
1,904.50 |
HIGH |
1,883.75 |
0.618 |
1,870.75 |
0.500 |
1,867.00 |
0.382 |
1,863.00 |
LOW |
1,850.00 |
0.618 |
1,829.25 |
1.000 |
1,816.25 |
1.618 |
1,795.50 |
2.618 |
1,761.75 |
4.250 |
1,706.50 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,867.00 |
1,875.00 |
PP |
1,866.50 |
1,871.75 |
S1 |
1,866.00 |
1,868.75 |
|