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 |
1,882.00 |
1,866.00 |
-16.00 |
-0.9% |
1,865.50 |
High |
1,883.75 |
1,889.50 |
5.75 |
0.3% |
1,892.50 |
Low |
1,850.00 |
1,853.25 |
3.25 |
0.2% |
1,865.00 |
Close |
1,865.50 |
1,882.50 |
17.00 |
0.9% |
1,890.00 |
Range |
33.75 |
36.25 |
2.50 |
7.4% |
27.50 |
ATR |
23.99 |
24.86 |
0.88 |
3.7% |
0.00 |
Volume |
244,840 |
328,565 |
83,725 |
34.2% |
1,029,368 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,983.75 |
1,969.50 |
1,902.50 |
|
R3 |
1,947.50 |
1,933.25 |
1,892.50 |
|
R2 |
1,911.25 |
1,911.25 |
1,889.25 |
|
R1 |
1,897.00 |
1,897.00 |
1,885.75 |
1,904.00 |
PP |
1,875.00 |
1,875.00 |
1,875.00 |
1,878.75 |
S1 |
1,860.75 |
1,860.75 |
1,879.25 |
1,868.00 |
S2 |
1,838.75 |
1,838.75 |
1,875.75 |
|
S3 |
1,802.50 |
1,824.50 |
1,872.50 |
|
S4 |
1,766.25 |
1,788.25 |
1,862.50 |
|
|
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% |
27.50 |
1.5% |
65% |
False |
False |
268,986 |
10 |
1,900.00 |
1,850.00 |
50.00 |
2.7% |
23.75 |
1.3% |
65% |
False |
False |
210,330 |
20 |
1,900.00 |
1,774.00 |
126.00 |
6.7% |
22.00 |
1.2% |
86% |
False |
False |
207,937 |
40 |
1,900.00 |
1,719.75 |
180.25 |
9.6% |
25.50 |
1.4% |
90% |
False |
False |
116,418 |
60 |
1,900.00 |
1,648.50 |
251.50 |
13.4% |
27.75 |
1.5% |
93% |
False |
False |
77,735 |
80 |
1,900.00 |
1,648.25 |
251.75 |
13.4% |
27.50 |
1.5% |
93% |
False |
False |
58,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,043.50 |
2.618 |
1,984.50 |
1.618 |
1,948.25 |
1.000 |
1,925.75 |
0.618 |
1,912.00 |
HIGH |
1,889.50 |
0.618 |
1,875.75 |
0.500 |
1,871.50 |
0.382 |
1,867.00 |
LOW |
1,853.25 |
0.618 |
1,830.75 |
1.000 |
1,817.00 |
1.618 |
1,794.50 |
2.618 |
1,758.25 |
4.250 |
1,699.25 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,878.75 |
1,880.00 |
PP |
1,875.00 |
1,877.50 |
S1 |
1,871.50 |
1,875.00 |
|