Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,866.00 |
1,882.25 |
16.25 |
0.9% |
1,865.50 |
High |
1,889.50 |
1,890.25 |
0.75 |
0.0% |
1,892.50 |
Low |
1,853.25 |
1,876.00 |
22.75 |
1.2% |
1,865.00 |
Close |
1,882.50 |
1,888.25 |
5.75 |
0.3% |
1,890.00 |
Range |
36.25 |
14.25 |
-22.00 |
-60.7% |
27.50 |
ATR |
24.86 |
24.10 |
-0.76 |
-3.0% |
0.00 |
Volume |
328,565 |
315,109 |
-13,456 |
-4.1% |
1,029,368 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,927.50 |
1,922.25 |
1,896.00 |
|
R3 |
1,913.25 |
1,908.00 |
1,892.25 |
|
R2 |
1,899.00 |
1,899.00 |
1,890.75 |
|
R1 |
1,893.75 |
1,893.75 |
1,889.50 |
1,896.50 |
PP |
1,884.75 |
1,884.75 |
1,884.75 |
1,886.25 |
S1 |
1,879.50 |
1,879.50 |
1,887.00 |
1,882.00 |
S2 |
1,870.50 |
1,870.50 |
1,885.75 |
|
S3 |
1,856.25 |
1,865.25 |
1,884.25 |
|
S4 |
1,842.00 |
1,851.00 |
1,880.50 |
|
|
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 |
2.6% |
27.50 |
1.5% |
77% |
False |
False |
279,753 |
10 |
1,900.00 |
1,850.00 |
50.00 |
2.6% |
23.25 |
1.2% |
77% |
False |
False |
231,520 |
20 |
1,900.00 |
1,774.00 |
126.00 |
6.7% |
21.75 |
1.1% |
91% |
False |
False |
212,483 |
40 |
1,900.00 |
1,719.75 |
180.25 |
9.5% |
25.50 |
1.3% |
93% |
False |
False |
124,288 |
60 |
1,900.00 |
1,648.50 |
251.50 |
13.3% |
27.50 |
1.5% |
95% |
False |
False |
82,970 |
80 |
1,900.00 |
1,648.25 |
251.75 |
13.3% |
27.25 |
1.4% |
95% |
False |
False |
62,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,950.75 |
2.618 |
1,927.50 |
1.618 |
1,913.25 |
1.000 |
1,904.50 |
0.618 |
1,899.00 |
HIGH |
1,890.25 |
0.618 |
1,884.75 |
0.500 |
1,883.00 |
0.382 |
1,881.50 |
LOW |
1,876.00 |
0.618 |
1,867.25 |
1.000 |
1,861.75 |
1.618 |
1,853.00 |
2.618 |
1,838.75 |
4.250 |
1,815.50 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,886.50 |
1,882.25 |
PP |
1,884.75 |
1,876.25 |
S1 |
1,883.00 |
1,870.00 |
|