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 |
5,488.0 |
5,474.5 |
-13.5 |
-0.2% |
5,409.0 |
High |
5,495.5 |
5,510.0 |
14.5 |
0.3% |
5,413.5 |
Low |
5,456.5 |
5,456.5 |
0.0 |
0.0% |
5,351.0 |
Close |
5,485.5 |
5,489.0 |
3.5 |
0.1% |
5,361.5 |
Range |
39.0 |
53.5 |
14.5 |
37.2% |
62.5 |
ATR |
77.9 |
76.1 |
-1.7 |
-2.2% |
0.0 |
Volume |
81,174 |
68,498 |
-12,676 |
-15.6% |
38,782 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,645.5 |
5,621.0 |
5,518.5 |
|
R3 |
5,592.0 |
5,567.5 |
5,503.5 |
|
R2 |
5,538.5 |
5,538.5 |
5,499.0 |
|
R1 |
5,514.0 |
5,514.0 |
5,494.0 |
5,526.0 |
PP |
5,485.0 |
5,485.0 |
5,485.0 |
5,491.5 |
S1 |
5,460.5 |
5,460.5 |
5,484.0 |
5,473.0 |
S2 |
5,431.5 |
5,431.5 |
5,479.0 |
|
S3 |
5,378.0 |
5,407.0 |
5,474.5 |
|
S4 |
5,324.5 |
5,353.5 |
5,459.5 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,563.0 |
5,524.5 |
5,396.0 |
|
R3 |
5,500.5 |
5,462.0 |
5,378.5 |
|
R2 |
5,438.0 |
5,438.0 |
5,373.0 |
|
R1 |
5,399.5 |
5,399.5 |
5,367.0 |
5,387.5 |
PP |
5,375.5 |
5,375.5 |
5,375.5 |
5,369.0 |
S1 |
5,337.0 |
5,337.0 |
5,356.0 |
5,325.0 |
S2 |
5,313.0 |
5,313.0 |
5,350.0 |
|
S3 |
5,250.5 |
5,274.5 |
5,344.5 |
|
S4 |
5,188.0 |
5,212.0 |
5,327.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,510.0 |
5,351.0 |
159.0 |
2.9% |
60.0 |
1.1% |
87% |
True |
False |
57,339 |
10 |
5,510.0 |
5,140.0 |
370.0 |
6.7% |
63.5 |
1.2% |
94% |
True |
False |
73,687 |
20 |
5,510.0 |
5,135.0 |
375.0 |
6.8% |
68.5 |
1.3% |
94% |
True |
False |
70,393 |
40 |
5,510.0 |
5,010.0 |
500.0 |
9.1% |
68.0 |
1.2% |
96% |
True |
False |
35,723 |
60 |
5,510.0 |
4,915.0 |
595.0 |
10.8% |
67.0 |
1.2% |
96% |
True |
False |
24,026 |
80 |
5,510.0 |
4,884.5 |
625.5 |
11.4% |
61.0 |
1.1% |
97% |
True |
False |
18,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,737.5 |
2.618 |
5,650.0 |
1.618 |
5,596.5 |
1.000 |
5,563.5 |
0.618 |
5,543.0 |
HIGH |
5,510.0 |
0.618 |
5,489.5 |
0.500 |
5,483.0 |
0.382 |
5,477.0 |
LOW |
5,456.5 |
0.618 |
5,423.5 |
1.000 |
5,403.0 |
1.618 |
5,370.0 |
2.618 |
5,316.5 |
4.250 |
5,229.0 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,487.0 |
5,484.0 |
PP |
5,485.0 |
5,479.0 |
S1 |
5,483.0 |
5,474.0 |
|