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 |
5,497.5 |
5,433.0 |
-64.5 |
-1.2% |
5,369.0 |
High |
5,506.5 |
5,475.0 |
-31.5 |
-0.6% |
5,510.0 |
Low |
5,416.5 |
5,407.5 |
-9.0 |
-0.2% |
5,365.0 |
Close |
5,456.0 |
5,432.5 |
-23.5 |
-0.4% |
5,490.0 |
Range |
90.0 |
67.5 |
-22.5 |
-25.0% |
145.0 |
ATR |
75.9 |
75.3 |
-0.6 |
-0.8% |
0.0 |
Volume |
80,956 |
107,212 |
26,256 |
32.4% |
310,912 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,641.0 |
5,604.0 |
5,469.5 |
|
R3 |
5,573.5 |
5,536.5 |
5,451.0 |
|
R2 |
5,506.0 |
5,506.0 |
5,445.0 |
|
R1 |
5,469.0 |
5,469.0 |
5,438.5 |
5,454.0 |
PP |
5,438.5 |
5,438.5 |
5,438.5 |
5,430.5 |
S1 |
5,401.5 |
5,401.5 |
5,426.5 |
5,386.0 |
S2 |
5,371.0 |
5,371.0 |
5,420.0 |
|
S3 |
5,303.5 |
5,334.0 |
5,414.0 |
|
S4 |
5,236.0 |
5,266.5 |
5,395.5 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,890.0 |
5,835.0 |
5,570.0 |
|
R3 |
5,745.0 |
5,690.0 |
5,530.0 |
|
R2 |
5,600.0 |
5,600.0 |
5,516.5 |
|
R1 |
5,545.0 |
5,545.0 |
5,503.5 |
5,572.5 |
PP |
5,455.0 |
5,455.0 |
5,455.0 |
5,469.0 |
S1 |
5,400.0 |
5,400.0 |
5,476.5 |
5,427.5 |
S2 |
5,310.0 |
5,310.0 |
5,463.5 |
|
S3 |
5,165.0 |
5,255.0 |
5,450.0 |
|
S4 |
5,020.0 |
5,110.0 |
5,410.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,559.5 |
5,407.5 |
152.0 |
2.8% |
68.5 |
1.3% |
16% |
False |
True |
80,303 |
10 |
5,559.5 |
5,351.0 |
208.5 |
3.8% |
63.0 |
1.2% |
39% |
False |
False |
61,971 |
20 |
5,559.5 |
5,140.0 |
419.5 |
7.7% |
66.0 |
1.2% |
70% |
False |
False |
86,648 |
40 |
5,559.5 |
5,061.0 |
498.5 |
9.2% |
70.0 |
1.3% |
75% |
False |
False |
43,973 |
60 |
5,559.5 |
4,915.0 |
644.5 |
11.9% |
69.5 |
1.3% |
80% |
False |
False |
29,567 |
80 |
5,559.5 |
4,884.5 |
675.0 |
12.4% |
63.0 |
1.2% |
81% |
False |
False |
22,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,762.0 |
2.618 |
5,651.5 |
1.618 |
5,584.0 |
1.000 |
5,542.5 |
0.618 |
5,516.5 |
HIGH |
5,475.0 |
0.618 |
5,449.0 |
0.500 |
5,441.0 |
0.382 |
5,433.5 |
LOW |
5,407.5 |
0.618 |
5,366.0 |
1.000 |
5,340.0 |
1.618 |
5,298.5 |
2.618 |
5,231.0 |
4.250 |
5,120.5 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,441.0 |
5,483.5 |
PP |
5,438.5 |
5,466.5 |
S1 |
5,435.5 |
5,449.5 |
|