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 |
5,433.0 |
5,469.5 |
36.5 |
0.7% |
5,369.0 |
High |
5,475.0 |
5,478.0 |
3.0 |
0.1% |
5,510.0 |
Low |
5,407.5 |
5,431.5 |
24.0 |
0.4% |
5,365.0 |
Close |
5,432.5 |
5,452.0 |
19.5 |
0.4% |
5,490.0 |
Range |
67.5 |
46.5 |
-21.0 |
-31.1% |
145.0 |
ATR |
75.3 |
73.2 |
-2.1 |
-2.7% |
0.0 |
Volume |
107,212 |
80,922 |
-26,290 |
-24.5% |
310,912 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,593.5 |
5,569.0 |
5,477.5 |
|
R3 |
5,547.0 |
5,522.5 |
5,465.0 |
|
R2 |
5,500.5 |
5,500.5 |
5,460.5 |
|
R1 |
5,476.0 |
5,476.0 |
5,456.5 |
5,465.0 |
PP |
5,454.0 |
5,454.0 |
5,454.0 |
5,448.0 |
S1 |
5,429.5 |
5,429.5 |
5,447.5 |
5,418.5 |
S2 |
5,407.5 |
5,407.5 |
5,443.5 |
|
S3 |
5,361.0 |
5,383.0 |
5,439.0 |
|
S4 |
5,314.5 |
5,336.5 |
5,426.5 |
|
|
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% |
67.0 |
1.2% |
29% |
False |
False |
82,788 |
10 |
5,559.5 |
5,351.0 |
208.5 |
3.8% |
63.5 |
1.2% |
48% |
False |
False |
70,063 |
20 |
5,559.5 |
5,140.0 |
419.5 |
7.7% |
65.5 |
1.2% |
74% |
False |
False |
89,363 |
40 |
5,559.5 |
5,061.0 |
498.5 |
9.1% |
70.0 |
1.3% |
78% |
False |
False |
45,976 |
60 |
5,559.5 |
4,915.0 |
644.5 |
11.8% |
69.5 |
1.3% |
83% |
False |
False |
30,915 |
80 |
5,559.5 |
4,884.5 |
675.0 |
12.4% |
63.0 |
1.2% |
84% |
False |
False |
23,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,675.5 |
2.618 |
5,599.5 |
1.618 |
5,553.0 |
1.000 |
5,524.5 |
0.618 |
5,506.5 |
HIGH |
5,478.0 |
0.618 |
5,460.0 |
0.500 |
5,455.0 |
0.382 |
5,449.5 |
LOW |
5,431.5 |
0.618 |
5,403.0 |
1.000 |
5,385.0 |
1.618 |
5,356.5 |
2.618 |
5,310.0 |
4.250 |
5,234.0 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
5,455.0 |
5,457.0 |
PP |
5,454.0 |
5,455.5 |
S1 |
5,453.0 |
5,453.5 |
|