Trading Metrics calculated at close of trading on 04-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,859.0 |
4,862.0 |
3.0 |
0.1% |
4,839.0 |
High |
4,885.0 |
4,884.0 |
-1.0 |
0.0% |
4,885.0 |
Low |
4,850.0 |
4,852.0 |
2.0 |
0.0% |
4,821.0 |
Close |
4,878.0 |
4,876.0 |
-2.0 |
0.0% |
4,878.0 |
Range |
35.0 |
32.0 |
-3.0 |
-8.6% |
64.0 |
ATR |
57.4 |
55.6 |
-1.8 |
-3.2% |
0.0 |
Volume |
10,855 |
15,475 |
4,620 |
42.6% |
37,654 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,966.7 |
4,953.3 |
4,893.6 |
|
R3 |
4,934.7 |
4,921.3 |
4,884.8 |
|
R2 |
4,902.7 |
4,902.7 |
4,881.9 |
|
R1 |
4,889.3 |
4,889.3 |
4,878.9 |
4,896.0 |
PP |
4,870.7 |
4,870.7 |
4,870.7 |
4,874.0 |
S1 |
4,857.3 |
4,857.3 |
4,873.1 |
4,864.0 |
S2 |
4,838.7 |
4,838.7 |
4,870.1 |
|
S3 |
4,806.7 |
4,825.3 |
4,867.2 |
|
S4 |
4,774.7 |
4,793.3 |
4,858.4 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,053.3 |
5,029.7 |
4,913.2 |
|
R3 |
4,989.3 |
4,965.7 |
4,895.6 |
|
R2 |
4,925.3 |
4,925.3 |
4,889.7 |
|
R1 |
4,901.7 |
4,901.7 |
4,883.9 |
4,913.5 |
PP |
4,861.3 |
4,861.3 |
4,861.3 |
4,867.3 |
S1 |
4,837.7 |
4,837.7 |
4,872.1 |
4,849.5 |
S2 |
4,797.3 |
4,797.3 |
4,866.3 |
|
S3 |
4,733.3 |
4,773.7 |
4,860.4 |
|
S4 |
4,669.3 |
4,709.7 |
4,842.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,885.0 |
4,749.0 |
136.0 |
2.8% |
42.4 |
0.9% |
93% |
False |
False |
12,810 |
10 |
4,885.0 |
4,589.0 |
296.0 |
6.1% |
53.1 |
1.1% |
97% |
False |
False |
18,153 |
20 |
4,885.0 |
4,582.0 |
303.0 |
6.2% |
50.4 |
1.0% |
97% |
False |
False |
19,910 |
40 |
4,885.0 |
4,506.0 |
379.0 |
7.8% |
33.8 |
0.7% |
98% |
False |
False |
9,991 |
60 |
4,885.0 |
4,506.0 |
379.0 |
7.8% |
27.8 |
0.6% |
98% |
False |
False |
6,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,020.0 |
2.618 |
4,967.8 |
1.618 |
4,935.8 |
1.000 |
4,916.0 |
0.618 |
4,903.8 |
HIGH |
4,884.0 |
0.618 |
4,871.8 |
0.500 |
4,868.0 |
0.382 |
4,864.2 |
LOW |
4,852.0 |
0.618 |
4,832.2 |
1.000 |
4,820.0 |
1.618 |
4,800.2 |
2.618 |
4,768.2 |
4.250 |
4,716.0 |
|
|
Fisher Pivots for day following 04-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,873.3 |
4,869.3 |
PP |
4,870.7 |
4,862.7 |
S1 |
4,868.0 |
4,856.0 |
|