Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,862.0 |
4,939.0 |
77.0 |
1.6% |
4,839.0 |
High |
4,884.0 |
4,939.0 |
55.0 |
1.1% |
4,885.0 |
Low |
4,852.0 |
4,904.0 |
52.0 |
1.1% |
4,821.0 |
Close |
4,876.0 |
4,927.0 |
51.0 |
1.0% |
4,878.0 |
Range |
32.0 |
35.0 |
3.0 |
9.4% |
64.0 |
ATR |
55.6 |
56.1 |
0.5 |
1.0% |
0.0 |
Volume |
15,475 |
25,702 |
10,227 |
66.1% |
37,654 |
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,028.3 |
5,012.7 |
4,946.3 |
|
R3 |
4,993.3 |
4,977.7 |
4,936.6 |
|
R2 |
4,958.3 |
4,958.3 |
4,933.4 |
|
R1 |
4,942.7 |
4,942.7 |
4,930.2 |
4,933.0 |
PP |
4,923.3 |
4,923.3 |
4,923.3 |
4,918.5 |
S1 |
4,907.7 |
4,907.7 |
4,923.8 |
4,898.0 |
S2 |
4,888.3 |
4,888.3 |
4,920.6 |
|
S3 |
4,853.3 |
4,872.7 |
4,917.4 |
|
S4 |
4,818.3 |
4,837.7 |
4,907.8 |
|
|
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 |
4,939.0 |
4,821.0 |
118.0 |
2.4% |
36.4 |
0.7% |
90% |
True |
False |
15,766 |
10 |
4,939.0 |
4,589.0 |
350.0 |
7.1% |
48.4 |
1.0% |
97% |
True |
False |
16,732 |
20 |
4,939.0 |
4,582.0 |
357.0 |
7.2% |
50.9 |
1.0% |
97% |
True |
False |
21,193 |
40 |
4,939.0 |
4,567.0 |
372.0 |
7.6% |
34.6 |
0.7% |
97% |
True |
False |
10,634 |
60 |
4,939.0 |
4,506.0 |
433.0 |
8.8% |
28.3 |
0.6% |
97% |
True |
False |
7,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,087.8 |
2.618 |
5,030.6 |
1.618 |
4,995.6 |
1.000 |
4,974.0 |
0.618 |
4,960.6 |
HIGH |
4,939.0 |
0.618 |
4,925.6 |
0.500 |
4,921.5 |
0.382 |
4,917.4 |
LOW |
4,904.0 |
0.618 |
4,882.4 |
1.000 |
4,869.0 |
1.618 |
4,847.4 |
2.618 |
4,812.4 |
4.250 |
4,755.3 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,925.2 |
4,916.2 |
PP |
4,923.3 |
4,905.3 |
S1 |
4,921.5 |
4,894.5 |
|