Trading Metrics calculated at close of trading on 06-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,939.0 |
4,942.0 |
3.0 |
0.1% |
4,839.0 |
High |
4,939.0 |
4,942.0 |
3.0 |
0.1% |
4,885.0 |
Low |
4,904.0 |
4,905.0 |
1.0 |
0.0% |
4,821.0 |
Close |
4,927.0 |
4,912.0 |
-15.0 |
-0.3% |
4,878.0 |
Range |
35.0 |
37.0 |
2.0 |
5.7% |
64.0 |
ATR |
56.1 |
54.7 |
-1.4 |
-2.4% |
0.0 |
Volume |
25,702 |
17,593 |
-8,109 |
-31.6% |
37,654 |
|
Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,030.7 |
5,008.3 |
4,932.4 |
|
R3 |
4,993.7 |
4,971.3 |
4,922.2 |
|
R2 |
4,956.7 |
4,956.7 |
4,918.8 |
|
R1 |
4,934.3 |
4,934.3 |
4,915.4 |
4,927.0 |
PP |
4,919.7 |
4,919.7 |
4,919.7 |
4,916.0 |
S1 |
4,897.3 |
4,897.3 |
4,908.6 |
4,890.0 |
S2 |
4,882.7 |
4,882.7 |
4,905.2 |
|
S3 |
4,845.7 |
4,860.3 |
4,901.8 |
|
S4 |
4,808.7 |
4,823.3 |
4,891.7 |
|
|
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 |
4,942.0 |
4,827.0 |
115.0 |
2.3% |
36.4 |
0.7% |
74% |
True |
False |
16,254 |
10 |
4,942.0 |
4,617.0 |
325.0 |
6.6% |
45.9 |
0.9% |
91% |
True |
False |
15,955 |
20 |
4,942.0 |
4,582.0 |
360.0 |
7.3% |
50.4 |
1.0% |
92% |
True |
False |
22,068 |
40 |
4,942.0 |
4,567.0 |
375.0 |
7.6% |
35.0 |
0.7% |
92% |
True |
False |
11,073 |
60 |
4,942.0 |
4,506.0 |
436.0 |
8.9% |
28.3 |
0.6% |
93% |
True |
False |
7,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,099.3 |
2.618 |
5,038.9 |
1.618 |
5,001.9 |
1.000 |
4,979.0 |
0.618 |
4,964.9 |
HIGH |
4,942.0 |
0.618 |
4,927.9 |
0.500 |
4,923.5 |
0.382 |
4,919.1 |
LOW |
4,905.0 |
0.618 |
4,882.1 |
1.000 |
4,868.0 |
1.618 |
4,845.1 |
2.618 |
4,808.1 |
4.250 |
4,747.8 |
|
|
Fisher Pivots for day following 06-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,923.5 |
4,907.0 |
PP |
4,919.7 |
4,902.0 |
S1 |
4,915.8 |
4,897.0 |
|