Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,942.0 |
4,923.0 |
-19.0 |
-0.4% |
4,839.0 |
High |
4,942.0 |
4,927.0 |
-15.0 |
-0.3% |
4,885.0 |
Low |
4,905.0 |
4,878.0 |
-27.0 |
-0.6% |
4,821.0 |
Close |
4,912.0 |
4,883.0 |
-29.0 |
-0.6% |
4,878.0 |
Range |
37.0 |
49.0 |
12.0 |
32.4% |
64.0 |
ATR |
54.7 |
54.3 |
-0.4 |
-0.7% |
0.0 |
Volume |
17,593 |
16,586 |
-1,007 |
-5.7% |
37,654 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,043.0 |
5,012.0 |
4,910.0 |
|
R3 |
4,994.0 |
4,963.0 |
4,896.5 |
|
R2 |
4,945.0 |
4,945.0 |
4,892.0 |
|
R1 |
4,914.0 |
4,914.0 |
4,887.5 |
4,905.0 |
PP |
4,896.0 |
4,896.0 |
4,896.0 |
4,891.5 |
S1 |
4,865.0 |
4,865.0 |
4,878.5 |
4,856.0 |
S2 |
4,847.0 |
4,847.0 |
4,874.0 |
|
S3 |
4,798.0 |
4,816.0 |
4,869.5 |
|
S4 |
4,749.0 |
4,767.0 |
4,856.1 |
|
|
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 |
4,850.0 |
92.0 |
1.9% |
37.6 |
0.8% |
36% |
False |
False |
17,242 |
10 |
4,942.0 |
4,647.0 |
295.0 |
6.0% |
43.8 |
0.9% |
80% |
False |
False |
15,618 |
20 |
4,942.0 |
4,582.0 |
360.0 |
7.4% |
48.9 |
1.0% |
84% |
False |
False |
22,868 |
40 |
4,942.0 |
4,567.0 |
375.0 |
7.7% |
35.4 |
0.7% |
84% |
False |
False |
11,486 |
60 |
4,942.0 |
4,506.0 |
436.0 |
8.9% |
28.5 |
0.6% |
86% |
False |
False |
7,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,135.3 |
2.618 |
5,055.3 |
1.618 |
5,006.3 |
1.000 |
4,976.0 |
0.618 |
4,957.3 |
HIGH |
4,927.0 |
0.618 |
4,908.3 |
0.500 |
4,902.5 |
0.382 |
4,896.7 |
LOW |
4,878.0 |
0.618 |
4,847.7 |
1.000 |
4,829.0 |
1.618 |
4,798.7 |
2.618 |
4,749.7 |
4.250 |
4,669.8 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,902.5 |
4,910.0 |
PP |
4,896.0 |
4,901.0 |
S1 |
4,889.5 |
4,892.0 |
|