Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,923.0 |
4,911.0 |
-12.0 |
-0.2% |
4,862.0 |
High |
4,927.0 |
4,929.0 |
2.0 |
0.0% |
4,942.0 |
Low |
4,878.0 |
4,891.0 |
13.0 |
0.3% |
4,852.0 |
Close |
4,883.0 |
4,895.0 |
12.0 |
0.2% |
4,895.0 |
Range |
49.0 |
38.0 |
-11.0 |
-22.4% |
90.0 |
ATR |
54.3 |
53.7 |
-0.6 |
-1.1% |
0.0 |
Volume |
16,586 |
14,672 |
-1,914 |
-11.5% |
90,028 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,019.0 |
4,995.0 |
4,915.9 |
|
R3 |
4,981.0 |
4,957.0 |
4,905.5 |
|
R2 |
4,943.0 |
4,943.0 |
4,902.0 |
|
R1 |
4,919.0 |
4,919.0 |
4,898.5 |
4,912.0 |
PP |
4,905.0 |
4,905.0 |
4,905.0 |
4,901.5 |
S1 |
4,881.0 |
4,881.0 |
4,891.5 |
4,874.0 |
S2 |
4,867.0 |
4,867.0 |
4,888.0 |
|
S3 |
4,829.0 |
4,843.0 |
4,884.6 |
|
S4 |
4,791.0 |
4,805.0 |
4,874.1 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,166.3 |
5,120.7 |
4,944.5 |
|
R3 |
5,076.3 |
5,030.7 |
4,919.8 |
|
R2 |
4,986.3 |
4,986.3 |
4,911.5 |
|
R1 |
4,940.7 |
4,940.7 |
4,903.3 |
4,963.5 |
PP |
4,896.3 |
4,896.3 |
4,896.3 |
4,907.8 |
S1 |
4,850.7 |
4,850.7 |
4,886.8 |
4,873.5 |
S2 |
4,806.3 |
4,806.3 |
4,878.5 |
|
S3 |
4,716.3 |
4,760.7 |
4,870.3 |
|
S4 |
4,626.3 |
4,670.7 |
4,845.5 |
|
|
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 |
4,852.0 |
90.0 |
1.8% |
38.2 |
0.8% |
48% |
False |
False |
18,005 |
10 |
4,942.0 |
4,685.0 |
257.0 |
5.3% |
42.8 |
0.9% |
82% |
False |
False |
15,342 |
20 |
4,942.0 |
4,582.0 |
360.0 |
7.4% |
48.9 |
1.0% |
87% |
False |
False |
23,538 |
40 |
4,942.0 |
4,567.0 |
375.0 |
7.7% |
36.3 |
0.7% |
87% |
False |
False |
11,853 |
60 |
4,942.0 |
4,506.0 |
436.0 |
8.9% |
29.0 |
0.6% |
89% |
False |
False |
7,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,090.5 |
2.618 |
5,028.5 |
1.618 |
4,990.5 |
1.000 |
4,967.0 |
0.618 |
4,952.5 |
HIGH |
4,929.0 |
0.618 |
4,914.5 |
0.500 |
4,910.0 |
0.382 |
4,905.5 |
LOW |
4,891.0 |
0.618 |
4,867.5 |
1.000 |
4,853.0 |
1.618 |
4,829.5 |
2.618 |
4,791.5 |
4.250 |
4,729.5 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,910.0 |
4,910.0 |
PP |
4,905.0 |
4,905.0 |
S1 |
4,900.0 |
4,900.0 |
|