Trading Metrics calculated at close of trading on 11-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,911.0 |
4,934.0 |
23.0 |
0.5% |
4,862.0 |
High |
4,929.0 |
4,946.0 |
17.0 |
0.3% |
4,942.0 |
Low |
4,891.0 |
4,921.0 |
30.0 |
0.6% |
4,852.0 |
Close |
4,895.0 |
4,933.0 |
38.0 |
0.8% |
4,895.0 |
Range |
38.0 |
25.0 |
-13.0 |
-34.2% |
90.0 |
ATR |
53.7 |
53.5 |
-0.2 |
-0.4% |
0.0 |
Volume |
14,672 |
14,201 |
-471 |
-3.2% |
90,028 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,008.3 |
4,995.7 |
4,946.8 |
|
R3 |
4,983.3 |
4,970.7 |
4,939.9 |
|
R2 |
4,958.3 |
4,958.3 |
4,937.6 |
|
R1 |
4,945.7 |
4,945.7 |
4,935.3 |
4,939.5 |
PP |
4,933.3 |
4,933.3 |
4,933.3 |
4,930.3 |
S1 |
4,920.7 |
4,920.7 |
4,930.7 |
4,914.5 |
S2 |
4,908.3 |
4,908.3 |
4,928.4 |
|
S3 |
4,883.3 |
4,895.7 |
4,926.1 |
|
S4 |
4,858.3 |
4,870.7 |
4,919.3 |
|
|
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 |
4,946.0 |
4,878.0 |
68.0 |
1.4% |
36.8 |
0.7% |
81% |
True |
False |
17,750 |
10 |
4,946.0 |
4,749.0 |
197.0 |
4.0% |
39.6 |
0.8% |
93% |
True |
False |
15,280 |
20 |
4,946.0 |
4,589.0 |
357.0 |
7.2% |
47.8 |
1.0% |
96% |
True |
False |
24,191 |
40 |
4,946.0 |
4,567.0 |
379.0 |
7.7% |
37.0 |
0.7% |
97% |
True |
False |
12,208 |
60 |
4,946.0 |
4,506.0 |
440.0 |
8.9% |
29.4 |
0.6% |
97% |
True |
False |
8,152 |
80 |
4,946.0 |
4,506.0 |
440.0 |
8.9% |
23.8 |
0.5% |
97% |
True |
False |
6,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,052.3 |
2.618 |
5,011.5 |
1.618 |
4,986.5 |
1.000 |
4,971.0 |
0.618 |
4,961.5 |
HIGH |
4,946.0 |
0.618 |
4,936.5 |
0.500 |
4,933.5 |
0.382 |
4,930.6 |
LOW |
4,921.0 |
0.618 |
4,905.6 |
1.000 |
4,896.0 |
1.618 |
4,880.6 |
2.618 |
4,855.6 |
4.250 |
4,814.8 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,933.5 |
4,926.0 |
PP |
4,933.3 |
4,919.0 |
S1 |
4,933.2 |
4,912.0 |
|