Trading Metrics calculated at close of trading on 12-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,934.0 |
4,930.0 |
-4.0 |
-0.1% |
4,862.0 |
High |
4,946.0 |
4,935.0 |
-11.0 |
-0.2% |
4,942.0 |
Low |
4,921.0 |
4,879.0 |
-42.0 |
-0.9% |
4,852.0 |
Close |
4,933.0 |
4,891.0 |
-42.0 |
-0.9% |
4,895.0 |
Range |
25.0 |
56.0 |
31.0 |
124.0% |
90.0 |
ATR |
53.5 |
53.7 |
0.2 |
0.3% |
0.0 |
Volume |
14,201 |
22,053 |
7,852 |
55.3% |
90,028 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,069.7 |
5,036.3 |
4,921.8 |
|
R3 |
5,013.7 |
4,980.3 |
4,906.4 |
|
R2 |
4,957.7 |
4,957.7 |
4,901.3 |
|
R1 |
4,924.3 |
4,924.3 |
4,896.1 |
4,913.0 |
PP |
4,901.7 |
4,901.7 |
4,901.7 |
4,896.0 |
S1 |
4,868.3 |
4,868.3 |
4,885.9 |
4,857.0 |
S2 |
4,845.7 |
4,845.7 |
4,880.7 |
|
S3 |
4,789.7 |
4,812.3 |
4,875.6 |
|
S4 |
4,733.7 |
4,756.3 |
4,860.2 |
|
|
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% |
41.0 |
0.8% |
19% |
False |
False |
17,021 |
10 |
4,946.0 |
4,821.0 |
125.0 |
2.6% |
38.7 |
0.8% |
56% |
False |
False |
16,393 |
20 |
4,946.0 |
4,589.0 |
357.0 |
7.3% |
47.9 |
1.0% |
85% |
False |
False |
25,257 |
40 |
4,946.0 |
4,567.0 |
379.0 |
7.7% |
37.4 |
0.8% |
85% |
False |
False |
12,758 |
60 |
4,946.0 |
4,506.0 |
440.0 |
9.0% |
30.3 |
0.6% |
88% |
False |
False |
8,519 |
80 |
4,946.0 |
4,506.0 |
440.0 |
9.0% |
24.5 |
0.5% |
88% |
False |
False |
6,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,173.0 |
2.618 |
5,081.6 |
1.618 |
5,025.6 |
1.000 |
4,991.0 |
0.618 |
4,969.6 |
HIGH |
4,935.0 |
0.618 |
4,913.6 |
0.500 |
4,907.0 |
0.382 |
4,900.4 |
LOW |
4,879.0 |
0.618 |
4,844.4 |
1.000 |
4,823.0 |
1.618 |
4,788.4 |
2.618 |
4,732.4 |
4.250 |
4,641.0 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,907.0 |
4,912.5 |
PP |
4,901.7 |
4,905.3 |
S1 |
4,896.3 |
4,898.2 |
|