Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,854.0 |
4,886.0 |
32.0 |
0.7% |
4,862.0 |
High |
4,865.0 |
4,907.0 |
42.0 |
0.9% |
4,942.0 |
Low |
4,837.0 |
4,877.0 |
40.0 |
0.8% |
4,852.0 |
Close |
4,852.0 |
4,879.0 |
27.0 |
0.6% |
4,895.0 |
Range |
28.0 |
30.0 |
2.0 |
7.1% |
90.0 |
ATR |
53.7 |
53.8 |
0.1 |
0.2% |
0.0 |
Volume |
19,661 |
18,816 |
-845 |
-4.3% |
90,028 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,977.7 |
4,958.3 |
4,895.5 |
|
R3 |
4,947.7 |
4,928.3 |
4,887.3 |
|
R2 |
4,917.7 |
4,917.7 |
4,884.5 |
|
R1 |
4,898.3 |
4,898.3 |
4,881.8 |
4,893.0 |
PP |
4,887.7 |
4,887.7 |
4,887.7 |
4,885.0 |
S1 |
4,868.3 |
4,868.3 |
4,876.3 |
4,863.0 |
S2 |
4,857.7 |
4,857.7 |
4,873.5 |
|
S3 |
4,827.7 |
4,838.3 |
4,870.8 |
|
S4 |
4,797.7 |
4,808.3 |
4,862.5 |
|
|
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 |
4,837.0 |
109.0 |
2.2% |
35.4 |
0.7% |
39% |
False |
False |
17,880 |
10 |
4,946.0 |
4,837.0 |
109.0 |
2.2% |
36.5 |
0.7% |
39% |
False |
False |
17,561 |
20 |
4,946.0 |
4,589.0 |
357.0 |
7.3% |
45.8 |
0.9% |
81% |
False |
False |
23,126 |
40 |
4,946.0 |
4,567.0 |
379.0 |
7.8% |
38.1 |
0.8% |
82% |
False |
False |
13,713 |
60 |
4,946.0 |
4,506.0 |
440.0 |
9.0% |
30.8 |
0.6% |
85% |
False |
False |
9,158 |
80 |
4,946.0 |
4,506.0 |
440.0 |
9.0% |
25.1 |
0.5% |
85% |
False |
False |
6,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,034.5 |
2.618 |
4,985.5 |
1.618 |
4,955.5 |
1.000 |
4,937.0 |
0.618 |
4,925.5 |
HIGH |
4,907.0 |
0.618 |
4,895.5 |
0.500 |
4,892.0 |
0.382 |
4,888.5 |
LOW |
4,877.0 |
0.618 |
4,858.5 |
1.000 |
4,847.0 |
1.618 |
4,828.5 |
2.618 |
4,798.5 |
4.250 |
4,749.5 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,892.0 |
4,886.0 |
PP |
4,887.7 |
4,883.7 |
S1 |
4,883.3 |
4,881.3 |
|