Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
4,886.0 |
4,895.0 |
9.0 |
0.2% |
4,934.0 |
High |
4,907.0 |
4,898.0 |
-9.0 |
-0.2% |
4,946.0 |
Low |
4,877.0 |
4,839.0 |
-38.0 |
-0.8% |
4,837.0 |
Close |
4,879.0 |
4,870.0 |
-9.0 |
-0.2% |
4,870.0 |
Range |
30.0 |
59.0 |
29.0 |
96.7% |
109.0 |
ATR |
53.8 |
54.2 |
0.4 |
0.7% |
0.0 |
Volume |
18,816 |
28,253 |
9,437 |
50.2% |
102,984 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,046.0 |
5,017.0 |
4,902.5 |
|
R3 |
4,987.0 |
4,958.0 |
4,886.2 |
|
R2 |
4,928.0 |
4,928.0 |
4,880.8 |
|
R1 |
4,899.0 |
4,899.0 |
4,875.4 |
4,884.0 |
PP |
4,869.0 |
4,869.0 |
4,869.0 |
4,861.5 |
S1 |
4,840.0 |
4,840.0 |
4,864.6 |
4,825.0 |
S2 |
4,810.0 |
4,810.0 |
4,859.2 |
|
S3 |
4,751.0 |
4,781.0 |
4,853.8 |
|
S4 |
4,692.0 |
4,722.0 |
4,837.6 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,211.3 |
5,149.7 |
4,930.0 |
|
R3 |
5,102.3 |
5,040.7 |
4,900.0 |
|
R2 |
4,993.3 |
4,993.3 |
4,890.0 |
|
R1 |
4,931.7 |
4,931.7 |
4,880.0 |
4,908.0 |
PP |
4,884.3 |
4,884.3 |
4,884.3 |
4,872.5 |
S1 |
4,822.7 |
4,822.7 |
4,860.0 |
4,799.0 |
S2 |
4,775.3 |
4,775.3 |
4,850.0 |
|
S3 |
4,666.3 |
4,713.7 |
4,840.0 |
|
S4 |
4,557.3 |
4,604.7 |
4,810.1 |
|
|
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% |
39.6 |
0.8% |
30% |
False |
False |
20,596 |
10 |
4,946.0 |
4,837.0 |
109.0 |
2.2% |
38.9 |
0.8% |
30% |
False |
False |
19,301 |
20 |
4,946.0 |
4,589.0 |
357.0 |
7.3% |
46.7 |
1.0% |
79% |
False |
False |
20,449 |
40 |
4,946.0 |
4,567.0 |
379.0 |
7.8% |
38.3 |
0.8% |
80% |
False |
False |
14,419 |
60 |
4,946.0 |
4,506.0 |
440.0 |
9.0% |
31.4 |
0.6% |
83% |
False |
False |
9,624 |
80 |
4,946.0 |
4,506.0 |
440.0 |
9.0% |
25.9 |
0.5% |
83% |
False |
False |
7,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,148.8 |
2.618 |
5,052.5 |
1.618 |
4,993.5 |
1.000 |
4,957.0 |
0.618 |
4,934.5 |
HIGH |
4,898.0 |
0.618 |
4,875.5 |
0.500 |
4,868.5 |
0.382 |
4,861.5 |
LOW |
4,839.0 |
0.618 |
4,802.5 |
1.000 |
4,780.0 |
1.618 |
4,743.5 |
2.618 |
4,684.5 |
4.250 |
4,588.3 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
4,869.5 |
4,872.0 |
PP |
4,869.0 |
4,871.3 |
S1 |
4,868.5 |
4,870.7 |
|