Trading Metrics calculated at close of trading on 04-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,485 |
10,384 |
-101 |
-1.0% |
10,455 |
High |
10,514 |
10,548 |
34 |
0.3% |
10,526 |
Low |
10,360 |
10,384 |
24 |
0.2% |
10,360 |
Close |
10,365 |
10,519 |
154 |
1.5% |
10,365 |
Range |
154 |
164 |
10 |
6.5% |
166 |
ATR |
114 |
119 |
5 |
4.3% |
0 |
Volume |
44,971 |
39,645 |
-5,326 |
-11.8% |
142,006 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,976 |
10,911 |
10,609 |
|
R3 |
10,812 |
10,747 |
10,564 |
|
R2 |
10,648 |
10,648 |
10,549 |
|
R1 |
10,583 |
10,583 |
10,534 |
10,616 |
PP |
10,484 |
10,484 |
10,484 |
10,500 |
S1 |
10,419 |
10,419 |
10,504 |
10,452 |
S2 |
10,320 |
10,320 |
10,489 |
|
S3 |
10,156 |
10,255 |
10,474 |
|
S4 |
9,992 |
10,091 |
10,429 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,915 |
10,806 |
10,456 |
|
R3 |
10,749 |
10,640 |
10,411 |
|
R2 |
10,583 |
10,583 |
10,396 |
|
R1 |
10,474 |
10,474 |
10,380 |
10,446 |
PP |
10,417 |
10,417 |
10,417 |
10,403 |
S1 |
10,308 |
10,308 |
10,350 |
10,280 |
S2 |
10,251 |
10,251 |
10,335 |
|
S3 |
10,085 |
10,142 |
10,319 |
|
S4 |
9,919 |
9,976 |
10,274 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,548 |
10,360 |
188 |
1.8% |
101 |
1.0% |
85% |
True |
False |
36,330 |
10 |
10,548 |
10,201 |
347 |
3.3% |
102 |
1.0% |
92% |
True |
False |
60,058 |
20 |
10,548 |
10,170 |
378 |
3.6% |
115 |
1.1% |
92% |
True |
False |
53,428 |
40 |
10,548 |
9,663 |
885 |
8.4% |
127 |
1.2% |
97% |
True |
False |
26,841 |
60 |
10,548 |
9,570 |
978 |
9.3% |
136 |
1.3% |
97% |
True |
False |
17,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,245 |
2.618 |
10,977 |
1.618 |
10,813 |
1.000 |
10,712 |
0.618 |
10,649 |
HIGH |
10,548 |
0.618 |
10,485 |
0.500 |
10,466 |
0.382 |
10,447 |
LOW |
10,384 |
0.618 |
10,283 |
1.000 |
10,220 |
1.618 |
10,119 |
2.618 |
9,955 |
4.250 |
9,687 |
|
|
Fisher Pivots for day following 04-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,501 |
10,497 |
PP |
10,484 |
10,476 |
S1 |
10,466 |
10,454 |
|