Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,384 |
10,520 |
136 |
1.3% |
10,455 |
High |
10,548 |
10,538 |
-10 |
-0.1% |
10,526 |
Low |
10,384 |
10,455 |
71 |
0.7% |
10,360 |
Close |
10,519 |
10,515 |
-4 |
0.0% |
10,365 |
Range |
164 |
83 |
-81 |
-49.4% |
166 |
ATR |
119 |
117 |
-3 |
-2.2% |
0 |
Volume |
39,645 |
93,770 |
54,125 |
136.5% |
142,006 |
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,752 |
10,716 |
10,561 |
|
R3 |
10,669 |
10,633 |
10,538 |
|
R2 |
10,586 |
10,586 |
10,530 |
|
R1 |
10,550 |
10,550 |
10,523 |
10,527 |
PP |
10,503 |
10,503 |
10,503 |
10,491 |
S1 |
10,467 |
10,467 |
10,508 |
10,444 |
S2 |
10,420 |
10,420 |
10,500 |
|
S3 |
10,337 |
10,384 |
10,492 |
|
S4 |
10,254 |
10,301 |
10,469 |
|
|
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% |
104 |
1.0% |
82% |
False |
False |
50,911 |
10 |
10,548 |
10,261 |
287 |
2.7% |
96 |
0.9% |
89% |
False |
False |
57,963 |
20 |
10,548 |
10,170 |
378 |
3.6% |
109 |
1.0% |
91% |
False |
False |
58,059 |
40 |
10,548 |
9,816 |
732 |
7.0% |
123 |
1.2% |
95% |
False |
False |
29,179 |
60 |
10,548 |
9,570 |
978 |
9.3% |
136 |
1.3% |
97% |
False |
False |
19,496 |
80 |
10,548 |
9,280 |
1,268 |
12.1% |
132 |
1.3% |
97% |
False |
False |
14,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,891 |
2.618 |
10,755 |
1.618 |
10,672 |
1.000 |
10,621 |
0.618 |
10,589 |
HIGH |
10,538 |
0.618 |
10,506 |
0.500 |
10,497 |
0.382 |
10,487 |
LOW |
10,455 |
0.618 |
10,404 |
1.000 |
10,372 |
1.618 |
10,321 |
2.618 |
10,238 |
4.250 |
10,102 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,509 |
10,495 |
PP |
10,503 |
10,474 |
S1 |
10,497 |
10,454 |
|