Trading Metrics calculated at close of trading on 06-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,520 |
10,514 |
-6 |
-0.1% |
10,455 |
High |
10,538 |
10,544 |
6 |
0.1% |
10,526 |
Low |
10,455 |
10,479 |
24 |
0.2% |
10,360 |
Close |
10,515 |
10,516 |
1 |
0.0% |
10,365 |
Range |
83 |
65 |
-18 |
-21.7% |
166 |
ATR |
117 |
113 |
-4 |
-3.2% |
0 |
Volume |
93,770 |
93,287 |
-483 |
-0.5% |
142,006 |
|
Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,708 |
10,677 |
10,552 |
|
R3 |
10,643 |
10,612 |
10,534 |
|
R2 |
10,578 |
10,578 |
10,528 |
|
R1 |
10,547 |
10,547 |
10,522 |
10,563 |
PP |
10,513 |
10,513 |
10,513 |
10,521 |
S1 |
10,482 |
10,482 |
10,510 |
10,498 |
S2 |
10,448 |
10,448 |
10,504 |
|
S3 |
10,383 |
10,417 |
10,498 |
|
S4 |
10,318 |
10,352 |
10,480 |
|
|
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% |
107 |
1.0% |
83% |
False |
False |
62,673 |
10 |
10,548 |
10,333 |
215 |
2.0% |
89 |
0.8% |
85% |
False |
False |
56,454 |
20 |
10,548 |
10,170 |
378 |
3.6% |
107 |
1.0% |
92% |
False |
False |
62,652 |
40 |
10,548 |
9,911 |
637 |
6.1% |
122 |
1.2% |
95% |
False |
False |
31,509 |
60 |
10,548 |
9,570 |
978 |
9.3% |
135 |
1.3% |
97% |
False |
False |
21,049 |
80 |
10,548 |
9,280 |
1,268 |
12.1% |
132 |
1.3% |
97% |
False |
False |
15,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,820 |
2.618 |
10,714 |
1.618 |
10,649 |
1.000 |
10,609 |
0.618 |
10,584 |
HIGH |
10,544 |
0.618 |
10,519 |
0.500 |
10,512 |
0.382 |
10,504 |
LOW |
10,479 |
0.618 |
10,439 |
1.000 |
10,414 |
1.618 |
10,374 |
2.618 |
10,309 |
4.250 |
10,203 |
|
|
Fisher Pivots for day following 06-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,515 |
10,499 |
PP |
10,513 |
10,483 |
S1 |
10,512 |
10,466 |
|