Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,514 |
10,518 |
4 |
0.0% |
10,455 |
High |
10,544 |
10,560 |
16 |
0.2% |
10,526 |
Low |
10,479 |
10,451 |
-28 |
-0.3% |
10,360 |
Close |
10,516 |
10,545 |
29 |
0.3% |
10,365 |
Range |
65 |
109 |
44 |
67.7% |
166 |
ATR |
113 |
113 |
0 |
-0.3% |
0 |
Volume |
93,287 |
97,172 |
3,885 |
4.2% |
142,006 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,846 |
10,804 |
10,605 |
|
R3 |
10,737 |
10,695 |
10,575 |
|
R2 |
10,628 |
10,628 |
10,565 |
|
R1 |
10,586 |
10,586 |
10,555 |
10,607 |
PP |
10,519 |
10,519 |
10,519 |
10,529 |
S1 |
10,477 |
10,477 |
10,535 |
10,498 |
S2 |
10,410 |
10,410 |
10,525 |
|
S3 |
10,301 |
10,368 |
10,515 |
|
S4 |
10,192 |
10,259 |
10,485 |
|
|
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 |
10,560 |
10,360 |
200 |
1.9% |
115 |
1.1% |
93% |
True |
False |
73,769 |
10 |
10,560 |
10,360 |
200 |
1.9% |
91 |
0.9% |
93% |
True |
False |
57,807 |
20 |
10,560 |
10,170 |
390 |
3.7% |
103 |
1.0% |
96% |
True |
False |
67,439 |
40 |
10,560 |
10,054 |
506 |
4.8% |
119 |
1.1% |
97% |
True |
False |
33,932 |
60 |
10,560 |
9,570 |
990 |
9.4% |
136 |
1.3% |
98% |
True |
False |
22,668 |
80 |
10,560 |
9,280 |
1,280 |
12.1% |
131 |
1.2% |
99% |
True |
False |
17,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,023 |
2.618 |
10,845 |
1.618 |
10,736 |
1.000 |
10,669 |
0.618 |
10,627 |
HIGH |
10,560 |
0.618 |
10,518 |
0.500 |
10,506 |
0.382 |
10,493 |
LOW |
10,451 |
0.618 |
10,384 |
1.000 |
10,342 |
1.618 |
10,275 |
2.618 |
10,166 |
4.250 |
9,988 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,532 |
10,532 |
PP |
10,519 |
10,519 |
S1 |
10,506 |
10,506 |
|