Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,518 |
10,548 |
30 |
0.3% |
10,384 |
High |
10,560 |
10,579 |
19 |
0.2% |
10,579 |
Low |
10,451 |
10,496 |
45 |
0.4% |
10,384 |
Close |
10,545 |
10,566 |
21 |
0.2% |
10,566 |
Range |
109 |
83 |
-26 |
-23.9% |
195 |
ATR |
113 |
111 |
-2 |
-1.9% |
0 |
Volume |
97,172 |
112,280 |
15,108 |
15.5% |
436,154 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,796 |
10,764 |
10,612 |
|
R3 |
10,713 |
10,681 |
10,589 |
|
R2 |
10,630 |
10,630 |
10,581 |
|
R1 |
10,598 |
10,598 |
10,574 |
10,614 |
PP |
10,547 |
10,547 |
10,547 |
10,555 |
S1 |
10,515 |
10,515 |
10,559 |
10,531 |
S2 |
10,464 |
10,464 |
10,551 |
|
S3 |
10,381 |
10,432 |
10,543 |
|
S4 |
10,298 |
10,349 |
10,520 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,095 |
11,025 |
10,673 |
|
R3 |
10,900 |
10,830 |
10,620 |
|
R2 |
10,705 |
10,705 |
10,602 |
|
R1 |
10,635 |
10,635 |
10,584 |
10,670 |
PP |
10,510 |
10,510 |
10,510 |
10,527 |
S1 |
10,440 |
10,440 |
10,548 |
10,475 |
S2 |
10,315 |
10,315 |
10,530 |
|
S3 |
10,120 |
10,245 |
10,513 |
|
S4 |
9,925 |
10,050 |
10,459 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,579 |
10,384 |
195 |
1.8% |
101 |
1.0% |
93% |
True |
False |
87,230 |
10 |
10,579 |
10,360 |
219 |
2.1% |
92 |
0.9% |
94% |
True |
False |
62,659 |
20 |
10,579 |
10,201 |
378 |
3.6% |
102 |
1.0% |
97% |
True |
False |
72,947 |
40 |
10,579 |
10,054 |
525 |
5.0% |
119 |
1.1% |
98% |
True |
False |
36,729 |
60 |
10,579 |
9,570 |
1,009 |
9.5% |
136 |
1.3% |
99% |
True |
False |
24,539 |
80 |
10,579 |
9,280 |
1,299 |
12.3% |
132 |
1.2% |
99% |
True |
False |
18,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,932 |
2.618 |
10,796 |
1.618 |
10,713 |
1.000 |
10,662 |
0.618 |
10,630 |
HIGH |
10,579 |
0.618 |
10,547 |
0.500 |
10,538 |
0.382 |
10,528 |
LOW |
10,496 |
0.618 |
10,445 |
1.000 |
10,413 |
1.618 |
10,362 |
2.618 |
10,279 |
4.250 |
10,143 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,557 |
10,549 |
PP |
10,547 |
10,532 |
S1 |
10,538 |
10,515 |
|