Trading Metrics calculated at close of trading on 11-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,548 |
10,573 |
25 |
0.2% |
10,384 |
High |
10,579 |
10,623 |
44 |
0.4% |
10,579 |
Low |
10,496 |
10,537 |
41 |
0.4% |
10,384 |
Close |
10,566 |
10,604 |
38 |
0.4% |
10,566 |
Range |
83 |
86 |
3 |
3.6% |
195 |
ATR |
111 |
109 |
-2 |
-1.6% |
0 |
Volume |
112,280 |
79,925 |
-32,355 |
-28.8% |
436,154 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,846 |
10,811 |
10,651 |
|
R3 |
10,760 |
10,725 |
10,628 |
|
R2 |
10,674 |
10,674 |
10,620 |
|
R1 |
10,639 |
10,639 |
10,612 |
10,657 |
PP |
10,588 |
10,588 |
10,588 |
10,597 |
S1 |
10,553 |
10,553 |
10,596 |
10,571 |
S2 |
10,502 |
10,502 |
10,588 |
|
S3 |
10,416 |
10,467 |
10,580 |
|
S4 |
10,330 |
10,381 |
10,557 |
|
|
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 |
10,623 |
10,451 |
172 |
1.6% |
85 |
0.8% |
89% |
True |
False |
95,286 |
10 |
10,623 |
10,360 |
263 |
2.5% |
93 |
0.9% |
93% |
True |
False |
65,808 |
20 |
10,623 |
10,201 |
422 |
4.0% |
99 |
0.9% |
95% |
True |
False |
76,469 |
40 |
10,623 |
10,054 |
569 |
5.4% |
119 |
1.1% |
97% |
True |
False |
38,720 |
60 |
10,623 |
9,570 |
1,053 |
9.9% |
135 |
1.3% |
98% |
True |
False |
25,870 |
80 |
10,623 |
9,280 |
1,343 |
12.7% |
132 |
1.2% |
99% |
True |
False |
19,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,989 |
2.618 |
10,848 |
1.618 |
10,762 |
1.000 |
10,709 |
0.618 |
10,676 |
HIGH |
10,623 |
0.618 |
10,590 |
0.500 |
10,580 |
0.382 |
10,570 |
LOW |
10,537 |
0.618 |
10,484 |
1.000 |
10,451 |
1.618 |
10,398 |
2.618 |
10,312 |
4.250 |
10,172 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,596 |
10,582 |
PP |
10,588 |
10,559 |
S1 |
10,580 |
10,537 |
|