Trading Metrics calculated at close of trading on 12-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,573 |
10,592 |
19 |
0.2% |
10,384 |
High |
10,623 |
10,603 |
-20 |
-0.2% |
10,579 |
Low |
10,537 |
10,514 |
-23 |
-0.2% |
10,384 |
Close |
10,604 |
10,588 |
-16 |
-0.2% |
10,566 |
Range |
86 |
89 |
3 |
3.5% |
195 |
ATR |
109 |
107 |
-1 |
-1.2% |
0 |
Volume |
79,925 |
93,891 |
13,966 |
17.5% |
436,154 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,835 |
10,801 |
10,637 |
|
R3 |
10,746 |
10,712 |
10,613 |
|
R2 |
10,657 |
10,657 |
10,604 |
|
R1 |
10,623 |
10,623 |
10,596 |
10,596 |
PP |
10,568 |
10,568 |
10,568 |
10,555 |
S1 |
10,534 |
10,534 |
10,580 |
10,507 |
S2 |
10,479 |
10,479 |
10,572 |
|
S3 |
10,390 |
10,445 |
10,564 |
|
S4 |
10,301 |
10,356 |
10,539 |
|
|
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% |
87 |
0.8% |
80% |
False |
False |
95,311 |
10 |
10,623 |
10,360 |
263 |
2.5% |
95 |
0.9% |
87% |
False |
False |
73,111 |
20 |
10,623 |
10,201 |
422 |
4.0% |
99 |
0.9% |
92% |
False |
False |
77,855 |
40 |
10,623 |
10,054 |
569 |
5.4% |
118 |
1.1% |
94% |
False |
False |
41,060 |
60 |
10,623 |
9,570 |
1,053 |
9.9% |
135 |
1.3% |
97% |
False |
False |
27,433 |
80 |
10,623 |
9,280 |
1,343 |
12.7% |
132 |
1.2% |
97% |
False |
False |
20,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,981 |
2.618 |
10,836 |
1.618 |
10,747 |
1.000 |
10,692 |
0.618 |
10,658 |
HIGH |
10,603 |
0.618 |
10,569 |
0.500 |
10,559 |
0.382 |
10,548 |
LOW |
10,514 |
0.618 |
10,459 |
1.000 |
10,425 |
1.618 |
10,370 |
2.618 |
10,281 |
4.250 |
10,136 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,578 |
10,579 |
PP |
10,568 |
10,569 |
S1 |
10,559 |
10,560 |
|