Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,592 |
10,589 |
-3 |
0.0% |
10,384 |
High |
10,603 |
10,656 |
53 |
0.5% |
10,579 |
Low |
10,514 |
10,561 |
47 |
0.4% |
10,384 |
Close |
10,588 |
10,628 |
40 |
0.4% |
10,566 |
Range |
89 |
95 |
6 |
6.7% |
195 |
ATR |
107 |
107 |
-1 |
-0.8% |
0 |
Volume |
93,891 |
126,885 |
32,994 |
35.1% |
436,154 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,900 |
10,859 |
10,680 |
|
R3 |
10,805 |
10,764 |
10,654 |
|
R2 |
10,710 |
10,710 |
10,646 |
|
R1 |
10,669 |
10,669 |
10,637 |
10,690 |
PP |
10,615 |
10,615 |
10,615 |
10,625 |
S1 |
10,574 |
10,574 |
10,619 |
10,595 |
S2 |
10,520 |
10,520 |
10,611 |
|
S3 |
10,425 |
10,479 |
10,602 |
|
S4 |
10,330 |
10,384 |
10,576 |
|
|
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 |
10,656 |
10,451 |
205 |
1.9% |
93 |
0.9% |
86% |
True |
False |
102,030 |
10 |
10,656 |
10,360 |
296 |
2.8% |
100 |
0.9% |
91% |
True |
False |
82,352 |
20 |
10,656 |
10,201 |
455 |
4.3% |
98 |
0.9% |
94% |
True |
False |
79,483 |
40 |
10,656 |
10,054 |
602 |
5.7% |
117 |
1.1% |
95% |
True |
False |
44,230 |
60 |
10,656 |
9,570 |
1,086 |
10.2% |
134 |
1.3% |
97% |
True |
False |
29,546 |
80 |
10,656 |
9,280 |
1,376 |
12.9% |
132 |
1.2% |
98% |
True |
False |
22,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,060 |
2.618 |
10,905 |
1.618 |
10,810 |
1.000 |
10,751 |
0.618 |
10,715 |
HIGH |
10,656 |
0.618 |
10,620 |
0.500 |
10,609 |
0.382 |
10,597 |
LOW |
10,561 |
0.618 |
10,502 |
1.000 |
10,466 |
1.618 |
10,407 |
2.618 |
10,312 |
4.250 |
10,157 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,622 |
10,614 |
PP |
10,615 |
10,599 |
S1 |
10,609 |
10,585 |
|