Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,589 |
10,626 |
37 |
0.3% |
10,384 |
High |
10,656 |
10,672 |
16 |
0.2% |
10,579 |
Low |
10,561 |
10,604 |
43 |
0.4% |
10,384 |
Close |
10,628 |
10,663 |
35 |
0.3% |
10,566 |
Range |
95 |
68 |
-27 |
-28.4% |
195 |
ATR |
107 |
104 |
-3 |
-2.6% |
0 |
Volume |
126,885 |
113,576 |
-13,309 |
-10.5% |
436,154 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,850 |
10,825 |
10,701 |
|
R3 |
10,782 |
10,757 |
10,682 |
|
R2 |
10,714 |
10,714 |
10,676 |
|
R1 |
10,689 |
10,689 |
10,669 |
10,702 |
PP |
10,646 |
10,646 |
10,646 |
10,653 |
S1 |
10,621 |
10,621 |
10,657 |
10,634 |
S2 |
10,578 |
10,578 |
10,651 |
|
S3 |
10,510 |
10,553 |
10,644 |
|
S4 |
10,442 |
10,485 |
10,626 |
|
|
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 |
10,672 |
10,496 |
176 |
1.7% |
84 |
0.8% |
95% |
True |
False |
105,311 |
10 |
10,672 |
10,360 |
312 |
2.9% |
100 |
0.9% |
97% |
True |
False |
89,540 |
20 |
10,672 |
10,201 |
471 |
4.4% |
97 |
0.9% |
98% |
True |
False |
80,565 |
40 |
10,672 |
10,054 |
618 |
5.8% |
116 |
1.1% |
99% |
True |
False |
47,066 |
60 |
10,672 |
9,570 |
1,102 |
10.3% |
133 |
1.2% |
99% |
True |
False |
31,438 |
80 |
10,672 |
9,280 |
1,392 |
13.1% |
132 |
1.2% |
99% |
True |
False |
23,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,961 |
2.618 |
10,850 |
1.618 |
10,782 |
1.000 |
10,740 |
0.618 |
10,714 |
HIGH |
10,672 |
0.618 |
10,646 |
0.500 |
10,638 |
0.382 |
10,630 |
LOW |
10,604 |
0.618 |
10,562 |
1.000 |
10,536 |
1.618 |
10,494 |
2.618 |
10,426 |
4.250 |
10,315 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,655 |
10,640 |
PP |
10,646 |
10,616 |
S1 |
10,638 |
10,593 |
|