Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,626 |
10,673 |
47 |
0.4% |
10,573 |
High |
10,672 |
10,679 |
7 |
0.1% |
10,679 |
Low |
10,604 |
10,508 |
-96 |
-0.9% |
10,508 |
Close |
10,663 |
10,563 |
-100 |
-0.9% |
10,563 |
Range |
68 |
171 |
103 |
151.5% |
171 |
ATR |
104 |
109 |
5 |
4.6% |
0 |
Volume |
113,576 |
80,520 |
-33,056 |
-29.1% |
494,797 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,096 |
11,001 |
10,657 |
|
R3 |
10,925 |
10,830 |
10,610 |
|
R2 |
10,754 |
10,754 |
10,594 |
|
R1 |
10,659 |
10,659 |
10,579 |
10,621 |
PP |
10,583 |
10,583 |
10,583 |
10,565 |
S1 |
10,488 |
10,488 |
10,547 |
10,450 |
S2 |
10,412 |
10,412 |
10,532 |
|
S3 |
10,241 |
10,317 |
10,516 |
|
S4 |
10,070 |
10,146 |
10,469 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,096 |
11,001 |
10,657 |
|
R3 |
10,925 |
10,830 |
10,610 |
|
R2 |
10,754 |
10,754 |
10,594 |
|
R1 |
10,659 |
10,659 |
10,579 |
10,621 |
PP |
10,583 |
10,583 |
10,583 |
10,565 |
S1 |
10,488 |
10,488 |
10,547 |
10,450 |
S2 |
10,412 |
10,412 |
10,532 |
|
S3 |
10,241 |
10,317 |
10,516 |
|
S4 |
10,070 |
10,146 |
10,469 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,679 |
10,508 |
171 |
1.6% |
102 |
1.0% |
32% |
True |
True |
98,959 |
10 |
10,679 |
10,384 |
295 |
2.8% |
101 |
1.0% |
61% |
True |
False |
93,095 |
20 |
10,679 |
10,201 |
478 |
4.5% |
101 |
1.0% |
76% |
True |
False |
79,428 |
40 |
10,679 |
10,054 |
625 |
5.9% |
118 |
1.1% |
81% |
True |
False |
49,072 |
60 |
10,679 |
9,570 |
1,109 |
10.5% |
133 |
1.3% |
90% |
True |
False |
32,779 |
80 |
10,679 |
9,280 |
1,399 |
13.2% |
134 |
1.3% |
92% |
True |
False |
24,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,406 |
2.618 |
11,127 |
1.618 |
10,956 |
1.000 |
10,850 |
0.618 |
10,785 |
HIGH |
10,679 |
0.618 |
10,614 |
0.500 |
10,594 |
0.382 |
10,573 |
LOW |
10,508 |
0.618 |
10,402 |
1.000 |
10,337 |
1.618 |
10,231 |
2.618 |
10,060 |
4.250 |
9,781 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,594 |
10,594 |
PP |
10,583 |
10,583 |
S1 |
10,573 |
10,573 |
|