Trading Metrics calculated at close of trading on 04-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
21,620 |
21,794 |
174 |
0.8% |
21,610 |
High |
21,850 |
21,985 |
135 |
0.6% |
21,850 |
Low |
21,550 |
21,650 |
100 |
0.5% |
21,288 |
Close |
21,850 |
21,757 |
-93 |
-0.4% |
21,850 |
Range |
300 |
335 |
35 |
11.7% |
562 |
ATR |
352 |
351 |
-1 |
-0.4% |
0 |
Volume |
1,154 |
206 |
-948 |
-82.1% |
2,617 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,802 |
22,615 |
21,941 |
|
R3 |
22,467 |
22,280 |
21,849 |
|
R2 |
22,132 |
22,132 |
21,818 |
|
R1 |
21,945 |
21,945 |
21,788 |
21,871 |
PP |
21,797 |
21,797 |
21,797 |
21,761 |
S1 |
21,610 |
21,610 |
21,726 |
21,536 |
S2 |
21,462 |
21,462 |
21,696 |
|
S3 |
21,127 |
21,275 |
21,665 |
|
S4 |
20,792 |
20,940 |
21,573 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,349 |
23,161 |
22,159 |
|
R3 |
22,787 |
22,599 |
22,005 |
|
R2 |
22,225 |
22,225 |
21,953 |
|
R1 |
22,037 |
22,037 |
21,902 |
22,131 |
PP |
21,663 |
21,663 |
21,663 |
21,710 |
S1 |
21,475 |
21,475 |
21,798 |
21,569 |
S2 |
21,101 |
21,101 |
21,747 |
|
S3 |
20,539 |
20,913 |
21,695 |
|
S4 |
19,977 |
20,351 |
21,541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,985 |
21,288 |
697 |
3.2% |
280 |
1.3% |
67% |
True |
False |
564 |
10 |
21,985 |
20,704 |
1,281 |
5.9% |
276 |
1.3% |
82% |
True |
False |
433 |
20 |
22,500 |
20,704 |
1,796 |
8.3% |
317 |
1.5% |
59% |
False |
False |
283 |
40 |
23,020 |
20,704 |
2,316 |
10.6% |
307 |
1.4% |
45% |
False |
False |
205 |
60 |
23,020 |
20,704 |
2,316 |
10.6% |
265 |
1.2% |
45% |
False |
False |
151 |
80 |
23,020 |
20,151 |
2,869 |
13.2% |
247 |
1.1% |
56% |
False |
False |
118 |
100 |
23,020 |
19,300 |
3,720 |
17.1% |
224 |
1.0% |
66% |
False |
False |
97 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,409 |
2.618 |
22,862 |
1.618 |
22,527 |
1.000 |
22,320 |
0.618 |
22,192 |
HIGH |
21,985 |
0.618 |
21,857 |
0.500 |
21,818 |
0.382 |
21,778 |
LOW |
21,650 |
0.618 |
21,443 |
1.000 |
21,315 |
1.618 |
21,108 |
2.618 |
20,773 |
4.250 |
20,226 |
|
|
Fisher Pivots for day following 04-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
21,818 |
21,717 |
PP |
21,797 |
21,677 |
S1 |
21,777 |
21,637 |
|