Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
21,794 |
22,015 |
221 |
1.0% |
21,610 |
High |
21,985 |
22,234 |
249 |
1.1% |
21,850 |
Low |
21,650 |
21,933 |
283 |
1.3% |
21,288 |
Close |
21,757 |
22,224 |
467 |
2.1% |
21,850 |
Range |
335 |
301 |
-34 |
-10.1% |
562 |
ATR |
351 |
360 |
9 |
2.6% |
0 |
Volume |
206 |
241 |
35 |
17.0% |
2,617 |
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,033 |
22,930 |
22,390 |
|
R3 |
22,732 |
22,629 |
22,307 |
|
R2 |
22,431 |
22,431 |
22,279 |
|
R1 |
22,328 |
22,328 |
22,252 |
22,380 |
PP |
22,130 |
22,130 |
22,130 |
22,156 |
S1 |
22,027 |
22,027 |
22,196 |
22,079 |
S2 |
21,829 |
21,829 |
22,169 |
|
S3 |
21,528 |
21,726 |
22,141 |
|
S4 |
21,227 |
21,425 |
22,058 |
|
|
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 |
22,234 |
21,288 |
946 |
4.3% |
284 |
1.3% |
99% |
True |
False |
423 |
10 |
22,234 |
20,704 |
1,530 |
6.9% |
285 |
1.3% |
99% |
True |
False |
434 |
20 |
22,395 |
20,704 |
1,691 |
7.6% |
317 |
1.4% |
90% |
False |
False |
287 |
40 |
23,020 |
20,704 |
2,316 |
10.4% |
310 |
1.4% |
66% |
False |
False |
210 |
60 |
23,020 |
20,704 |
2,316 |
10.4% |
267 |
1.2% |
66% |
False |
False |
155 |
80 |
23,020 |
20,151 |
2,869 |
12.9% |
248 |
1.1% |
72% |
False |
False |
121 |
100 |
23,020 |
19,300 |
3,720 |
16.7% |
225 |
1.0% |
79% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,513 |
2.618 |
23,022 |
1.618 |
22,721 |
1.000 |
22,535 |
0.618 |
22,420 |
HIGH |
22,234 |
0.618 |
22,119 |
0.500 |
22,084 |
0.382 |
22,048 |
LOW |
21,933 |
0.618 |
21,747 |
1.000 |
21,632 |
1.618 |
21,446 |
2.618 |
21,145 |
4.250 |
20,654 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
22,177 |
22,113 |
PP |
22,130 |
22,003 |
S1 |
22,084 |
21,892 |
|