Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
22,230 |
22,464 |
234 |
1.1% |
21,610 |
High |
22,485 |
22,464 |
-21 |
-0.1% |
21,850 |
Low |
22,226 |
22,128 |
-98 |
-0.4% |
21,288 |
Close |
22,360 |
22,227 |
-133 |
-0.6% |
21,850 |
Range |
259 |
336 |
77 |
29.7% |
562 |
ATR |
353 |
352 |
-1 |
-0.3% |
0 |
Volume |
1,212 |
412 |
-800 |
-66.0% |
2,617 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,281 |
23,090 |
22,412 |
|
R3 |
22,945 |
22,754 |
22,319 |
|
R2 |
22,609 |
22,609 |
22,289 |
|
R1 |
22,418 |
22,418 |
22,258 |
22,346 |
PP |
22,273 |
22,273 |
22,273 |
22,237 |
S1 |
22,082 |
22,082 |
22,196 |
22,010 |
S2 |
21,937 |
21,937 |
22,165 |
|
S3 |
21,601 |
21,746 |
22,135 |
|
S4 |
21,265 |
21,410 |
22,042 |
|
|
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 |
22,485 |
21,550 |
935 |
4.2% |
306 |
1.4% |
72% |
False |
False |
645 |
10 |
22,485 |
20,927 |
1,558 |
7.0% |
288 |
1.3% |
83% |
False |
False |
517 |
20 |
22,485 |
20,704 |
1,781 |
8.0% |
322 |
1.4% |
86% |
False |
False |
362 |
40 |
23,020 |
20,704 |
2,316 |
10.4% |
311 |
1.4% |
66% |
False |
False |
243 |
60 |
23,020 |
20,704 |
2,316 |
10.4% |
276 |
1.2% |
66% |
False |
False |
182 |
80 |
23,020 |
20,151 |
2,869 |
12.9% |
250 |
1.1% |
72% |
False |
False |
141 |
100 |
23,020 |
19,300 |
3,720 |
16.7% |
230 |
1.0% |
79% |
False |
False |
115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,892 |
2.618 |
23,344 |
1.618 |
23,008 |
1.000 |
22,800 |
0.618 |
22,672 |
HIGH |
22,464 |
0.618 |
22,336 |
0.500 |
22,296 |
0.382 |
22,256 |
LOW |
22,128 |
0.618 |
21,920 |
1.000 |
21,792 |
1.618 |
21,584 |
2.618 |
21,248 |
4.250 |
20,700 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
22,296 |
22,221 |
PP |
22,273 |
22,215 |
S1 |
22,250 |
22,209 |
|