Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
22,464 |
22,253 |
-211 |
-0.9% |
21,794 |
High |
22,464 |
22,407 |
-57 |
-0.3% |
22,485 |
Low |
22,128 |
22,222 |
94 |
0.4% |
21,650 |
Close |
22,227 |
22,235 |
8 |
0.0% |
22,235 |
Range |
336 |
185 |
-151 |
-44.9% |
835 |
ATR |
352 |
340 |
-12 |
-3.4% |
0 |
Volume |
412 |
1,043 |
631 |
153.2% |
3,114 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,843 |
22,724 |
22,337 |
|
R3 |
22,658 |
22,539 |
22,286 |
|
R2 |
22,473 |
22,473 |
22,269 |
|
R1 |
22,354 |
22,354 |
22,252 |
22,321 |
PP |
22,288 |
22,288 |
22,288 |
22,272 |
S1 |
22,169 |
22,169 |
22,218 |
22,136 |
S2 |
22,103 |
22,103 |
22,201 |
|
S3 |
21,918 |
21,984 |
22,184 |
|
S4 |
21,733 |
21,799 |
22,133 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,628 |
24,267 |
22,694 |
|
R3 |
23,793 |
23,432 |
22,465 |
|
R2 |
22,958 |
22,958 |
22,388 |
|
R1 |
22,597 |
22,597 |
22,312 |
22,778 |
PP |
22,123 |
22,123 |
22,123 |
22,214 |
S1 |
21,762 |
21,762 |
22,158 |
21,943 |
S2 |
21,288 |
21,288 |
22,082 |
|
S3 |
20,453 |
20,927 |
22,005 |
|
S4 |
19,618 |
20,092 |
21,776 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,485 |
21,650 |
835 |
3.8% |
283 |
1.3% |
70% |
False |
False |
622 |
10 |
22,485 |
21,259 |
1,226 |
5.5% |
273 |
1.2% |
80% |
False |
False |
585 |
20 |
22,485 |
20,704 |
1,781 |
8.0% |
313 |
1.4% |
86% |
False |
False |
411 |
40 |
23,020 |
20,704 |
2,316 |
10.4% |
310 |
1.4% |
66% |
False |
False |
268 |
60 |
23,020 |
20,704 |
2,316 |
10.4% |
278 |
1.3% |
66% |
False |
False |
199 |
80 |
23,020 |
20,151 |
2,869 |
12.9% |
249 |
1.1% |
73% |
False |
False |
154 |
100 |
23,020 |
19,300 |
3,720 |
16.7% |
229 |
1.0% |
79% |
False |
False |
126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,193 |
2.618 |
22,891 |
1.618 |
22,706 |
1.000 |
22,592 |
0.618 |
22,521 |
HIGH |
22,407 |
0.618 |
22,336 |
0.500 |
22,315 |
0.382 |
22,293 |
LOW |
22,222 |
0.618 |
22,108 |
1.000 |
22,037 |
1.618 |
21,923 |
2.618 |
21,738 |
4.250 |
21,436 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
22,315 |
22,307 |
PP |
22,288 |
22,283 |
S1 |
22,262 |
22,259 |
|