Trading Metrics calculated at close of trading on 11-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
22,253 |
22,525 |
272 |
1.2% |
21,794 |
High |
22,407 |
22,637 |
230 |
1.0% |
22,485 |
Low |
22,222 |
22,371 |
149 |
0.7% |
21,650 |
Close |
22,235 |
22,437 |
202 |
0.9% |
22,235 |
Range |
185 |
266 |
81 |
43.8% |
835 |
ATR |
340 |
344 |
4 |
1.3% |
0 |
Volume |
1,043 |
263 |
-780 |
-74.8% |
3,114 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,280 |
23,124 |
22,583 |
|
R3 |
23,014 |
22,858 |
22,510 |
|
R2 |
22,748 |
22,748 |
22,486 |
|
R1 |
22,592 |
22,592 |
22,461 |
22,537 |
PP |
22,482 |
22,482 |
22,482 |
22,454 |
S1 |
22,326 |
22,326 |
22,413 |
22,271 |
S2 |
22,216 |
22,216 |
22,388 |
|
S3 |
21,950 |
22,060 |
22,364 |
|
S4 |
21,684 |
21,794 |
22,291 |
|
|
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 |
22,637 |
21,933 |
704 |
3.1% |
269 |
1.2% |
72% |
True |
False |
634 |
10 |
22,637 |
21,288 |
1,349 |
6.0% |
275 |
1.2% |
85% |
True |
False |
599 |
20 |
22,637 |
20,704 |
1,933 |
8.6% |
310 |
1.4% |
90% |
True |
False |
416 |
40 |
23,020 |
20,704 |
2,316 |
10.3% |
308 |
1.4% |
75% |
False |
False |
272 |
60 |
23,020 |
20,704 |
2,316 |
10.3% |
279 |
1.2% |
75% |
False |
False |
203 |
80 |
23,020 |
20,151 |
2,869 |
12.8% |
253 |
1.1% |
80% |
False |
False |
157 |
100 |
23,020 |
19,300 |
3,720 |
16.6% |
231 |
1.0% |
84% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,768 |
2.618 |
23,333 |
1.618 |
23,067 |
1.000 |
22,903 |
0.618 |
22,801 |
HIGH |
22,637 |
0.618 |
22,535 |
0.500 |
22,504 |
0.382 |
22,473 |
LOW |
22,371 |
0.618 |
22,207 |
1.000 |
22,105 |
1.618 |
21,941 |
2.618 |
21,675 |
4.250 |
21,241 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
22,504 |
22,419 |
PP |
22,482 |
22,401 |
S1 |
22,459 |
22,383 |
|