Trading Metrics calculated at close of trading on 12-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
22,525 |
22,400 |
-125 |
-0.6% |
21,794 |
High |
22,637 |
22,422 |
-215 |
-0.9% |
22,485 |
Low |
22,371 |
22,151 |
-220 |
-1.0% |
21,650 |
Close |
22,437 |
22,159 |
-278 |
-1.2% |
22,235 |
Range |
266 |
271 |
5 |
1.9% |
835 |
ATR |
344 |
340 |
-4 |
-1.2% |
0 |
Volume |
263 |
209 |
-54 |
-20.5% |
3,114 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,057 |
22,879 |
22,308 |
|
R3 |
22,786 |
22,608 |
22,234 |
|
R2 |
22,515 |
22,515 |
22,209 |
|
R1 |
22,337 |
22,337 |
22,184 |
22,291 |
PP |
22,244 |
22,244 |
22,244 |
22,221 |
S1 |
22,066 |
22,066 |
22,134 |
22,020 |
S2 |
21,973 |
21,973 |
22,109 |
|
S3 |
21,702 |
21,795 |
22,084 |
|
S4 |
21,431 |
21,524 |
22,010 |
|
|
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 |
22,128 |
509 |
2.3% |
263 |
1.2% |
6% |
False |
False |
627 |
10 |
22,637 |
21,288 |
1,349 |
6.1% |
274 |
1.2% |
65% |
False |
False |
525 |
20 |
22,637 |
20,704 |
1,933 |
8.7% |
305 |
1.4% |
75% |
False |
False |
423 |
40 |
23,020 |
20,704 |
2,316 |
10.5% |
311 |
1.4% |
63% |
False |
False |
277 |
60 |
23,020 |
20,704 |
2,316 |
10.5% |
281 |
1.3% |
63% |
False |
False |
206 |
80 |
23,020 |
20,151 |
2,869 |
12.9% |
250 |
1.1% |
70% |
False |
False |
159 |
100 |
23,020 |
19,300 |
3,720 |
16.8% |
229 |
1.0% |
77% |
False |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,574 |
2.618 |
23,131 |
1.618 |
22,860 |
1.000 |
22,693 |
0.618 |
22,589 |
HIGH |
22,422 |
0.618 |
22,318 |
0.500 |
22,287 |
0.382 |
22,255 |
LOW |
22,151 |
0.618 |
21,984 |
1.000 |
21,880 |
1.618 |
21,713 |
2.618 |
21,442 |
4.250 |
20,999 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
22,287 |
22,394 |
PP |
22,244 |
22,316 |
S1 |
22,202 |
22,237 |
|