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 |
1,135.1 |
1,131.8 |
-3.3 |
-0.3% |
1,101.0 |
High |
1,140.2 |
1,141.3 |
1.1 |
0.1% |
1,142.3 |
Low |
1,130.4 |
1,121.2 |
-9.2 |
-0.8% |
1,095.4 |
Close |
1,135.1 |
1,140.3 |
5.2 |
0.5% |
1,140.3 |
Range |
9.8 |
20.1 |
10.3 |
105.1% |
46.9 |
ATR |
21.0 |
20.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
10,043 |
4,645 |
-5,398 |
-53.7% |
49,650 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.6 |
1,187.5 |
1,151.4 |
|
R3 |
1,174.5 |
1,167.4 |
1,145.8 |
|
R2 |
1,154.4 |
1,154.4 |
1,144.0 |
|
R1 |
1,147.3 |
1,147.3 |
1,142.1 |
1,150.9 |
PP |
1,134.3 |
1,134.3 |
1,134.3 |
1,136.0 |
S1 |
1,127.2 |
1,127.2 |
1,138.5 |
1,130.8 |
S2 |
1,114.2 |
1,114.2 |
1,136.6 |
|
S3 |
1,094.1 |
1,107.1 |
1,134.8 |
|
S4 |
1,074.0 |
1,087.0 |
1,129.2 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.7 |
1,250.4 |
1,166.1 |
|
R3 |
1,219.8 |
1,203.5 |
1,153.2 |
|
R2 |
1,172.9 |
1,172.9 |
1,148.9 |
|
R1 |
1,156.6 |
1,156.6 |
1,144.6 |
1,164.8 |
PP |
1,126.0 |
1,126.0 |
1,126.0 |
1,130.1 |
S1 |
1,109.7 |
1,109.7 |
1,136.0 |
1,117.9 |
S2 |
1,079.1 |
1,079.1 |
1,131.7 |
|
S3 |
1,032.2 |
1,062.8 |
1,127.4 |
|
S4 |
985.3 |
1,015.9 |
1,114.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,142.3 |
1,095.4 |
46.9 |
4.1% |
19.6 |
1.7% |
96% |
False |
False |
9,930 |
10 |
1,142.3 |
1,087.9 |
54.4 |
4.8% |
16.1 |
1.4% |
96% |
False |
False |
7,076 |
20 |
1,144.5 |
1,076.5 |
68.0 |
6.0% |
19.9 |
1.7% |
94% |
False |
False |
5,683 |
40 |
1,229.0 |
1,076.5 |
152.5 |
13.4% |
22.9 |
2.0% |
42% |
False |
False |
4,899 |
60 |
1,229.0 |
1,029.0 |
200.0 |
17.5% |
20.6 |
1.8% |
56% |
False |
False |
3,792 |
80 |
1,229.0 |
989.3 |
239.7 |
21.0% |
19.1 |
1.7% |
63% |
False |
False |
3,172 |
100 |
1,229.0 |
937.5 |
291.5 |
25.6% |
17.9 |
1.6% |
70% |
False |
False |
2,734 |
120 |
1,229.0 |
930.9 |
298.1 |
26.1% |
16.8 |
1.5% |
70% |
False |
False |
2,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,226.7 |
2.618 |
1,193.9 |
1.618 |
1,173.8 |
1.000 |
1,161.4 |
0.618 |
1,153.7 |
HIGH |
1,141.3 |
0.618 |
1,133.6 |
0.500 |
1,131.3 |
0.382 |
1,128.9 |
LOW |
1,121.2 |
0.618 |
1,108.8 |
1.000 |
1,101.1 |
1.618 |
1,088.7 |
2.618 |
1,068.6 |
4.250 |
1,035.8 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,137.3 |
1,137.0 |
PP |
1,134.3 |
1,133.7 |
S1 |
1,131.3 |
1,130.4 |
|