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 |
1,138.9 |
1,153.3 |
14.4 |
1.3% |
1,101.0 |
High |
1,166.7 |
1,159.5 |
-7.2 |
-0.6% |
1,142.3 |
Low |
1,138.9 |
1,125.6 |
-13.3 |
-1.2% |
1,095.4 |
Close |
1,152.8 |
1,130.8 |
-22.0 |
-1.9% |
1,140.3 |
Range |
27.8 |
33.9 |
6.1 |
21.9% |
46.9 |
ATR |
21.4 |
22.3 |
0.9 |
4.2% |
0.0 |
Volume |
21,783 |
24,106 |
2,323 |
10.7% |
49,650 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.3 |
1,219.5 |
1,149.4 |
|
R3 |
1,206.4 |
1,185.6 |
1,140.1 |
|
R2 |
1,172.5 |
1,172.5 |
1,137.0 |
|
R1 |
1,151.7 |
1,151.7 |
1,133.9 |
1,145.2 |
PP |
1,138.6 |
1,138.6 |
1,138.6 |
1,135.4 |
S1 |
1,117.8 |
1,117.8 |
1,127.7 |
1,111.3 |
S2 |
1,104.7 |
1,104.7 |
1,124.6 |
|
S3 |
1,070.8 |
1,083.9 |
1,121.5 |
|
S4 |
1,036.9 |
1,050.0 |
1,112.2 |
|
|
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 |
1,166.7 |
1,118.5 |
48.2 |
4.3% |
23.1 |
2.0% |
26% |
False |
False |
14,995 |
10 |
1,166.7 |
1,087.9 |
78.8 |
7.0% |
19.6 |
1.7% |
54% |
False |
False |
10,911 |
20 |
1,166.7 |
1,076.5 |
90.2 |
8.0% |
20.6 |
1.8% |
60% |
False |
False |
7,737 |
40 |
1,229.0 |
1,076.5 |
152.5 |
13.5% |
23.6 |
2.1% |
36% |
False |
False |
5,951 |
60 |
1,229.0 |
1,029.0 |
200.0 |
17.7% |
21.0 |
1.9% |
51% |
False |
False |
4,522 |
80 |
1,229.0 |
989.3 |
239.7 |
21.2% |
19.5 |
1.7% |
59% |
False |
False |
3,720 |
100 |
1,229.0 |
939.9 |
289.1 |
25.6% |
18.4 |
1.6% |
66% |
False |
False |
3,188 |
120 |
1,229.0 |
930.9 |
298.1 |
26.4% |
17.2 |
1.5% |
67% |
False |
False |
2,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.6 |
2.618 |
1,248.3 |
1.618 |
1,214.4 |
1.000 |
1,193.4 |
0.618 |
1,180.5 |
HIGH |
1,159.5 |
0.618 |
1,146.6 |
0.500 |
1,142.6 |
0.382 |
1,138.5 |
LOW |
1,125.6 |
0.618 |
1,104.6 |
1.000 |
1,091.7 |
1.618 |
1,070.7 |
2.618 |
1,036.8 |
4.250 |
981.5 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,142.6 |
1,144.0 |
PP |
1,138.6 |
1,139.6 |
S1 |
1,134.7 |
1,135.2 |
|