Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,153.3 |
1,129.8 |
-23.5 |
-2.0% |
1,101.0 |
High |
1,159.5 |
1,140.2 |
-19.3 |
-1.7% |
1,142.3 |
Low |
1,125.6 |
1,119.8 |
-5.8 |
-0.5% |
1,095.4 |
Close |
1,130.8 |
1,138.2 |
7.4 |
0.7% |
1,140.3 |
Range |
33.9 |
20.4 |
-13.5 |
-39.8% |
46.9 |
ATR |
22.3 |
22.2 |
-0.1 |
-0.6% |
0.0 |
Volume |
24,106 |
21,188 |
-2,918 |
-12.1% |
49,650 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.9 |
1,186.5 |
1,149.4 |
|
R3 |
1,173.5 |
1,166.1 |
1,143.8 |
|
R2 |
1,153.1 |
1,153.1 |
1,141.9 |
|
R1 |
1,145.7 |
1,145.7 |
1,140.1 |
1,149.4 |
PP |
1,132.7 |
1,132.7 |
1,132.7 |
1,134.6 |
S1 |
1,125.3 |
1,125.3 |
1,136.3 |
1,129.0 |
S2 |
1,112.3 |
1,112.3 |
1,134.5 |
|
S3 |
1,091.9 |
1,104.9 |
1,132.6 |
|
S4 |
1,071.5 |
1,084.5 |
1,127.0 |
|
|
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 |
1,119.8 |
46.9 |
4.1% |
22.4 |
2.0% |
39% |
False |
True |
16,353 |
10 |
1,166.7 |
1,087.9 |
78.8 |
6.9% |
20.4 |
1.8% |
64% |
False |
False |
12,839 |
20 |
1,166.7 |
1,076.5 |
90.2 |
7.9% |
20.8 |
1.8% |
68% |
False |
False |
8,561 |
40 |
1,229.0 |
1,076.5 |
152.5 |
13.4% |
23.7 |
2.1% |
40% |
False |
False |
6,387 |
60 |
1,229.0 |
1,029.0 |
200.0 |
17.6% |
21.2 |
1.9% |
55% |
False |
False |
4,854 |
80 |
1,229.0 |
989.3 |
239.7 |
21.1% |
19.6 |
1.7% |
62% |
False |
False |
3,974 |
100 |
1,229.0 |
939.9 |
289.1 |
25.4% |
18.5 |
1.6% |
69% |
False |
False |
3,397 |
120 |
1,229.0 |
930.9 |
298.1 |
26.2% |
17.3 |
1.5% |
70% |
False |
False |
2,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,226.9 |
2.618 |
1,193.6 |
1.618 |
1,173.2 |
1.000 |
1,160.6 |
0.618 |
1,152.8 |
HIGH |
1,140.2 |
0.618 |
1,132.4 |
0.500 |
1,130.0 |
0.382 |
1,127.6 |
LOW |
1,119.8 |
0.618 |
1,107.2 |
1.000 |
1,099.4 |
1.618 |
1,086.8 |
2.618 |
1,066.4 |
4.250 |
1,033.1 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,135.5 |
1,143.3 |
PP |
1,132.7 |
1,141.6 |
S1 |
1,130.0 |
1,139.9 |
|