Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,430.69 |
10,584.56 |
153.87 |
1.5% |
10,517.91 |
High |
10,604.97 |
10,584.56 |
-20.41 |
-0.2% |
10,580.33 |
Low |
10,430.69 |
10,522.52 |
91.83 |
0.9% |
10,423.13 |
Close |
10,583.96 |
10,572.02 |
-11.94 |
-0.1% |
10,428.05 |
Range |
174.28 |
62.04 |
-112.24 |
-64.4% |
157.20 |
ATR |
101.73 |
98.89 |
-2.83 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,745.82 |
10,720.96 |
10,606.14 |
|
R3 |
10,683.78 |
10,658.92 |
10,589.08 |
|
R2 |
10,621.74 |
10,621.74 |
10,583.39 |
|
R1 |
10,596.88 |
10,596.88 |
10,577.71 |
10,578.29 |
PP |
10,559.70 |
10,559.70 |
10,559.70 |
10,550.41 |
S1 |
10,534.84 |
10,534.84 |
10,566.33 |
10,516.25 |
S2 |
10,497.66 |
10,497.66 |
10,560.65 |
|
S3 |
10,435.62 |
10,472.80 |
10,554.96 |
|
S4 |
10,373.58 |
10,410.76 |
10,537.90 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,948.77 |
10,845.61 |
10,514.51 |
|
R3 |
10,791.57 |
10,688.41 |
10,471.28 |
|
R2 |
10,634.37 |
10,634.37 |
10,456.87 |
|
R1 |
10,531.21 |
10,531.21 |
10,442.46 |
10,504.19 |
PP |
10,477.17 |
10,477.17 |
10,477.17 |
10,463.66 |
S1 |
10,374.01 |
10,374.01 |
10,413.64 |
10,346.99 |
S2 |
10,319.97 |
10,319.97 |
10,399.23 |
|
S3 |
10,162.77 |
10,216.81 |
10,384.82 |
|
S4 |
10,005.57 |
10,059.61 |
10,341.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,604.97 |
10,423.13 |
181.84 |
1.7% |
89.86 |
0.8% |
82% |
False |
False |
|
10 |
10,604.97 |
10,329.80 |
275.17 |
2.6% |
80.27 |
0.8% |
88% |
False |
False |
|
20 |
10,604.97 |
10,235.63 |
369.34 |
3.5% |
87.99 |
0.8% |
91% |
False |
False |
|
40 |
10,604.97 |
9,936.81 |
668.16 |
6.3% |
107.97 |
1.0% |
95% |
False |
False |
|
60 |
10,604.97 |
9,678.95 |
926.02 |
8.8% |
121.78 |
1.2% |
96% |
False |
False |
|
80 |
10,604.97 |
9,430.08 |
1,174.89 |
11.1% |
121.23 |
1.1% |
97% |
False |
False |
|
100 |
10,604.97 |
9,116.52 |
1,488.45 |
14.1% |
122.68 |
1.2% |
98% |
False |
False |
|
120 |
10,604.97 |
8,584.40 |
2,020.57 |
19.1% |
122.43 |
1.2% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,848.23 |
2.618 |
10,746.98 |
1.618 |
10,684.94 |
1.000 |
10,646.60 |
0.618 |
10,622.90 |
HIGH |
10,584.56 |
0.618 |
10,560.86 |
0.500 |
10,553.54 |
0.382 |
10,546.22 |
LOW |
10,522.52 |
0.618 |
10,484.18 |
1.000 |
10,460.48 |
1.618 |
10,422.14 |
2.618 |
10,360.10 |
4.250 |
10,258.85 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,565.86 |
10,552.70 |
PP |
10,559.70 |
10,533.37 |
S1 |
10,553.54 |
10,514.05 |
|