Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,564.72 |
10,571.11 |
6.39 |
0.1% |
10,517.91 |
High |
10,594.99 |
10,612.37 |
17.38 |
0.2% |
10,580.33 |
Low |
10,546.55 |
10,505.21 |
-41.34 |
-0.4% |
10,423.13 |
Close |
10,573.68 |
10,606.86 |
33.18 |
0.3% |
10,428.05 |
Range |
48.44 |
107.16 |
58.72 |
121.2% |
157.20 |
ATR |
95.29 |
96.14 |
0.85 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,896.29 |
10,858.74 |
10,665.80 |
|
R3 |
10,789.13 |
10,751.58 |
10,636.33 |
|
R2 |
10,681.97 |
10,681.97 |
10,626.51 |
|
R1 |
10,644.42 |
10,644.42 |
10,616.68 |
10,663.20 |
PP |
10,574.81 |
10,574.81 |
10,574.81 |
10,584.20 |
S1 |
10,537.26 |
10,537.26 |
10,597.04 |
10,556.04 |
S2 |
10,467.65 |
10,467.65 |
10,587.21 |
|
S3 |
10,360.49 |
10,430.10 |
10,577.39 |
|
S4 |
10,253.33 |
10,322.94 |
10,547.92 |
|
|
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 |
10,612.37 |
10,423.13 |
189.24 |
1.8% |
104.76 |
1.0% |
97% |
True |
False |
|
10 |
10,612.37 |
10,423.13 |
189.24 |
1.8% |
76.48 |
0.7% |
97% |
True |
False |
|
20 |
10,612.37 |
10,235.63 |
376.74 |
3.6% |
84.83 |
0.8% |
99% |
True |
False |
|
40 |
10,612.37 |
10,171.24 |
441.13 |
4.2% |
103.98 |
1.0% |
99% |
True |
False |
|
60 |
10,612.37 |
9,678.95 |
933.42 |
8.8% |
121.33 |
1.1% |
99% |
True |
False |
|
80 |
10,612.37 |
9,430.08 |
1,182.29 |
11.1% |
121.00 |
1.1% |
100% |
True |
False |
|
100 |
10,612.37 |
9,116.52 |
1,495.85 |
14.1% |
121.53 |
1.1% |
100% |
True |
False |
|
120 |
10,612.37 |
8,745.90 |
1,866.47 |
17.6% |
121.77 |
1.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,067.80 |
2.618 |
10,892.91 |
1.618 |
10,785.75 |
1.000 |
10,719.53 |
0.618 |
10,678.59 |
HIGH |
10,612.37 |
0.618 |
10,571.43 |
0.500 |
10,558.79 |
0.382 |
10,546.15 |
LOW |
10,505.21 |
0.618 |
10,438.99 |
1.000 |
10,398.05 |
1.618 |
10,331.83 |
2.618 |
10,224.67 |
4.250 |
10,049.78 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,590.84 |
10,590.84 |
PP |
10,574.81 |
10,574.81 |
S1 |
10,558.79 |
10,558.79 |
|