Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,571.11 |
10,606.40 |
35.29 |
0.3% |
10,430.69 |
High |
10,612.37 |
10,619.40 |
7.03 |
0.1% |
10,619.40 |
Low |
10,505.21 |
10,554.33 |
49.12 |
0.5% |
10,430.69 |
Close |
10,606.86 |
10,618.19 |
11.33 |
0.1% |
10,618.19 |
Range |
107.16 |
65.07 |
-42.09 |
-39.3% |
188.71 |
ATR |
96.14 |
93.92 |
-2.22 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,792.52 |
10,770.42 |
10,653.98 |
|
R3 |
10,727.45 |
10,705.35 |
10,636.08 |
|
R2 |
10,662.38 |
10,662.38 |
10,630.12 |
|
R1 |
10,640.28 |
10,640.28 |
10,624.15 |
10,651.33 |
PP |
10,597.31 |
10,597.31 |
10,597.31 |
10,602.83 |
S1 |
10,575.21 |
10,575.21 |
10,612.23 |
10,586.26 |
S2 |
10,532.24 |
10,532.24 |
10,606.26 |
|
S3 |
10,467.17 |
10,510.14 |
10,600.30 |
|
S4 |
10,402.10 |
10,445.07 |
10,582.40 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,122.22 |
11,058.92 |
10,721.98 |
|
R3 |
10,933.51 |
10,870.21 |
10,670.09 |
|
R2 |
10,744.80 |
10,744.80 |
10,652.79 |
|
R1 |
10,681.50 |
10,681.50 |
10,635.49 |
10,713.15 |
PP |
10,556.09 |
10,556.09 |
10,556.09 |
10,571.92 |
S1 |
10,492.79 |
10,492.79 |
10,600.89 |
10,524.44 |
S2 |
10,367.38 |
10,367.38 |
10,583.59 |
|
S3 |
10,178.67 |
10,304.08 |
10,566.29 |
|
S4 |
9,989.96 |
10,115.37 |
10,514.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,619.40 |
10,430.69 |
188.71 |
1.8% |
91.40 |
0.9% |
99% |
True |
False |
|
10 |
10,619.40 |
10,423.13 |
196.27 |
1.8% |
77.56 |
0.7% |
99% |
True |
False |
|
20 |
10,619.40 |
10,263.90 |
355.50 |
3.3% |
82.75 |
0.8% |
100% |
True |
False |
|
40 |
10,619.40 |
10,171.24 |
448.16 |
4.2% |
104.03 |
1.0% |
100% |
True |
False |
|
60 |
10,619.40 |
9,678.95 |
940.45 |
8.9% |
121.08 |
1.1% |
100% |
True |
False |
|
80 |
10,619.40 |
9,430.08 |
1,189.32 |
11.2% |
120.16 |
1.1% |
100% |
True |
False |
|
100 |
10,619.40 |
9,131.94 |
1,487.46 |
14.0% |
120.21 |
1.1% |
100% |
True |
False |
|
120 |
10,619.40 |
8,811.27 |
1,808.13 |
17.0% |
121.40 |
1.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,895.95 |
2.618 |
10,789.75 |
1.618 |
10,724.68 |
1.000 |
10,684.47 |
0.618 |
10,659.61 |
HIGH |
10,619.40 |
0.618 |
10,594.54 |
0.500 |
10,586.87 |
0.382 |
10,579.19 |
LOW |
10,554.33 |
0.618 |
10,514.12 |
1.000 |
10,489.26 |
1.618 |
10,449.05 |
2.618 |
10,383.98 |
4.250 |
10,277.78 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,607.75 |
10,599.56 |
PP |
10,597.31 |
10,580.93 |
S1 |
10,586.87 |
10,562.31 |
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