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 |
10,620.31 |
10,662.86 |
42.55 |
0.4% |
10,430.69 |
High |
10,676.23 |
10,663.08 |
-13.15 |
-0.1% |
10,619.40 |
Low |
10,591.59 |
10,568.84 |
-22.75 |
-0.2% |
10,430.69 |
Close |
10,663.99 |
10,627.26 |
-36.73 |
-0.3% |
10,618.19 |
Range |
84.64 |
94.24 |
9.60 |
11.3% |
188.71 |
ATR |
93.26 |
93.39 |
0.14 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,902.45 |
10,859.09 |
10,679.09 |
|
R3 |
10,808.21 |
10,764.85 |
10,653.18 |
|
R2 |
10,713.97 |
10,713.97 |
10,644.54 |
|
R1 |
10,670.61 |
10,670.61 |
10,635.90 |
10,645.17 |
PP |
10,619.73 |
10,619.73 |
10,619.73 |
10,607.01 |
S1 |
10,576.37 |
10,576.37 |
10,618.62 |
10,550.93 |
S2 |
10,525.49 |
10,525.49 |
10,609.98 |
|
S3 |
10,431.25 |
10,482.13 |
10,601.34 |
|
S4 |
10,337.01 |
10,387.89 |
10,575.43 |
|
|
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 |
10,676.23 |
10,505.21 |
171.02 |
1.6% |
79.91 |
0.8% |
71% |
False |
False |
|
10 |
10,676.23 |
10,423.13 |
253.10 |
2.4% |
84.88 |
0.8% |
81% |
False |
False |
|
20 |
10,676.23 |
10,263.90 |
412.33 |
3.9% |
82.06 |
0.8% |
88% |
False |
False |
|
40 |
10,676.23 |
10,192.03 |
484.20 |
4.6% |
102.34 |
1.0% |
90% |
False |
False |
|
60 |
10,676.23 |
9,678.95 |
997.28 |
9.4% |
120.07 |
1.1% |
95% |
False |
False |
|
80 |
10,676.23 |
9,430.08 |
1,246.15 |
11.7% |
119.57 |
1.1% |
96% |
False |
False |
|
100 |
10,676.23 |
9,252.93 |
1,423.30 |
13.4% |
119.19 |
1.1% |
97% |
False |
False |
|
120 |
10,676.23 |
8,866.44 |
1,809.79 |
17.0% |
121.18 |
1.1% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,063.60 |
2.618 |
10,909.80 |
1.618 |
10,815.56 |
1.000 |
10,757.32 |
0.618 |
10,721.32 |
HIGH |
10,663.08 |
0.618 |
10,627.08 |
0.500 |
10,615.96 |
0.382 |
10,604.84 |
LOW |
10,568.84 |
0.618 |
10,510.60 |
1.000 |
10,474.60 |
1.618 |
10,416.36 |
2.618 |
10,322.12 |
4.250 |
10,168.32 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,623.49 |
10,623.27 |
PP |
10,619.73 |
10,619.27 |
S1 |
10,615.96 |
10,615.28 |
|