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 |
10,662.86 |
10,628.09 |
-34.77 |
-0.3% |
10,430.69 |
High |
10,663.08 |
10,709.26 |
46.18 |
0.4% |
10,619.40 |
Low |
10,568.84 |
10,614.49 |
45.65 |
0.4% |
10,430.69 |
Close |
10,627.26 |
10,680.77 |
53.51 |
0.5% |
10,618.19 |
Range |
94.24 |
94.77 |
0.53 |
0.6% |
188.71 |
ATR |
93.39 |
93.49 |
0.10 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,952.48 |
10,911.40 |
10,732.89 |
|
R3 |
10,857.71 |
10,816.63 |
10,706.83 |
|
R2 |
10,762.94 |
10,762.94 |
10,698.14 |
|
R1 |
10,721.86 |
10,721.86 |
10,689.46 |
10,742.40 |
PP |
10,668.17 |
10,668.17 |
10,668.17 |
10,678.45 |
S1 |
10,627.09 |
10,627.09 |
10,672.08 |
10,647.63 |
S2 |
10,573.40 |
10,573.40 |
10,663.40 |
|
S3 |
10,478.63 |
10,532.32 |
10,654.71 |
|
S4 |
10,383.86 |
10,437.55 |
10,628.65 |
|
|
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 |
10,709.26 |
10,505.21 |
204.05 |
1.9% |
89.18 |
0.8% |
86% |
True |
False |
|
10 |
10,709.26 |
10,423.13 |
286.13 |
2.7% |
90.76 |
0.8% |
90% |
True |
False |
|
20 |
10,709.26 |
10,263.90 |
445.36 |
4.2% |
84.63 |
0.8% |
94% |
True |
False |
|
40 |
10,709.26 |
10,231.25 |
478.01 |
4.5% |
101.87 |
1.0% |
94% |
True |
False |
|
60 |
10,709.26 |
9,678.95 |
1,030.31 |
9.6% |
119.62 |
1.1% |
97% |
True |
False |
|
80 |
10,709.26 |
9,430.08 |
1,279.18 |
12.0% |
119.97 |
1.1% |
98% |
True |
False |
|
100 |
10,709.26 |
9,252.93 |
1,456.33 |
13.6% |
119.18 |
1.1% |
98% |
True |
False |
|
120 |
10,709.26 |
9,007.39 |
1,701.87 |
15.9% |
120.05 |
1.1% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,112.03 |
2.618 |
10,957.37 |
1.618 |
10,862.60 |
1.000 |
10,804.03 |
0.618 |
10,767.83 |
HIGH |
10,709.26 |
0.618 |
10,673.06 |
0.500 |
10,661.88 |
0.382 |
10,650.69 |
LOW |
10,614.49 |
0.618 |
10,555.92 |
1.000 |
10,519.72 |
1.618 |
10,461.15 |
2.618 |
10,366.38 |
4.250 |
10,211.72 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,674.47 |
10,666.86 |
PP |
10,668.17 |
10,652.96 |
S1 |
10,661.88 |
10,639.05 |
|