Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,628.09 |
10,680.16 |
52.07 |
0.5% |
10,430.69 |
High |
10,709.26 |
10,723.77 |
14.51 |
0.1% |
10,619.40 |
Low |
10,614.49 |
10,666.86 |
52.37 |
0.5% |
10,430.69 |
Close |
10,680.77 |
10,710.55 |
29.78 |
0.3% |
10,618.19 |
Range |
94.77 |
56.91 |
-37.86 |
-39.9% |
188.71 |
ATR |
93.49 |
90.88 |
-2.61 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,871.12 |
10,847.75 |
10,741.85 |
|
R3 |
10,814.21 |
10,790.84 |
10,726.20 |
|
R2 |
10,757.30 |
10,757.30 |
10,720.98 |
|
R1 |
10,733.93 |
10,733.93 |
10,715.77 |
10,745.62 |
PP |
10,700.39 |
10,700.39 |
10,700.39 |
10,706.24 |
S1 |
10,677.02 |
10,677.02 |
10,705.33 |
10,688.71 |
S2 |
10,643.48 |
10,643.48 |
10,700.12 |
|
S3 |
10,586.57 |
10,620.11 |
10,694.90 |
|
S4 |
10,529.66 |
10,563.20 |
10,679.25 |
|
|
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 |
10,723.77 |
10,554.33 |
169.44 |
1.6% |
79.13 |
0.7% |
92% |
True |
False |
|
10 |
10,723.77 |
10,423.13 |
300.64 |
2.8% |
91.94 |
0.9% |
96% |
True |
False |
|
20 |
10,723.77 |
10,263.90 |
459.87 |
4.3% |
83.84 |
0.8% |
97% |
True |
False |
|
40 |
10,723.77 |
10,231.25 |
492.52 |
4.6% |
99.12 |
0.9% |
97% |
True |
False |
|
60 |
10,723.77 |
9,678.95 |
1,044.82 |
9.8% |
118.52 |
1.1% |
99% |
True |
False |
|
80 |
10,723.77 |
9,430.08 |
1,293.69 |
12.1% |
119.52 |
1.1% |
99% |
True |
False |
|
100 |
10,723.77 |
9,252.93 |
1,470.84 |
13.7% |
118.03 |
1.1% |
99% |
True |
False |
|
120 |
10,723.77 |
9,007.47 |
1,716.30 |
16.0% |
119.75 |
1.1% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,965.64 |
2.618 |
10,872.76 |
1.618 |
10,815.85 |
1.000 |
10,780.68 |
0.618 |
10,758.94 |
HIGH |
10,723.77 |
0.618 |
10,702.03 |
0.500 |
10,695.32 |
0.382 |
10,688.60 |
LOW |
10,666.86 |
0.618 |
10,631.69 |
1.000 |
10,609.95 |
1.618 |
10,574.78 |
2.618 |
10,517.87 |
4.250 |
10,424.99 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,705.47 |
10,689.14 |
PP |
10,700.39 |
10,667.72 |
S1 |
10,695.32 |
10,646.31 |
|