Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,680.16 |
10,706.99 |
26.83 |
0.3% |
10,620.31 |
High |
10,723.77 |
10,709.94 |
-13.83 |
-0.1% |
10,723.77 |
Low |
10,666.86 |
10,561.06 |
-105.80 |
-1.0% |
10,561.06 |
Close |
10,710.55 |
10,609.65 |
-100.90 |
-0.9% |
10,609.65 |
Range |
56.91 |
148.88 |
91.97 |
161.6% |
162.71 |
ATR |
90.88 |
95.06 |
4.19 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,073.52 |
10,990.47 |
10,691.53 |
|
R3 |
10,924.64 |
10,841.59 |
10,650.59 |
|
R2 |
10,775.76 |
10,775.76 |
10,636.94 |
|
R1 |
10,692.71 |
10,692.71 |
10,623.30 |
10,659.80 |
PP |
10,626.88 |
10,626.88 |
10,626.88 |
10,610.43 |
S1 |
10,543.83 |
10,543.83 |
10,596.00 |
10,510.92 |
S2 |
10,478.00 |
10,478.00 |
10,582.36 |
|
S3 |
10,329.12 |
10,394.95 |
10,568.71 |
|
S4 |
10,180.24 |
10,246.07 |
10,527.77 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,119.62 |
11,027.35 |
10,699.14 |
|
R3 |
10,956.91 |
10,864.64 |
10,654.40 |
|
R2 |
10,794.20 |
10,794.20 |
10,639.48 |
|
R1 |
10,701.93 |
10,701.93 |
10,624.57 |
10,666.71 |
PP |
10,631.49 |
10,631.49 |
10,631.49 |
10,613.89 |
S1 |
10,539.22 |
10,539.22 |
10,594.73 |
10,504.00 |
S2 |
10,468.78 |
10,468.78 |
10,579.82 |
|
S3 |
10,306.07 |
10,376.51 |
10,564.90 |
|
S4 |
10,143.36 |
10,213.80 |
10,520.16 |
|
|
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 |
10,561.06 |
162.71 |
1.5% |
95.89 |
0.9% |
30% |
False |
True |
|
10 |
10,723.77 |
10,430.69 |
293.08 |
2.8% |
93.64 |
0.9% |
61% |
False |
False |
|
20 |
10,723.77 |
10,263.90 |
459.87 |
4.3% |
87.17 |
0.8% |
75% |
False |
False |
|
40 |
10,723.77 |
10,231.25 |
492.52 |
4.6% |
100.94 |
1.0% |
77% |
False |
False |
|
60 |
10,723.77 |
9,678.95 |
1,044.82 |
9.8% |
119.24 |
1.1% |
89% |
False |
False |
|
80 |
10,723.77 |
9,430.08 |
1,293.69 |
12.2% |
120.49 |
1.1% |
91% |
False |
False |
|
100 |
10,723.77 |
9,252.93 |
1,470.84 |
13.9% |
118.51 |
1.1% |
92% |
False |
False |
|
120 |
10,723.77 |
9,007.47 |
1,716.30 |
16.2% |
120.25 |
1.1% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,342.68 |
2.618 |
11,099.71 |
1.618 |
10,950.83 |
1.000 |
10,858.82 |
0.618 |
10,801.95 |
HIGH |
10,709.94 |
0.618 |
10,653.07 |
0.500 |
10,635.50 |
0.382 |
10,617.93 |
LOW |
10,561.06 |
0.618 |
10,469.05 |
1.000 |
10,412.18 |
1.618 |
10,320.17 |
2.618 |
10,171.29 |
4.250 |
9,928.32 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,635.50 |
10,642.42 |
PP |
10,626.88 |
10,631.49 |
S1 |
10,618.27 |
10,620.57 |
|