Trading Metrics calculated at close of trading on 04-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,548.51 |
10,430.69 |
-117.82 |
-1.1% |
10,517.91 |
High |
10,555.01 |
10,604.97 |
49.96 |
0.5% |
10,580.33 |
Low |
10,423.13 |
10,430.69 |
7.56 |
0.1% |
10,423.13 |
Close |
10,428.05 |
10,583.96 |
155.91 |
1.5% |
10,428.05 |
Range |
131.88 |
174.28 |
42.40 |
32.2% |
157.20 |
ATR |
95.94 |
101.73 |
5.78 |
6.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,062.71 |
10,997.62 |
10,679.81 |
|
R3 |
10,888.43 |
10,823.34 |
10,631.89 |
|
R2 |
10,714.15 |
10,714.15 |
10,615.91 |
|
R1 |
10,649.06 |
10,649.06 |
10,599.94 |
10,681.61 |
PP |
10,539.87 |
10,539.87 |
10,539.87 |
10,556.15 |
S1 |
10,474.78 |
10,474.78 |
10,567.98 |
10,507.33 |
S2 |
10,365.59 |
10,365.59 |
10,552.01 |
|
S3 |
10,191.31 |
10,300.50 |
10,536.03 |
|
S4 |
10,017.03 |
10,126.22 |
10,488.11 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,948.77 |
10,845.61 |
10,514.51 |
|
R3 |
10,791.57 |
10,688.41 |
10,471.28 |
|
R2 |
10,634.37 |
10,634.37 |
10,456.87 |
|
R1 |
10,531.21 |
10,531.21 |
10,442.46 |
10,504.19 |
PP |
10,477.17 |
10,477.17 |
10,477.17 |
10,463.66 |
S1 |
10,374.01 |
10,374.01 |
10,413.64 |
10,346.99 |
S2 |
10,319.97 |
10,319.97 |
10,399.23 |
|
S3 |
10,162.77 |
10,216.81 |
10,384.82 |
|
S4 |
10,005.57 |
10,059.61 |
10,341.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,604.97 |
10,423.13 |
181.84 |
1.7% |
86.50 |
0.8% |
88% |
True |
False |
|
10 |
10,604.97 |
10,263.90 |
341.07 |
3.2% |
84.91 |
0.8% |
94% |
True |
False |
|
20 |
10,604.97 |
10,235.63 |
369.34 |
3.5% |
95.13 |
0.9% |
94% |
True |
False |
|
40 |
10,604.97 |
9,807.80 |
797.17 |
7.5% |
111.55 |
1.1% |
97% |
True |
False |
|
60 |
10,604.97 |
9,678.95 |
926.02 |
8.7% |
122.56 |
1.2% |
98% |
True |
False |
|
80 |
10,604.97 |
9,430.08 |
1,174.89 |
11.1% |
122.01 |
1.2% |
98% |
True |
False |
|
100 |
10,604.97 |
9,116.52 |
1,488.45 |
14.1% |
124.09 |
1.2% |
99% |
True |
False |
|
120 |
10,604.97 |
8,363.95 |
2,241.02 |
21.2% |
124.11 |
1.2% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,345.66 |
2.618 |
11,061.24 |
1.618 |
10,886.96 |
1.000 |
10,779.25 |
0.618 |
10,712.68 |
HIGH |
10,604.97 |
0.618 |
10,538.40 |
0.500 |
10,517.83 |
0.382 |
10,497.26 |
LOW |
10,430.69 |
0.618 |
10,322.98 |
1.000 |
10,256.41 |
1.618 |
10,148.70 |
2.618 |
9,974.42 |
4.250 |
9,690.00 |
|
|
Fisher Pivots for day following 04-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,561.92 |
10,560.66 |
PP |
10,539.87 |
10,537.35 |
S1 |
10,517.83 |
10,514.05 |
|