Trading Metrics calculated at close of trading on 03-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,405.0 |
1,420.4 |
15.4 |
1.1% |
1,378.9 |
High |
1,422.0 |
1,424.4 |
2.4 |
0.2% |
1,422.0 |
Low |
1,404.6 |
1,413.1 |
8.5 |
0.6% |
1,372.7 |
Close |
1,421.4 |
1,422.9 |
1.5 |
0.1% |
1,421.4 |
Range |
17.4 |
11.3 |
-6.1 |
-35.1% |
49.3 |
ATR |
18.9 |
18.3 |
-0.5 |
-2.9% |
0.0 |
Volume |
42,345 |
73,702 |
31,357 |
74.1% |
342,602 |
|
Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.0 |
1,449.8 |
1,429.1 |
|
R3 |
1,442.7 |
1,438.5 |
1,426.0 |
|
R2 |
1,431.4 |
1,431.4 |
1,425.0 |
|
R1 |
1,427.2 |
1,427.2 |
1,423.9 |
1,429.3 |
PP |
1,420.1 |
1,420.1 |
1,420.1 |
1,421.2 |
S1 |
1,415.9 |
1,415.9 |
1,421.9 |
1,418.0 |
S2 |
1,408.8 |
1,408.8 |
1,420.8 |
|
S3 |
1,397.5 |
1,404.6 |
1,419.8 |
|
S4 |
1,386.2 |
1,393.3 |
1,416.7 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,553.3 |
1,536.6 |
1,448.5 |
|
R3 |
1,504.0 |
1,487.3 |
1,435.0 |
|
R2 |
1,454.7 |
1,454.7 |
1,430.4 |
|
R1 |
1,438.0 |
1,438.0 |
1,425.9 |
1,446.4 |
PP |
1,405.4 |
1,405.4 |
1,405.4 |
1,409.5 |
S1 |
1,388.7 |
1,388.7 |
1,416.9 |
1,397.1 |
S2 |
1,356.1 |
1,356.1 |
1,412.4 |
|
S3 |
1,306.8 |
1,339.4 |
1,407.8 |
|
S4 |
1,257.5 |
1,290.1 |
1,394.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,424.4 |
1,383.1 |
41.3 |
2.9% |
15.7 |
1.1% |
96% |
True |
False |
67,054 |
10 |
1,424.4 |
1,372.6 |
51.8 |
3.6% |
14.1 |
1.0% |
97% |
True |
False |
70,761 |
20 |
1,432.5 |
1,361.6 |
70.9 |
5.0% |
17.8 |
1.3% |
86% |
False |
False |
105,610 |
40 |
1,432.5 |
1,331.1 |
101.4 |
7.1% |
21.2 |
1.5% |
91% |
False |
False |
84,536 |
60 |
1,432.5 |
1,317.4 |
115.1 |
8.1% |
21.7 |
1.5% |
92% |
False |
False |
58,330 |
80 |
1,432.5 |
1,240.0 |
192.5 |
13.5% |
19.8 |
1.4% |
95% |
False |
False |
44,256 |
100 |
1,432.5 |
1,202.6 |
229.9 |
16.2% |
18.0 |
1.3% |
96% |
False |
False |
35,603 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.0% |
16.9 |
1.2% |
96% |
False |
False |
29,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.4 |
2.618 |
1,454.0 |
1.618 |
1,442.7 |
1.000 |
1,435.7 |
0.618 |
1,431.4 |
HIGH |
1,424.4 |
0.618 |
1,420.1 |
0.500 |
1,418.8 |
0.382 |
1,417.4 |
LOW |
1,413.1 |
0.618 |
1,406.1 |
1.000 |
1,401.8 |
1.618 |
1,394.8 |
2.618 |
1,383.5 |
4.250 |
1,365.1 |
|
|
Fisher Pivots for day following 03-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,421.5 |
1,419.9 |
PP |
1,420.1 |
1,416.9 |
S1 |
1,418.8 |
1,414.0 |
|