Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,380.7 |
1,376.4 |
-4.3 |
-0.3% |
1,378.9 |
High |
1,385.2 |
1,380.0 |
-5.2 |
-0.4% |
1,422.0 |
Low |
1,364.0 |
1,364.3 |
0.3 |
0.0% |
1,372.7 |
Close |
1,373.7 |
1,371.7 |
-2.0 |
-0.1% |
1,421.4 |
Range |
21.2 |
15.7 |
-5.5 |
-25.9% |
49.3 |
ATR |
20.5 |
20.1 |
-0.3 |
-1.7% |
0.0 |
Volume |
184,379 |
154,629 |
-29,750 |
-16.1% |
342,602 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.1 |
1,411.1 |
1,380.3 |
|
R3 |
1,403.4 |
1,395.4 |
1,376.0 |
|
R2 |
1,387.7 |
1,387.7 |
1,374.6 |
|
R1 |
1,379.7 |
1,379.7 |
1,373.1 |
1,375.9 |
PP |
1,372.0 |
1,372.0 |
1,372.0 |
1,370.1 |
S1 |
1,364.0 |
1,364.0 |
1,370.3 |
1,360.2 |
S2 |
1,356.3 |
1,356.3 |
1,368.8 |
|
S3 |
1,340.6 |
1,348.3 |
1,367.4 |
|
S4 |
1,324.9 |
1,332.6 |
1,363.1 |
|
|
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 |
1,364.0 |
60.4 |
4.4% |
21.7 |
1.6% |
13% |
False |
False |
131,226 |
10 |
1,424.4 |
1,364.0 |
60.4 |
4.4% |
18.9 |
1.4% |
13% |
False |
False |
102,738 |
20 |
1,424.4 |
1,361.6 |
62.8 |
4.6% |
17.4 |
1.3% |
16% |
False |
False |
106,753 |
40 |
1,432.5 |
1,331.1 |
101.4 |
7.4% |
20.9 |
1.5% |
40% |
False |
False |
96,224 |
60 |
1,432.5 |
1,317.4 |
115.1 |
8.4% |
22.2 |
1.6% |
47% |
False |
False |
67,084 |
80 |
1,432.5 |
1,266.4 |
166.1 |
12.1% |
20.3 |
1.5% |
63% |
False |
False |
50,916 |
100 |
1,432.5 |
1,216.3 |
216.2 |
15.8% |
18.4 |
1.3% |
72% |
False |
False |
40,954 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.7% |
17.3 |
1.3% |
77% |
False |
False |
34,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.7 |
2.618 |
1,421.1 |
1.618 |
1,405.4 |
1.000 |
1,395.7 |
0.618 |
1,389.7 |
HIGH |
1,380.0 |
0.618 |
1,374.0 |
0.500 |
1,372.2 |
0.382 |
1,370.3 |
LOW |
1,364.3 |
0.618 |
1,354.6 |
1.000 |
1,348.6 |
1.618 |
1,338.9 |
2.618 |
1,323.2 |
4.250 |
1,297.6 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,372.2 |
1,390.9 |
PP |
1,372.0 |
1,384.5 |
S1 |
1,371.9 |
1,378.1 |
|