Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,376.4 |
1,371.7 |
-4.7 |
-0.3% |
1,420.4 |
High |
1,380.0 |
1,379.0 |
-1.0 |
-0.1% |
1,424.4 |
Low |
1,364.3 |
1,352.7 |
-11.6 |
-0.9% |
1,352.7 |
Close |
1,371.7 |
1,368.9 |
-2.8 |
-0.2% |
1,368.9 |
Range |
15.7 |
26.3 |
10.6 |
67.5% |
71.7 |
ATR |
20.1 |
20.6 |
0.4 |
2.2% |
0.0 |
Volume |
154,629 |
211,485 |
56,856 |
36.8% |
825,273 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.8 |
1,433.6 |
1,383.4 |
|
R3 |
1,419.5 |
1,407.3 |
1,376.1 |
|
R2 |
1,393.2 |
1,393.2 |
1,373.7 |
|
R1 |
1,381.0 |
1,381.0 |
1,371.3 |
1,374.0 |
PP |
1,366.9 |
1,366.9 |
1,366.9 |
1,363.3 |
S1 |
1,354.7 |
1,354.7 |
1,366.5 |
1,347.7 |
S2 |
1,340.6 |
1,340.6 |
1,364.1 |
|
S3 |
1,314.3 |
1,328.4 |
1,361.7 |
|
S4 |
1,288.0 |
1,302.1 |
1,354.4 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,597.1 |
1,554.7 |
1,408.3 |
|
R3 |
1,525.4 |
1,483.0 |
1,388.6 |
|
R2 |
1,453.7 |
1,453.7 |
1,382.0 |
|
R1 |
1,411.3 |
1,411.3 |
1,375.5 |
1,396.7 |
PP |
1,382.0 |
1,382.0 |
1,382.0 |
1,374.7 |
S1 |
1,339.6 |
1,339.6 |
1,362.3 |
1,325.0 |
S2 |
1,310.3 |
1,310.3 |
1,355.8 |
|
S3 |
1,238.6 |
1,267.9 |
1,349.2 |
|
S4 |
1,166.9 |
1,196.2 |
1,329.5 |
|
|
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 |
1,352.7 |
71.7 |
5.2% |
23.5 |
1.7% |
23% |
False |
True |
165,054 |
10 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
19.9 |
1.5% |
23% |
False |
True |
116,787 |
20 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
18.0 |
1.3% |
23% |
False |
True |
111,412 |
40 |
1,432.5 |
1,331.1 |
101.4 |
7.4% |
20.9 |
1.5% |
37% |
False |
False |
100,543 |
60 |
1,432.5 |
1,317.4 |
115.1 |
8.4% |
22.2 |
1.6% |
45% |
False |
False |
70,496 |
80 |
1,432.5 |
1,270.1 |
162.4 |
11.9% |
20.5 |
1.5% |
61% |
False |
False |
53,541 |
100 |
1,432.5 |
1,216.3 |
216.2 |
15.8% |
18.6 |
1.4% |
71% |
False |
False |
43,057 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.7% |
17.4 |
1.3% |
76% |
False |
False |
36,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,490.8 |
2.618 |
1,447.9 |
1.618 |
1,421.6 |
1.000 |
1,405.3 |
0.618 |
1,395.3 |
HIGH |
1,379.0 |
0.618 |
1,369.0 |
0.500 |
1,365.9 |
0.382 |
1,362.7 |
LOW |
1,352.7 |
0.618 |
1,336.4 |
1.000 |
1,326.4 |
1.618 |
1,310.1 |
2.618 |
1,283.8 |
4.250 |
1,240.9 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,367.9 |
1,369.0 |
PP |
1,366.9 |
1,368.9 |
S1 |
1,365.9 |
1,368.9 |
|