Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,371.7 |
1,369.8 |
-1.9 |
-0.1% |
1,420.4 |
High |
1,379.0 |
1,376.4 |
-2.6 |
-0.2% |
1,424.4 |
Low |
1,352.7 |
1,365.0 |
12.3 |
0.9% |
1,352.7 |
Close |
1,368.9 |
1,374.1 |
5.2 |
0.4% |
1,368.9 |
Range |
26.3 |
11.4 |
-14.9 |
-56.7% |
71.7 |
ATR |
20.6 |
19.9 |
-0.7 |
-3.2% |
0.0 |
Volume |
211,485 |
109,469 |
-102,016 |
-48.2% |
825,273 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.0 |
1,401.5 |
1,380.4 |
|
R3 |
1,394.6 |
1,390.1 |
1,377.2 |
|
R2 |
1,383.2 |
1,383.2 |
1,376.2 |
|
R1 |
1,378.7 |
1,378.7 |
1,375.1 |
1,381.0 |
PP |
1,371.8 |
1,371.8 |
1,371.8 |
1,373.0 |
S1 |
1,367.3 |
1,367.3 |
1,373.1 |
1,369.6 |
S2 |
1,360.4 |
1,360.4 |
1,372.0 |
|
S3 |
1,349.0 |
1,355.9 |
1,371.0 |
|
S4 |
1,337.6 |
1,344.5 |
1,367.8 |
|
|
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 |
1,417.8 |
1,352.7 |
65.1 |
4.7% |
23.5 |
1.7% |
33% |
False |
False |
172,208 |
10 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
19.6 |
1.4% |
30% |
False |
False |
119,631 |
20 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
17.5 |
1.3% |
30% |
False |
False |
110,581 |
40 |
1,432.5 |
1,331.1 |
101.4 |
7.4% |
20.7 |
1.5% |
42% |
False |
False |
102,600 |
60 |
1,432.5 |
1,317.4 |
115.1 |
8.4% |
22.1 |
1.6% |
49% |
False |
False |
72,261 |
80 |
1,432.5 |
1,274.7 |
157.8 |
11.5% |
20.5 |
1.5% |
63% |
False |
False |
54,878 |
100 |
1,432.5 |
1,216.3 |
216.2 |
15.7% |
18.6 |
1.4% |
73% |
False |
False |
44,149 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.6% |
17.4 |
1.3% |
78% |
False |
False |
37,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,424.9 |
2.618 |
1,406.2 |
1.618 |
1,394.8 |
1.000 |
1,387.8 |
0.618 |
1,383.4 |
HIGH |
1,376.4 |
0.618 |
1,372.0 |
0.500 |
1,370.7 |
0.382 |
1,369.4 |
LOW |
1,365.0 |
0.618 |
1,358.0 |
1.000 |
1,353.6 |
1.618 |
1,346.6 |
2.618 |
1,335.2 |
4.250 |
1,316.6 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,373.0 |
1,371.5 |
PP |
1,371.8 |
1,368.9 |
S1 |
1,370.7 |
1,366.4 |
|