Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,369.8 |
1,375.7 |
5.9 |
0.4% |
1,420.4 |
High |
1,376.4 |
1,386.8 |
10.4 |
0.8% |
1,424.4 |
Low |
1,365.0 |
1,372.4 |
7.4 |
0.5% |
1,352.7 |
Close |
1,374.1 |
1,384.3 |
10.2 |
0.7% |
1,368.9 |
Range |
11.4 |
14.4 |
3.0 |
26.3% |
71.7 |
ATR |
19.9 |
19.5 |
-0.4 |
-2.0% |
0.0 |
Volume |
109,469 |
142,290 |
32,821 |
30.0% |
825,273 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.4 |
1,418.7 |
1,392.2 |
|
R3 |
1,410.0 |
1,404.3 |
1,388.3 |
|
R2 |
1,395.6 |
1,395.6 |
1,386.9 |
|
R1 |
1,389.9 |
1,389.9 |
1,385.6 |
1,392.8 |
PP |
1,381.2 |
1,381.2 |
1,381.2 |
1,382.6 |
S1 |
1,375.5 |
1,375.5 |
1,383.0 |
1,378.4 |
S2 |
1,366.8 |
1,366.8 |
1,381.7 |
|
S3 |
1,352.4 |
1,361.1 |
1,380.3 |
|
S4 |
1,338.0 |
1,346.7 |
1,376.4 |
|
|
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 |
1,386.8 |
1,352.7 |
34.1 |
2.5% |
17.8 |
1.3% |
93% |
True |
False |
160,450 |
10 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
18.6 |
1.3% |
44% |
False |
False |
124,279 |
20 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
17.3 |
1.2% |
44% |
False |
False |
112,353 |
40 |
1,432.5 |
1,331.1 |
101.4 |
7.3% |
19.8 |
1.4% |
52% |
False |
False |
105,719 |
60 |
1,432.5 |
1,317.4 |
115.1 |
8.3% |
22.0 |
1.6% |
58% |
False |
False |
74,497 |
80 |
1,432.5 |
1,274.7 |
157.8 |
11.4% |
20.5 |
1.5% |
69% |
False |
False |
56,647 |
100 |
1,432.5 |
1,216.3 |
216.2 |
15.6% |
18.7 |
1.3% |
78% |
False |
False |
45,561 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
17.4 |
1.3% |
82% |
False |
False |
38,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.0 |
2.618 |
1,424.5 |
1.618 |
1,410.1 |
1.000 |
1,401.2 |
0.618 |
1,395.7 |
HIGH |
1,386.8 |
0.618 |
1,381.3 |
0.500 |
1,379.6 |
0.382 |
1,377.9 |
LOW |
1,372.4 |
0.618 |
1,363.5 |
1.000 |
1,358.0 |
1.618 |
1,349.1 |
2.618 |
1,334.7 |
4.250 |
1,311.2 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,382.7 |
1,379.5 |
PP |
1,381.2 |
1,374.6 |
S1 |
1,379.6 |
1,369.8 |
|