Trading Metrics calculated at close of trading on 12-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,375.7 |
1,381.1 |
5.4 |
0.4% |
1,420.4 |
High |
1,386.8 |
1,389.0 |
2.2 |
0.2% |
1,424.4 |
Low |
1,372.4 |
1,376.3 |
3.9 |
0.3% |
1,352.7 |
Close |
1,384.3 |
1,385.8 |
1.5 |
0.1% |
1,368.9 |
Range |
14.4 |
12.7 |
-1.7 |
-11.8% |
71.7 |
ATR |
19.5 |
19.0 |
-0.5 |
-2.5% |
0.0 |
Volume |
142,290 |
133,042 |
-9,248 |
-6.5% |
825,273 |
|
Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.8 |
1,416.5 |
1,392.8 |
|
R3 |
1,409.1 |
1,403.8 |
1,389.3 |
|
R2 |
1,396.4 |
1,396.4 |
1,388.1 |
|
R1 |
1,391.1 |
1,391.1 |
1,387.0 |
1,393.8 |
PP |
1,383.7 |
1,383.7 |
1,383.7 |
1,385.0 |
S1 |
1,378.4 |
1,378.4 |
1,384.6 |
1,381.1 |
S2 |
1,371.0 |
1,371.0 |
1,383.5 |
|
S3 |
1,358.3 |
1,365.7 |
1,382.3 |
|
S4 |
1,345.6 |
1,353.0 |
1,378.8 |
|
|
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 |
1,389.0 |
1,352.7 |
36.3 |
2.6% |
16.1 |
1.2% |
91% |
True |
False |
150,183 |
10 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
18.5 |
1.3% |
46% |
False |
False |
130,955 |
20 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
17.3 |
1.2% |
46% |
False |
False |
112,657 |
40 |
1,432.5 |
1,331.1 |
101.4 |
7.3% |
19.6 |
1.4% |
54% |
False |
False |
108,337 |
60 |
1,432.5 |
1,317.4 |
115.1 |
8.3% |
21.8 |
1.6% |
59% |
False |
False |
76,680 |
80 |
1,432.5 |
1,274.7 |
157.8 |
11.4% |
20.6 |
1.5% |
70% |
False |
False |
58,293 |
100 |
1,432.5 |
1,216.3 |
216.2 |
15.6% |
18.7 |
1.4% |
78% |
False |
False |
46,886 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
17.5 |
1.3% |
83% |
False |
False |
39,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,443.0 |
2.618 |
1,422.2 |
1.618 |
1,409.5 |
1.000 |
1,401.7 |
0.618 |
1,396.8 |
HIGH |
1,389.0 |
0.618 |
1,384.1 |
0.500 |
1,382.7 |
0.382 |
1,381.2 |
LOW |
1,376.3 |
0.618 |
1,368.5 |
1.000 |
1,363.6 |
1.618 |
1,355.8 |
2.618 |
1,343.1 |
4.250 |
1,322.3 |
|
|
Fisher Pivots for day following 12-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,384.8 |
1,382.9 |
PP |
1,383.7 |
1,379.9 |
S1 |
1,382.7 |
1,377.0 |
|