Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,381.1 |
1,387.1 |
6.0 |
0.4% |
1,420.4 |
High |
1,389.0 |
1,392.9 |
3.9 |
0.3% |
1,424.4 |
Low |
1,376.3 |
1,369.1 |
-7.2 |
-0.5% |
1,352.7 |
Close |
1,385.8 |
1,387.0 |
1.2 |
0.1% |
1,368.9 |
Range |
12.7 |
23.8 |
11.1 |
87.4% |
71.7 |
ATR |
19.0 |
19.4 |
0.3 |
1.8% |
0.0 |
Volume |
133,042 |
185,239 |
52,197 |
39.2% |
825,273 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.4 |
1,444.5 |
1,400.1 |
|
R3 |
1,430.6 |
1,420.7 |
1,393.5 |
|
R2 |
1,406.8 |
1,406.8 |
1,391.4 |
|
R1 |
1,396.9 |
1,396.9 |
1,389.2 |
1,390.0 |
PP |
1,383.0 |
1,383.0 |
1,383.0 |
1,379.5 |
S1 |
1,373.1 |
1,373.1 |
1,384.8 |
1,366.2 |
S2 |
1,359.2 |
1,359.2 |
1,382.6 |
|
S3 |
1,335.4 |
1,349.3 |
1,380.5 |
|
S4 |
1,311.6 |
1,325.5 |
1,373.9 |
|
|
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 |
1,392.9 |
1,352.7 |
40.2 |
2.9% |
17.7 |
1.3% |
85% |
True |
False |
156,305 |
10 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
19.7 |
1.4% |
48% |
False |
False |
143,765 |
20 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
17.5 |
1.3% |
48% |
False |
False |
114,981 |
40 |
1,432.5 |
1,333.0 |
99.5 |
7.2% |
19.3 |
1.4% |
54% |
False |
False |
112,312 |
60 |
1,432.5 |
1,317.4 |
115.1 |
8.3% |
21.5 |
1.6% |
60% |
False |
False |
79,744 |
80 |
1,432.5 |
1,284.5 |
148.0 |
10.7% |
20.7 |
1.5% |
69% |
False |
False |
60,596 |
100 |
1,432.5 |
1,216.3 |
216.2 |
15.6% |
18.9 |
1.4% |
79% |
False |
False |
48,737 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
17.6 |
1.3% |
83% |
False |
False |
40,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.1 |
2.618 |
1,455.2 |
1.618 |
1,431.4 |
1.000 |
1,416.7 |
0.618 |
1,407.6 |
HIGH |
1,392.9 |
0.618 |
1,383.8 |
0.500 |
1,381.0 |
0.382 |
1,378.2 |
LOW |
1,369.1 |
0.618 |
1,354.4 |
1.000 |
1,345.3 |
1.618 |
1,330.6 |
2.618 |
1,306.8 |
4.250 |
1,268.0 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,385.0 |
1,385.0 |
PP |
1,383.0 |
1,383.0 |
S1 |
1,381.0 |
1,381.0 |
|