Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,373.6 |
1,361.2 |
-12.4 |
-0.9% |
1,369.8 |
High |
1,377.8 |
1,376.0 |
-1.8 |
-0.1% |
1,392.9 |
Low |
1,354.6 |
1,356.8 |
2.2 |
0.2% |
1,354.6 |
Close |
1,360.5 |
1,368.2 |
7.7 |
0.6% |
1,360.5 |
Range |
23.2 |
19.2 |
-4.0 |
-17.2% |
38.3 |
ATR |
20.3 |
20.2 |
-0.1 |
-0.4% |
0.0 |
Volume |
188,948 |
200,388 |
11,440 |
6.1% |
758,988 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.6 |
1,415.6 |
1,378.8 |
|
R3 |
1,405.4 |
1,396.4 |
1,373.5 |
|
R2 |
1,386.2 |
1,386.2 |
1,371.7 |
|
R1 |
1,377.2 |
1,377.2 |
1,370.0 |
1,381.7 |
PP |
1,367.0 |
1,367.0 |
1,367.0 |
1,369.3 |
S1 |
1,358.0 |
1,358.0 |
1,366.4 |
1,362.5 |
S2 |
1,347.8 |
1,347.8 |
1,364.7 |
|
S3 |
1,328.6 |
1,338.8 |
1,362.9 |
|
S4 |
1,309.4 |
1,319.6 |
1,357.6 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.2 |
1,460.7 |
1,381.6 |
|
R3 |
1,445.9 |
1,422.4 |
1,371.0 |
|
R2 |
1,407.6 |
1,407.6 |
1,367.5 |
|
R1 |
1,384.1 |
1,384.1 |
1,364.0 |
1,376.7 |
PP |
1,369.3 |
1,369.3 |
1,369.3 |
1,365.7 |
S1 |
1,345.8 |
1,345.8 |
1,357.0 |
1,338.4 |
S2 |
1,331.0 |
1,331.0 |
1,353.5 |
|
S3 |
1,292.7 |
1,307.5 |
1,350.0 |
|
S4 |
1,254.4 |
1,269.2 |
1,339.4 |
|
|
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 |
1,354.6 |
38.3 |
2.8% |
18.7 |
1.4% |
36% |
False |
False |
169,981 |
10 |
1,417.8 |
1,352.7 |
65.1 |
4.8% |
21.1 |
1.5% |
24% |
False |
False |
171,094 |
20 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
17.6 |
1.3% |
22% |
False |
False |
120,928 |
40 |
1,432.5 |
1,343.1 |
89.4 |
6.5% |
19.5 |
1.4% |
28% |
False |
False |
120,362 |
60 |
1,432.5 |
1,317.4 |
115.1 |
8.4% |
21.5 |
1.6% |
44% |
False |
False |
85,964 |
80 |
1,432.5 |
1,284.5 |
148.0 |
10.8% |
21.0 |
1.5% |
57% |
False |
False |
65,423 |
100 |
1,432.5 |
1,236.7 |
195.8 |
14.3% |
19.0 |
1.4% |
67% |
False |
False |
52,624 |
120 |
1,432.5 |
1,164.0 |
268.5 |
19.6% |
17.6 |
1.3% |
76% |
False |
False |
44,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,457.6 |
2.618 |
1,426.3 |
1.618 |
1,407.1 |
1.000 |
1,395.2 |
0.618 |
1,387.9 |
HIGH |
1,376.0 |
0.618 |
1,368.7 |
0.500 |
1,366.4 |
0.382 |
1,364.1 |
LOW |
1,356.8 |
0.618 |
1,344.9 |
1.000 |
1,337.6 |
1.618 |
1,325.7 |
2.618 |
1,306.5 |
4.250 |
1,275.2 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,367.6 |
1,373.8 |
PP |
1,367.0 |
1,371.9 |
S1 |
1,366.4 |
1,370.1 |
|