Trading Metrics calculated at close of trading on 20-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,367.8 |
1,369.9 |
2.1 |
0.2% |
1,369.8 |
High |
1,378.9 |
1,370.9 |
-8.0 |
-0.6% |
1,392.9 |
Low |
1,365.5 |
1,342.4 |
-23.1 |
-1.7% |
1,354.6 |
Close |
1,370.2 |
1,346.5 |
-23.7 |
-1.7% |
1,360.5 |
Range |
13.4 |
28.5 |
15.1 |
112.7% |
38.3 |
ATR |
19.7 |
20.4 |
0.6 |
3.2% |
0.0 |
Volume |
124,495 |
221,770 |
97,275 |
78.1% |
758,988 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.8 |
1,421.1 |
1,362.2 |
|
R3 |
1,410.3 |
1,392.6 |
1,354.3 |
|
R2 |
1,381.8 |
1,381.8 |
1,351.7 |
|
R1 |
1,364.1 |
1,364.1 |
1,349.1 |
1,358.7 |
PP |
1,353.3 |
1,353.3 |
1,353.3 |
1,350.6 |
S1 |
1,335.6 |
1,335.6 |
1,343.9 |
1,330.2 |
S2 |
1,324.8 |
1,324.8 |
1,341.3 |
|
S3 |
1,296.3 |
1,307.1 |
1,338.7 |
|
S4 |
1,267.8 |
1,278.6 |
1,330.8 |
|
|
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 |
1,342.4 |
50.5 |
3.8% |
21.6 |
1.6% |
8% |
False |
True |
184,168 |
10 |
1,392.9 |
1,342.4 |
50.5 |
3.8% |
18.9 |
1.4% |
8% |
False |
True |
167,175 |
20 |
1,424.4 |
1,342.4 |
82.0 |
6.1% |
18.5 |
1.4% |
5% |
False |
True |
129,978 |
40 |
1,432.5 |
1,342.4 |
90.1 |
6.7% |
19.5 |
1.4% |
5% |
False |
True |
127,617 |
60 |
1,432.5 |
1,321.1 |
111.4 |
8.3% |
21.6 |
1.6% |
23% |
False |
False |
91,570 |
80 |
1,432.5 |
1,284.5 |
148.0 |
11.0% |
21.4 |
1.6% |
42% |
False |
False |
69,733 |
100 |
1,432.5 |
1,236.7 |
195.8 |
14.5% |
19.2 |
1.4% |
56% |
False |
False |
56,053 |
120 |
1,432.5 |
1,180.5 |
252.0 |
18.7% |
17.8 |
1.3% |
66% |
False |
False |
46,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,492.0 |
2.618 |
1,445.5 |
1.618 |
1,417.0 |
1.000 |
1,399.4 |
0.618 |
1,388.5 |
HIGH |
1,370.9 |
0.618 |
1,360.0 |
0.500 |
1,356.7 |
0.382 |
1,353.3 |
LOW |
1,342.4 |
0.618 |
1,324.8 |
1.000 |
1,313.9 |
1.618 |
1,296.3 |
2.618 |
1,267.8 |
4.250 |
1,221.3 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,356.7 |
1,360.7 |
PP |
1,353.3 |
1,355.9 |
S1 |
1,349.9 |
1,351.2 |
|