Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,369.9 |
1,345.5 |
-24.4 |
-1.8% |
1,361.2 |
High |
1,370.9 |
1,349.7 |
-21.2 |
-1.5% |
1,378.9 |
Low |
1,342.4 |
1,337.0 |
-5.4 |
-0.4% |
1,337.0 |
Close |
1,346.5 |
1,341.0 |
-5.5 |
-0.4% |
1,341.0 |
Range |
28.5 |
12.7 |
-15.8 |
-55.4% |
41.9 |
ATR |
20.4 |
19.8 |
-0.5 |
-2.7% |
0.0 |
Volume |
221,770 |
147,343 |
-74,427 |
-33.6% |
693,996 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.7 |
1,373.5 |
1,348.0 |
|
R3 |
1,368.0 |
1,360.8 |
1,344.5 |
|
R2 |
1,355.3 |
1,355.3 |
1,343.3 |
|
R1 |
1,348.1 |
1,348.1 |
1,342.2 |
1,345.4 |
PP |
1,342.6 |
1,342.6 |
1,342.6 |
1,341.2 |
S1 |
1,335.4 |
1,335.4 |
1,339.8 |
1,332.7 |
S2 |
1,329.9 |
1,329.9 |
1,338.7 |
|
S3 |
1,317.2 |
1,322.7 |
1,337.5 |
|
S4 |
1,304.5 |
1,310.0 |
1,334.0 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.0 |
1,451.4 |
1,364.0 |
|
R3 |
1,436.1 |
1,409.5 |
1,352.5 |
|
R2 |
1,394.2 |
1,394.2 |
1,348.7 |
|
R1 |
1,367.6 |
1,367.6 |
1,344.8 |
1,360.0 |
PP |
1,352.3 |
1,352.3 |
1,352.3 |
1,348.5 |
S1 |
1,325.7 |
1,325.7 |
1,337.2 |
1,318.1 |
S2 |
1,310.4 |
1,310.4 |
1,333.3 |
|
S3 |
1,268.5 |
1,283.8 |
1,329.5 |
|
S4 |
1,226.6 |
1,241.9 |
1,318.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,378.9 |
1,337.0 |
41.9 |
3.1% |
19.4 |
1.4% |
10% |
False |
True |
176,588 |
10 |
1,392.9 |
1,337.0 |
55.9 |
4.2% |
18.6 |
1.4% |
7% |
False |
True |
166,446 |
20 |
1,424.4 |
1,337.0 |
87.4 |
6.5% |
18.7 |
1.4% |
5% |
False |
True |
134,592 |
40 |
1,432.5 |
1,337.0 |
95.5 |
7.1% |
19.1 |
1.4% |
4% |
False |
True |
130,144 |
60 |
1,432.5 |
1,321.1 |
111.4 |
8.3% |
21.6 |
1.6% |
18% |
False |
False |
93,873 |
80 |
1,432.5 |
1,299.6 |
132.9 |
9.9% |
21.2 |
1.6% |
31% |
False |
False |
71,567 |
100 |
1,432.5 |
1,236.7 |
195.8 |
14.6% |
19.3 |
1.4% |
53% |
False |
False |
57,525 |
120 |
1,432.5 |
1,186.0 |
246.5 |
18.4% |
17.8 |
1.3% |
63% |
False |
False |
48,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.7 |
2.618 |
1,382.9 |
1.618 |
1,370.2 |
1.000 |
1,362.4 |
0.618 |
1,357.5 |
HIGH |
1,349.7 |
0.618 |
1,344.8 |
0.500 |
1,343.4 |
0.382 |
1,341.9 |
LOW |
1,337.0 |
0.618 |
1,329.2 |
1.000 |
1,324.3 |
1.618 |
1,316.5 |
2.618 |
1,303.8 |
4.250 |
1,283.0 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,343.4 |
1,358.0 |
PP |
1,342.6 |
1,352.3 |
S1 |
1,341.8 |
1,346.7 |
|