Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4,700.0 |
4,682.0 |
-18.0 |
-0.4% |
4,780.0 |
High |
4,710.0 |
4,710.0 |
0.0 |
0.0% |
4,783.0 |
Low |
4,679.0 |
4,674.0 |
-5.0 |
-0.1% |
4,679.0 |
Close |
4,693.0 |
4,701.0 |
8.0 |
0.2% |
4,693.0 |
Range |
31.0 |
36.0 |
5.0 |
16.1% |
104.0 |
ATR |
42.5 |
42.0 |
-0.5 |
-1.1% |
0.0 |
Volume |
17,344 |
15,286 |
-2,058 |
-11.9% |
94,401 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,803.0 |
4,788.0 |
4,720.8 |
|
R3 |
4,767.0 |
4,752.0 |
4,710.9 |
|
R2 |
4,731.0 |
4,731.0 |
4,707.6 |
|
R1 |
4,716.0 |
4,716.0 |
4,704.3 |
4,723.5 |
PP |
4,695.0 |
4,695.0 |
4,695.0 |
4,698.8 |
S1 |
4,680.0 |
4,680.0 |
4,697.7 |
4,687.5 |
S2 |
4,659.0 |
4,659.0 |
4,694.4 |
|
S3 |
4,623.0 |
4,644.0 |
4,691.1 |
|
S4 |
4,587.0 |
4,608.0 |
4,681.2 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,030.3 |
4,965.7 |
4,750.2 |
|
R3 |
4,926.3 |
4,861.7 |
4,721.6 |
|
R2 |
4,822.3 |
4,822.3 |
4,712.1 |
|
R1 |
4,757.7 |
4,757.7 |
4,702.5 |
4,738.0 |
PP |
4,718.3 |
4,718.3 |
4,718.3 |
4,708.5 |
S1 |
4,653.7 |
4,653.7 |
4,683.5 |
4,634.0 |
S2 |
4,614.3 |
4,614.3 |
4,673.9 |
|
S3 |
4,510.3 |
4,549.7 |
4,664.4 |
|
S4 |
4,406.3 |
4,445.7 |
4,635.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,783.0 |
4,674.0 |
109.0 |
2.3% |
44.2 |
0.9% |
25% |
False |
True |
21,937 |
10 |
4,817.0 |
4,674.0 |
143.0 |
3.0% |
47.5 |
1.0% |
19% |
False |
True |
16,548 |
20 |
4,817.0 |
4,674.0 |
143.0 |
3.0% |
38.8 |
0.8% |
19% |
False |
True |
23,029 |
40 |
4,817.0 |
4,552.0 |
265.0 |
5.6% |
26.6 |
0.6% |
56% |
False |
False |
11,620 |
60 |
4,817.0 |
4,552.0 |
265.0 |
5.6% |
18.5 |
0.4% |
56% |
False |
False |
7,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,863.0 |
2.618 |
4,804.2 |
1.618 |
4,768.2 |
1.000 |
4,746.0 |
0.618 |
4,732.2 |
HIGH |
4,710.0 |
0.618 |
4,696.2 |
0.500 |
4,692.0 |
0.382 |
4,687.8 |
LOW |
4,674.0 |
0.618 |
4,651.8 |
1.000 |
4,638.0 |
1.618 |
4,615.8 |
2.618 |
4,579.8 |
4.250 |
4,521.0 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4,698.0 |
4,702.0 |
PP |
4,695.0 |
4,701.7 |
S1 |
4,692.0 |
4,701.3 |
|