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 |
4,704.0 |
4,730.0 |
26.0 |
0.6% |
4,780.0 |
High |
4,717.0 |
4,788.0 |
71.0 |
1.5% |
4,783.0 |
Low |
4,692.0 |
4,730.0 |
38.0 |
0.8% |
4,679.0 |
Close |
4,714.0 |
4,784.0 |
70.0 |
1.5% |
4,693.0 |
Range |
25.0 |
58.0 |
33.0 |
132.0% |
104.0 |
ATR |
40.0 |
42.5 |
2.4 |
6.1% |
0.0 |
Volume |
15,696 |
25,168 |
9,472 |
60.3% |
94,401 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,941.3 |
4,920.7 |
4,815.9 |
|
R3 |
4,883.3 |
4,862.7 |
4,800.0 |
|
R2 |
4,825.3 |
4,825.3 |
4,794.6 |
|
R1 |
4,804.7 |
4,804.7 |
4,789.3 |
4,815.0 |
PP |
4,767.3 |
4,767.3 |
4,767.3 |
4,772.5 |
S1 |
4,746.7 |
4,746.7 |
4,778.7 |
4,757.0 |
S2 |
4,709.3 |
4,709.3 |
4,773.4 |
|
S3 |
4,651.3 |
4,688.7 |
4,768.1 |
|
S4 |
4,593.3 |
4,630.7 |
4,752.1 |
|
|
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 |
4,788.0 |
4,674.0 |
114.0 |
2.4% |
36.2 |
0.8% |
96% |
True |
False |
18,216 |
10 |
4,800.0 |
4,674.0 |
126.0 |
2.6% |
46.5 |
1.0% |
87% |
False |
False |
18,846 |
20 |
4,817.0 |
4,674.0 |
143.0 |
3.0% |
40.9 |
0.9% |
77% |
False |
False |
23,401 |
40 |
4,817.0 |
4,552.0 |
265.0 |
5.5% |
29.4 |
0.6% |
88% |
False |
False |
13,080 |
60 |
4,817.0 |
4,552.0 |
265.0 |
5.5% |
20.4 |
0.4% |
88% |
False |
False |
8,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,034.5 |
2.618 |
4,939.8 |
1.618 |
4,881.8 |
1.000 |
4,846.0 |
0.618 |
4,823.8 |
HIGH |
4,788.0 |
0.618 |
4,765.8 |
0.500 |
4,759.0 |
0.382 |
4,752.2 |
LOW |
4,730.0 |
0.618 |
4,694.2 |
1.000 |
4,672.0 |
1.618 |
4,636.2 |
2.618 |
4,578.2 |
4.250 |
4,483.5 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4,775.7 |
4,766.5 |
PP |
4,767.3 |
4,749.0 |
S1 |
4,759.0 |
4,731.5 |
|