Trading Metrics calculated at close of trading on 17-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
17-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4,785.0 |
4,798.0 |
13.0 |
0.3% |
4,682.0 |
High |
4,791.0 |
4,799.0 |
8.0 |
0.2% |
4,791.0 |
Low |
4,771.0 |
4,738.0 |
-33.0 |
-0.7% |
4,674.0 |
Close |
4,791.0 |
4,745.0 |
-46.0 |
-1.0% |
4,791.0 |
Range |
20.0 |
61.0 |
41.0 |
205.0% |
117.0 |
ATR |
40.9 |
42.3 |
1.4 |
3.5% |
0.0 |
Volume |
16,183 |
25,074 |
8,891 |
54.9% |
89,922 |
|
Daily Pivots for day following 17-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,943.7 |
4,905.3 |
4,778.6 |
|
R3 |
4,882.7 |
4,844.3 |
4,761.8 |
|
R2 |
4,821.7 |
4,821.7 |
4,756.2 |
|
R1 |
4,783.3 |
4,783.3 |
4,750.6 |
4,772.0 |
PP |
4,760.7 |
4,760.7 |
4,760.7 |
4,755.0 |
S1 |
4,722.3 |
4,722.3 |
4,739.4 |
4,711.0 |
S2 |
4,699.7 |
4,699.7 |
4,733.8 |
|
S3 |
4,638.7 |
4,661.3 |
4,728.2 |
|
S4 |
4,577.7 |
4,600.3 |
4,711.5 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,103.0 |
5,064.0 |
4,855.4 |
|
R3 |
4,986.0 |
4,947.0 |
4,823.2 |
|
R2 |
4,869.0 |
4,869.0 |
4,812.5 |
|
R1 |
4,830.0 |
4,830.0 |
4,801.7 |
4,849.5 |
PP |
4,752.0 |
4,752.0 |
4,752.0 |
4,761.8 |
S1 |
4,713.0 |
4,713.0 |
4,780.3 |
4,732.5 |
S2 |
4,635.0 |
4,635.0 |
4,769.6 |
|
S3 |
4,518.0 |
4,596.0 |
4,758.8 |
|
S4 |
4,401.0 |
4,479.0 |
4,726.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,799.0 |
4,675.0 |
124.0 |
2.6% |
39.0 |
0.8% |
56% |
True |
False |
19,942 |
10 |
4,799.0 |
4,674.0 |
125.0 |
2.6% |
41.6 |
0.9% |
57% |
True |
False |
20,939 |
20 |
4,817.0 |
4,674.0 |
143.0 |
3.0% |
42.8 |
0.9% |
50% |
False |
False |
17,884 |
40 |
4,817.0 |
4,552.0 |
265.0 |
5.6% |
31.3 |
0.7% |
73% |
False |
False |
14,111 |
60 |
4,817.0 |
4,552.0 |
265.0 |
5.6% |
21.4 |
0.5% |
73% |
False |
False |
9,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,058.3 |
2.618 |
4,958.7 |
1.618 |
4,897.7 |
1.000 |
4,860.0 |
0.618 |
4,836.7 |
HIGH |
4,799.0 |
0.618 |
4,775.7 |
0.500 |
4,768.5 |
0.382 |
4,761.3 |
LOW |
4,738.0 |
0.618 |
4,700.3 |
1.000 |
4,677.0 |
1.618 |
4,639.3 |
2.618 |
4,578.3 |
4.250 |
4,478.8 |
|
|
Fisher Pivots for day following 17-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4,768.5 |
4,764.5 |
PP |
4,760.7 |
4,758.0 |
S1 |
4,752.8 |
4,751.5 |
|