Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4,798.0 |
4,754.0 |
-44.0 |
-0.9% |
4,682.0 |
High |
4,799.0 |
4,797.0 |
-2.0 |
0.0% |
4,791.0 |
Low |
4,738.0 |
4,748.0 |
10.0 |
0.2% |
4,674.0 |
Close |
4,745.0 |
4,778.0 |
33.0 |
0.7% |
4,791.0 |
Range |
61.0 |
49.0 |
-12.0 |
-19.7% |
117.0 |
ATR |
42.3 |
43.0 |
0.7 |
1.6% |
0.0 |
Volume |
25,074 |
19,873 |
-5,201 |
-20.7% |
89,922 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,921.3 |
4,898.7 |
4,805.0 |
|
R3 |
4,872.3 |
4,849.7 |
4,791.5 |
|
R2 |
4,823.3 |
4,823.3 |
4,787.0 |
|
R1 |
4,800.7 |
4,800.7 |
4,782.5 |
4,812.0 |
PP |
4,774.3 |
4,774.3 |
4,774.3 |
4,780.0 |
S1 |
4,751.7 |
4,751.7 |
4,773.5 |
4,763.0 |
S2 |
4,725.3 |
4,725.3 |
4,769.0 |
|
S3 |
4,676.3 |
4,702.7 |
4,764.5 |
|
S4 |
4,627.3 |
4,653.7 |
4,751.1 |
|
|
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 |
4,692.0 |
107.0 |
2.2% |
42.6 |
0.9% |
80% |
False |
False |
20,398 |
10 |
4,799.0 |
4,674.0 |
125.0 |
2.6% |
40.4 |
0.8% |
83% |
False |
False |
19,616 |
20 |
4,817.0 |
4,674.0 |
143.0 |
3.0% |
43.4 |
0.9% |
73% |
False |
False |
17,771 |
40 |
4,817.0 |
4,552.0 |
265.0 |
5.5% |
32.5 |
0.7% |
85% |
False |
False |
14,607 |
60 |
4,817.0 |
4,552.0 |
265.0 |
5.5% |
22.3 |
0.5% |
85% |
False |
False |
9,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,005.3 |
2.618 |
4,925.3 |
1.618 |
4,876.3 |
1.000 |
4,846.0 |
0.618 |
4,827.3 |
HIGH |
4,797.0 |
0.618 |
4,778.3 |
0.500 |
4,772.5 |
0.382 |
4,766.7 |
LOW |
4,748.0 |
0.618 |
4,717.7 |
1.000 |
4,699.0 |
1.618 |
4,668.7 |
2.618 |
4,619.7 |
4.250 |
4,539.8 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4,776.2 |
4,774.8 |
PP |
4,774.3 |
4,771.7 |
S1 |
4,772.5 |
4,768.5 |
|