Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
7,094.5 |
7,061.0 |
-33.5 |
-0.5% |
6,945.0 |
High |
7,098.0 |
7,110.5 |
12.5 |
0.2% |
7,110.5 |
Low |
7,045.5 |
7,023.0 |
-22.5 |
-0.3% |
6,842.5 |
Close |
7,076.0 |
7,090.0 |
14.0 |
0.2% |
7,090.0 |
Range |
52.5 |
87.5 |
35.0 |
66.7% |
268.0 |
ATR |
90.4 |
90.2 |
-0.2 |
-0.2% |
0.0 |
Volume |
122,246 |
121,166 |
-1,080 |
-0.9% |
659,435 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,337.0 |
7,301.0 |
7,138.1 |
|
R3 |
7,249.5 |
7,213.5 |
7,114.1 |
|
R2 |
7,162.0 |
7,162.0 |
7,106.0 |
|
R1 |
7,126.0 |
7,126.0 |
7,098.0 |
7,144.0 |
PP |
7,074.5 |
7,074.5 |
7,074.5 |
7,083.5 |
S1 |
7,038.5 |
7,038.5 |
7,082.0 |
7,056.5 |
S2 |
6,987.0 |
6,987.0 |
7,074.0 |
|
S3 |
6,899.5 |
6,951.0 |
7,065.9 |
|
S4 |
6,812.0 |
6,863.5 |
7,041.9 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,818.3 |
7,722.2 |
7,237.4 |
|
R3 |
7,550.3 |
7,454.2 |
7,163.7 |
|
R2 |
7,282.3 |
7,282.3 |
7,139.1 |
|
R1 |
7,186.2 |
7,186.2 |
7,114.6 |
7,234.3 |
PP |
7,014.3 |
7,014.3 |
7,014.3 |
7,038.4 |
S1 |
6,918.2 |
6,918.2 |
7,065.4 |
6,966.3 |
S2 |
6,746.3 |
6,746.3 |
7,040.9 |
|
S3 |
6,478.3 |
6,650.2 |
7,016.3 |
|
S4 |
6,210.3 |
6,382.2 |
6,942.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,110.5 |
6,842.5 |
268.0 |
3.8% |
97.4 |
1.4% |
92% |
True |
False |
131,887 |
10 |
7,110.5 |
6,842.5 |
268.0 |
3.8% |
94.8 |
1.3% |
92% |
True |
False |
132,442 |
20 |
7,110.5 |
6,842.5 |
268.0 |
3.8% |
83.2 |
1.2% |
92% |
True |
False |
95,924 |
40 |
7,110.5 |
6,679.0 |
431.5 |
6.1% |
84.1 |
1.2% |
95% |
True |
False |
58,448 |
60 |
7,110.5 |
6,581.5 |
529.0 |
7.5% |
80.6 |
1.1% |
96% |
True |
False |
39,230 |
80 |
7,110.5 |
6,137.5 |
973.0 |
13.7% |
83.1 |
1.2% |
98% |
True |
False |
29,660 |
100 |
7,110.5 |
5,863.5 |
1,247.0 |
17.6% |
82.3 |
1.2% |
98% |
True |
False |
24,110 |
120 |
7,110.5 |
5,863.5 |
1,247.0 |
17.6% |
80.6 |
1.1% |
98% |
True |
False |
20,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,482.4 |
2.618 |
7,339.6 |
1.618 |
7,252.1 |
1.000 |
7,198.0 |
0.618 |
7,164.6 |
HIGH |
7,110.5 |
0.618 |
7,077.1 |
0.500 |
7,066.8 |
0.382 |
7,056.4 |
LOW |
7,023.0 |
0.618 |
6,968.9 |
1.000 |
6,935.5 |
1.618 |
6,881.4 |
2.618 |
6,793.9 |
4.250 |
6,651.1 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
7,082.3 |
7,070.4 |
PP |
7,074.5 |
7,050.8 |
S1 |
7,066.8 |
7,031.3 |
|