Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
7,061.0 |
7,086.0 |
25.0 |
0.4% |
6,945.0 |
High |
7,110.5 |
7,165.0 |
54.5 |
0.8% |
7,110.5 |
Low |
7,023.0 |
7,085.0 |
62.0 |
0.9% |
6,842.5 |
Close |
7,090.0 |
7,149.0 |
59.0 |
0.8% |
7,090.0 |
Range |
87.5 |
80.0 |
-7.5 |
-8.6% |
268.0 |
ATR |
90.2 |
89.5 |
-0.7 |
-0.8% |
0.0 |
Volume |
121,166 |
113,740 |
-7,426 |
-6.1% |
659,435 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,373.0 |
7,341.0 |
7,193.0 |
|
R3 |
7,293.0 |
7,261.0 |
7,171.0 |
|
R2 |
7,213.0 |
7,213.0 |
7,163.7 |
|
R1 |
7,181.0 |
7,181.0 |
7,156.3 |
7,197.0 |
PP |
7,133.0 |
7,133.0 |
7,133.0 |
7,141.0 |
S1 |
7,101.0 |
7,101.0 |
7,141.7 |
7,117.0 |
S2 |
7,053.0 |
7,053.0 |
7,134.3 |
|
S3 |
6,973.0 |
7,021.0 |
7,127.0 |
|
S4 |
6,893.0 |
6,941.0 |
7,105.0 |
|
|
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 |
7,165.0 |
6,867.0 |
298.0 |
4.2% |
91.5 |
1.3% |
95% |
True |
False |
126,225 |
10 |
7,165.0 |
6,842.5 |
322.5 |
4.5% |
96.2 |
1.3% |
95% |
True |
False |
134,344 |
20 |
7,165.0 |
6,842.5 |
322.5 |
4.5% |
84.0 |
1.2% |
95% |
True |
False |
96,041 |
40 |
7,165.0 |
6,679.0 |
486.0 |
6.8% |
84.4 |
1.2% |
97% |
True |
False |
61,271 |
60 |
7,165.0 |
6,581.5 |
583.5 |
8.2% |
81.4 |
1.1% |
97% |
True |
False |
41,120 |
80 |
7,165.0 |
6,137.5 |
1,027.5 |
14.4% |
82.1 |
1.1% |
98% |
True |
False |
31,009 |
100 |
7,165.0 |
5,863.5 |
1,301.5 |
18.2% |
81.9 |
1.1% |
99% |
True |
False |
25,243 |
120 |
7,165.0 |
5,863.5 |
1,301.5 |
18.2% |
80.5 |
1.1% |
99% |
True |
False |
21,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,505.0 |
2.618 |
7,374.4 |
1.618 |
7,294.4 |
1.000 |
7,245.0 |
0.618 |
7,214.4 |
HIGH |
7,165.0 |
0.618 |
7,134.4 |
0.500 |
7,125.0 |
0.382 |
7,115.6 |
LOW |
7,085.0 |
0.618 |
7,035.6 |
1.000 |
7,005.0 |
1.618 |
6,955.6 |
2.618 |
6,875.6 |
4.250 |
6,745.0 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
7,141.0 |
7,130.7 |
PP |
7,133.0 |
7,112.3 |
S1 |
7,125.0 |
7,094.0 |
|