Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
7,086.0 |
7,181.0 |
95.0 |
1.3% |
6,945.0 |
High |
7,165.0 |
7,193.0 |
28.0 |
0.4% |
7,110.5 |
Low |
7,085.0 |
7,073.0 |
-12.0 |
-0.2% |
6,842.5 |
Close |
7,149.0 |
7,089.5 |
-59.5 |
-0.8% |
7,090.0 |
Range |
80.0 |
120.0 |
40.0 |
50.0% |
268.0 |
ATR |
89.5 |
91.7 |
2.2 |
2.4% |
0.0 |
Volume |
113,740 |
131,915 |
18,175 |
16.0% |
659,435 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,478.5 |
7,404.0 |
7,155.5 |
|
R3 |
7,358.5 |
7,284.0 |
7,122.5 |
|
R2 |
7,238.5 |
7,238.5 |
7,111.5 |
|
R1 |
7,164.0 |
7,164.0 |
7,100.5 |
7,141.3 |
PP |
7,118.5 |
7,118.5 |
7,118.5 |
7,107.1 |
S1 |
7,044.0 |
7,044.0 |
7,078.5 |
7,021.3 |
S2 |
6,998.5 |
6,998.5 |
7,067.5 |
|
S3 |
6,878.5 |
6,924.0 |
7,056.5 |
|
S4 |
6,758.5 |
6,804.0 |
7,023.5 |
|
|
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 |
7,193.0 |
6,952.0 |
241.0 |
3.4% |
97.0 |
1.4% |
57% |
True |
False |
126,333 |
10 |
7,193.0 |
6,842.5 |
350.5 |
4.9% |
100.7 |
1.4% |
70% |
True |
False |
136,024 |
20 |
7,193.0 |
6,842.5 |
350.5 |
4.9% |
85.8 |
1.2% |
70% |
True |
False |
97,963 |
40 |
7,193.0 |
6,679.0 |
514.0 |
7.3% |
84.8 |
1.2% |
80% |
True |
False |
64,561 |
60 |
7,193.0 |
6,581.5 |
611.5 |
8.6% |
82.6 |
1.2% |
83% |
True |
False |
43,311 |
80 |
7,193.0 |
6,137.5 |
1,055.5 |
14.9% |
82.9 |
1.2% |
90% |
True |
False |
32,657 |
100 |
7,193.0 |
5,863.5 |
1,329.5 |
18.8% |
82.4 |
1.2% |
92% |
True |
False |
26,553 |
120 |
7,193.0 |
5,863.5 |
1,329.5 |
18.8% |
80.9 |
1.1% |
92% |
True |
False |
22,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,703.0 |
2.618 |
7,507.2 |
1.618 |
7,387.2 |
1.000 |
7,313.0 |
0.618 |
7,267.2 |
HIGH |
7,193.0 |
0.618 |
7,147.2 |
0.500 |
7,133.0 |
0.382 |
7,118.8 |
LOW |
7,073.0 |
0.618 |
6,998.8 |
1.000 |
6,953.0 |
1.618 |
6,878.8 |
2.618 |
6,758.8 |
4.250 |
6,563.0 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
7,133.0 |
7,108.0 |
PP |
7,118.5 |
7,101.8 |
S1 |
7,104.0 |
7,095.7 |
|