Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
7,080.0 |
7,051.0 |
-29.0 |
-0.4% |
7,086.0 |
High |
7,095.0 |
7,131.5 |
36.5 |
0.5% |
7,193.0 |
Low |
7,015.5 |
7,033.0 |
17.5 |
0.2% |
7,015.5 |
Close |
7,033.5 |
7,070.0 |
36.5 |
0.5% |
7,070.0 |
Range |
79.5 |
98.5 |
19.0 |
23.9% |
177.5 |
ATR |
90.8 |
91.4 |
0.5 |
0.6% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,373.7 |
7,320.3 |
7,124.2 |
|
R3 |
7,275.2 |
7,221.8 |
7,097.1 |
|
R2 |
7,176.7 |
7,176.7 |
7,088.1 |
|
R1 |
7,123.3 |
7,123.3 |
7,079.0 |
7,150.0 |
PP |
7,078.2 |
7,078.2 |
7,078.2 |
7,091.5 |
S1 |
7,024.8 |
7,024.8 |
7,061.0 |
7,051.5 |
S2 |
6,979.7 |
6,979.7 |
7,051.9 |
|
S3 |
6,881.2 |
6,926.3 |
7,042.9 |
|
S4 |
6,782.7 |
6,827.8 |
7,015.8 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,625.3 |
7,525.2 |
7,167.6 |
|
R3 |
7,447.8 |
7,347.7 |
7,118.8 |
|
R2 |
7,270.3 |
7,270.3 |
7,102.5 |
|
R1 |
7,170.2 |
7,170.2 |
7,086.3 |
7,131.5 |
PP |
7,092.8 |
7,092.8 |
7,092.8 |
7,073.5 |
S1 |
6,992.7 |
6,992.7 |
7,053.7 |
6,954.0 |
S2 |
6,915.3 |
6,915.3 |
7,037.5 |
|
S3 |
6,737.8 |
6,815.2 |
7,021.2 |
|
S4 |
6,560.3 |
6,637.7 |
6,972.4 |
|
|
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 |
7,015.5 |
177.5 |
2.5% |
93.1 |
1.3% |
31% |
False |
False |
73,364 |
10 |
7,193.0 |
6,842.5 |
350.5 |
5.0% |
95.4 |
1.3% |
65% |
False |
False |
106,404 |
20 |
7,193.0 |
6,842.5 |
350.5 |
5.0% |
91.5 |
1.3% |
65% |
False |
False |
92,492 |
40 |
7,193.0 |
6,679.0 |
514.0 |
7.3% |
82.8 |
1.2% |
76% |
False |
False |
64,531 |
60 |
7,193.0 |
6,597.0 |
596.0 |
8.4% |
83.4 |
1.2% |
79% |
False |
False |
43,266 |
80 |
7,193.0 |
6,137.5 |
1,055.5 |
14.9% |
82.6 |
1.2% |
88% |
False |
False |
32,651 |
100 |
7,193.0 |
6,085.0 |
1,108.0 |
15.7% |
81.8 |
1.2% |
89% |
False |
False |
26,549 |
120 |
7,193.0 |
5,863.5 |
1,329.5 |
18.8% |
81.3 |
1.1% |
91% |
False |
False |
22,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,550.1 |
2.618 |
7,389.4 |
1.618 |
7,290.9 |
1.000 |
7,230.0 |
0.618 |
7,192.4 |
HIGH |
7,131.5 |
0.618 |
7,093.9 |
0.500 |
7,082.3 |
0.382 |
7,070.6 |
LOW |
7,033.0 |
0.618 |
6,972.1 |
1.000 |
6,934.5 |
1.618 |
6,873.6 |
2.618 |
6,775.1 |
4.250 |
6,614.4 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
7,082.3 |
7,104.3 |
PP |
7,078.2 |
7,092.8 |
S1 |
7,074.1 |
7,081.4 |
|