Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,271.75 |
1,269.75 |
-2.00 |
-0.2% |
1,256.00 |
High |
1,277.00 |
1,274.00 |
-3.00 |
-0.2% |
1,277.00 |
Low |
1,266.25 |
1,257.75 |
-8.50 |
-0.7% |
1,255.25 |
Close |
1,270.25 |
1,267.50 |
-2.75 |
-0.2% |
1,267.50 |
Range |
10.75 |
16.25 |
5.50 |
51.2% |
21.75 |
ATR |
11.80 |
12.12 |
0.32 |
2.7% |
0.00 |
Volume |
1,601,075 |
2,169,192 |
568,117 |
35.5% |
8,910,753 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.25 |
1,307.50 |
1,276.50 |
|
R3 |
1,299.00 |
1,291.25 |
1,272.00 |
|
R2 |
1,282.75 |
1,282.75 |
1,270.50 |
|
R1 |
1,275.00 |
1,275.00 |
1,269.00 |
1,270.75 |
PP |
1,266.50 |
1,266.50 |
1,266.50 |
1,264.25 |
S1 |
1,258.75 |
1,258.75 |
1,266.00 |
1,254.50 |
S2 |
1,250.25 |
1,250.25 |
1,264.50 |
|
S3 |
1,234.00 |
1,242.50 |
1,263.00 |
|
S4 |
1,217.75 |
1,226.25 |
1,258.50 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.75 |
1,321.50 |
1,279.50 |
|
R3 |
1,310.00 |
1,299.75 |
1,273.50 |
|
R2 |
1,288.25 |
1,288.25 |
1,271.50 |
|
R1 |
1,278.00 |
1,278.00 |
1,269.50 |
1,283.00 |
PP |
1,266.50 |
1,266.50 |
1,266.50 |
1,269.25 |
S1 |
1,256.25 |
1,256.25 |
1,265.50 |
1,261.50 |
S2 |
1,244.75 |
1,244.75 |
1,263.50 |
|
S3 |
1,223.00 |
1,234.50 |
1,261.50 |
|
S4 |
1,201.25 |
1,212.75 |
1,255.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,277.00 |
1,255.25 |
21.75 |
1.7% |
14.75 |
1.2% |
56% |
False |
False |
1,782,150 |
10 |
1,277.00 |
1,245.50 |
31.50 |
2.5% |
10.75 |
0.8% |
70% |
False |
False |
1,202,588 |
20 |
1,277.00 |
1,226.75 |
50.25 |
4.0% |
10.00 |
0.8% |
81% |
False |
False |
1,289,816 |
40 |
1,277.00 |
1,165.75 |
111.25 |
8.8% |
13.50 |
1.1% |
91% |
False |
False |
687,561 |
60 |
1,277.00 |
1,150.50 |
126.50 |
10.0% |
14.25 |
1.1% |
92% |
False |
False |
458,981 |
80 |
1,277.00 |
1,108.00 |
169.00 |
13.3% |
14.50 |
1.1% |
94% |
False |
False |
344,469 |
100 |
1,277.00 |
1,028.25 |
248.75 |
19.6% |
14.75 |
1.2% |
96% |
False |
False |
275,587 |
120 |
1,277.00 |
1,028.25 |
248.75 |
19.6% |
15.00 |
1.2% |
96% |
False |
False |
229,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.00 |
2.618 |
1,316.50 |
1.618 |
1,300.25 |
1.000 |
1,290.25 |
0.618 |
1,284.00 |
HIGH |
1,274.00 |
0.618 |
1,267.75 |
0.500 |
1,266.00 |
0.382 |
1,264.00 |
LOW |
1,257.75 |
0.618 |
1,247.75 |
1.000 |
1,241.50 |
1.618 |
1,231.50 |
2.618 |
1,215.25 |
4.250 |
1,188.75 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,267.00 |
1,267.00 |
PP |
1,266.50 |
1,266.75 |
S1 |
1,266.00 |
1,266.50 |
|