Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,266.25 |
1,265.50 |
-0.75 |
-0.1% |
1,256.00 |
High |
1,268.00 |
1,273.75 |
5.75 |
0.5% |
1,277.00 |
Low |
1,258.00 |
1,264.00 |
6.00 |
0.5% |
1,255.25 |
Close |
1,265.50 |
1,270.50 |
5.00 |
0.4% |
1,267.50 |
Range |
10.00 |
9.75 |
-0.25 |
-2.5% |
21.75 |
ATR |
11.97 |
11.81 |
-0.16 |
-1.3% |
0.00 |
Volume |
1,875,738 |
1,623,507 |
-252,231 |
-13.4% |
8,910,753 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.75 |
1,294.25 |
1,275.75 |
|
R3 |
1,289.00 |
1,284.50 |
1,273.25 |
|
R2 |
1,279.25 |
1,279.25 |
1,272.25 |
|
R1 |
1,274.75 |
1,274.75 |
1,271.50 |
1,277.00 |
PP |
1,269.50 |
1,269.50 |
1,269.50 |
1,270.50 |
S1 |
1,265.00 |
1,265.00 |
1,269.50 |
1,267.25 |
S2 |
1,259.75 |
1,259.75 |
1,268.75 |
|
S3 |
1,250.00 |
1,255.25 |
1,267.75 |
|
S4 |
1,240.25 |
1,245.50 |
1,265.25 |
|
|
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 |
1,255.75 |
21.25 |
1.7% |
13.00 |
1.0% |
69% |
False |
False |
1,810,153 |
10 |
1,277.00 |
1,249.50 |
27.50 |
2.2% |
11.25 |
0.9% |
76% |
False |
False |
1,437,728 |
20 |
1,277.00 |
1,227.50 |
49.50 |
3.9% |
10.00 |
0.8% |
87% |
False |
False |
1,301,557 |
40 |
1,277.00 |
1,165.75 |
111.25 |
8.8% |
13.25 |
1.0% |
94% |
False |
False |
774,876 |
60 |
1,277.00 |
1,150.50 |
126.50 |
10.0% |
14.00 |
1.1% |
95% |
False |
False |
517,231 |
80 |
1,277.00 |
1,112.25 |
164.75 |
13.0% |
14.50 |
1.1% |
96% |
False |
False |
388,190 |
100 |
1,277.00 |
1,028.25 |
248.75 |
19.6% |
14.75 |
1.2% |
97% |
False |
False |
310,579 |
120 |
1,277.00 |
1,028.25 |
248.75 |
19.6% |
14.75 |
1.2% |
97% |
False |
False |
258,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.25 |
2.618 |
1,299.25 |
1.618 |
1,289.50 |
1.000 |
1,283.50 |
0.618 |
1,279.75 |
HIGH |
1,273.75 |
0.618 |
1,270.00 |
0.500 |
1,269.00 |
0.382 |
1,267.75 |
LOW |
1,264.00 |
0.618 |
1,258.00 |
1.000 |
1,254.25 |
1.618 |
1,248.25 |
2.618 |
1,238.50 |
4.250 |
1,222.50 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,270.00 |
1,269.00 |
PP |
1,269.50 |
1,267.50 |
S1 |
1,269.00 |
1,266.00 |
|