Trading Metrics calculated at close of trading on 12-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,265.50 |
1,270.00 |
4.50 |
0.4% |
1,256.00 |
High |
1,273.75 |
1,284.25 |
10.50 |
0.8% |
1,277.00 |
Low |
1,264.00 |
1,269.25 |
5.25 |
0.4% |
1,255.25 |
Close |
1,270.50 |
1,283.50 |
13.00 |
1.0% |
1,267.50 |
Range |
9.75 |
15.00 |
5.25 |
53.8% |
21.75 |
ATR |
11.81 |
12.04 |
0.23 |
1.9% |
0.00 |
Volume |
1,623,507 |
1,603,436 |
-20,071 |
-1.2% |
8,910,753 |
|
Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.00 |
1,318.75 |
1,291.75 |
|
R3 |
1,309.00 |
1,303.75 |
1,287.50 |
|
R2 |
1,294.00 |
1,294.00 |
1,286.25 |
|
R1 |
1,288.75 |
1,288.75 |
1,285.00 |
1,291.50 |
PP |
1,279.00 |
1,279.00 |
1,279.00 |
1,280.25 |
S1 |
1,273.75 |
1,273.75 |
1,282.00 |
1,276.50 |
S2 |
1,264.00 |
1,264.00 |
1,280.75 |
|
S3 |
1,249.00 |
1,258.75 |
1,279.50 |
|
S4 |
1,234.00 |
1,243.75 |
1,275.25 |
|
|
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 |
1,284.25 |
1,257.75 |
26.50 |
2.1% |
12.25 |
1.0% |
97% |
True |
False |
1,774,589 |
10 |
1,284.25 |
1,249.50 |
34.75 |
2.7% |
12.25 |
1.0% |
98% |
True |
False |
1,539,327 |
20 |
1,284.25 |
1,227.50 |
56.75 |
4.4% |
10.25 |
0.8% |
99% |
True |
False |
1,281,563 |
40 |
1,284.25 |
1,165.75 |
118.50 |
9.2% |
13.50 |
1.0% |
99% |
True |
False |
814,857 |
60 |
1,284.25 |
1,150.50 |
133.75 |
10.4% |
13.75 |
1.1% |
99% |
True |
False |
543,920 |
80 |
1,284.25 |
1,112.75 |
171.50 |
13.4% |
14.25 |
1.1% |
100% |
True |
False |
408,228 |
100 |
1,284.25 |
1,028.25 |
256.00 |
19.9% |
14.75 |
1.1% |
100% |
True |
False |
326,613 |
120 |
1,284.25 |
1,028.25 |
256.00 |
19.9% |
14.75 |
1.1% |
100% |
True |
False |
272,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.00 |
2.618 |
1,323.50 |
1.618 |
1,308.50 |
1.000 |
1,299.25 |
0.618 |
1,293.50 |
HIGH |
1,284.25 |
0.618 |
1,278.50 |
0.500 |
1,276.75 |
0.382 |
1,275.00 |
LOW |
1,269.25 |
0.618 |
1,260.00 |
1.000 |
1,254.25 |
1.618 |
1,245.00 |
2.618 |
1,230.00 |
4.250 |
1,205.50 |
|
|
Fisher Pivots for day following 12-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,281.25 |
1,279.50 |
PP |
1,279.00 |
1,275.25 |
S1 |
1,276.75 |
1,271.00 |
|