Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,270.00 |
1,283.25 |
13.25 |
1.0% |
1,256.00 |
High |
1,284.25 |
1,284.50 |
0.25 |
0.0% |
1,277.00 |
Low |
1,269.25 |
1,276.25 |
7.00 |
0.6% |
1,255.25 |
Close |
1,283.50 |
1,281.25 |
-2.25 |
-0.2% |
1,267.50 |
Range |
15.00 |
8.25 |
-6.75 |
-45.0% |
21.75 |
ATR |
12.04 |
11.77 |
-0.27 |
-2.2% |
0.00 |
Volume |
1,603,436 |
1,670,930 |
67,494 |
4.2% |
8,910,753 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.50 |
1,301.50 |
1,285.75 |
|
R3 |
1,297.25 |
1,293.25 |
1,283.50 |
|
R2 |
1,289.00 |
1,289.00 |
1,282.75 |
|
R1 |
1,285.00 |
1,285.00 |
1,282.00 |
1,283.00 |
PP |
1,280.75 |
1,280.75 |
1,280.75 |
1,279.50 |
S1 |
1,276.75 |
1,276.75 |
1,280.50 |
1,274.50 |
S2 |
1,272.50 |
1,272.50 |
1,279.75 |
|
S3 |
1,264.25 |
1,268.50 |
1,279.00 |
|
S4 |
1,256.00 |
1,260.25 |
1,276.75 |
|
|
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 |
1,284.50 |
1,257.75 |
26.75 |
2.1% |
11.75 |
0.9% |
88% |
True |
False |
1,788,560 |
10 |
1,284.50 |
1,249.50 |
35.00 |
2.7% |
12.50 |
1.0% |
91% |
True |
False |
1,635,141 |
20 |
1,284.50 |
1,227.50 |
57.00 |
4.4% |
10.25 |
0.8% |
94% |
True |
False |
1,259,398 |
40 |
1,284.50 |
1,167.25 |
117.25 |
9.2% |
13.00 |
1.0% |
97% |
True |
False |
856,610 |
60 |
1,284.50 |
1,155.50 |
129.00 |
10.1% |
13.50 |
1.1% |
97% |
True |
False |
571,759 |
80 |
1,284.50 |
1,112.75 |
171.75 |
13.4% |
14.25 |
1.1% |
98% |
True |
False |
429,083 |
100 |
1,284.50 |
1,028.25 |
256.25 |
20.0% |
14.75 |
1.1% |
99% |
True |
False |
343,322 |
120 |
1,284.50 |
1,028.25 |
256.25 |
20.0% |
14.75 |
1.1% |
99% |
True |
False |
286,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.50 |
2.618 |
1,306.00 |
1.618 |
1,297.75 |
1.000 |
1,292.75 |
0.618 |
1,289.50 |
HIGH |
1,284.50 |
0.618 |
1,281.25 |
0.500 |
1,280.50 |
0.382 |
1,279.50 |
LOW |
1,276.25 |
0.618 |
1,271.25 |
1.000 |
1,268.00 |
1.618 |
1,263.00 |
2.618 |
1,254.75 |
4.250 |
1,241.25 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,281.00 |
1,279.00 |
PP |
1,280.75 |
1,276.50 |
S1 |
1,280.50 |
1,274.25 |
|