Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,283.25 |
1,281.25 |
-2.00 |
-0.2% |
1,266.25 |
High |
1,284.50 |
1,290.00 |
5.50 |
0.4% |
1,290.00 |
Low |
1,276.25 |
1,274.25 |
-2.00 |
-0.2% |
1,258.00 |
Close |
1,281.25 |
1,289.50 |
8.25 |
0.6% |
1,289.50 |
Range |
8.25 |
15.75 |
7.50 |
90.9% |
32.00 |
ATR |
11.77 |
12.05 |
0.28 |
2.4% |
0.00 |
Volume |
1,670,930 |
1,628,778 |
-42,152 |
-2.5% |
8,402,389 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.75 |
1,326.50 |
1,298.25 |
|
R3 |
1,316.00 |
1,310.75 |
1,293.75 |
|
R2 |
1,300.25 |
1,300.25 |
1,292.50 |
|
R1 |
1,295.00 |
1,295.00 |
1,291.00 |
1,297.50 |
PP |
1,284.50 |
1,284.50 |
1,284.50 |
1,286.00 |
S1 |
1,279.25 |
1,279.25 |
1,288.00 |
1,282.00 |
S2 |
1,268.75 |
1,268.75 |
1,286.50 |
|
S3 |
1,253.00 |
1,263.50 |
1,285.25 |
|
S4 |
1,237.25 |
1,247.75 |
1,280.75 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.25 |
1,364.25 |
1,307.00 |
|
R3 |
1,343.25 |
1,332.25 |
1,298.25 |
|
R2 |
1,311.25 |
1,311.25 |
1,295.25 |
|
R1 |
1,300.25 |
1,300.25 |
1,292.50 |
1,305.75 |
PP |
1,279.25 |
1,279.25 |
1,279.25 |
1,282.00 |
S1 |
1,268.25 |
1,268.25 |
1,286.50 |
1,273.75 |
S2 |
1,247.25 |
1,247.25 |
1,283.75 |
|
S3 |
1,215.25 |
1,236.25 |
1,280.75 |
|
S4 |
1,183.25 |
1,204.25 |
1,272.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,290.00 |
1,258.00 |
32.00 |
2.5% |
11.75 |
0.9% |
98% |
True |
False |
1,680,477 |
10 |
1,290.00 |
1,255.25 |
34.75 |
2.7% |
13.25 |
1.0% |
99% |
True |
False |
1,731,314 |
20 |
1,290.00 |
1,234.00 |
56.00 |
4.3% |
10.25 |
0.8% |
99% |
True |
False |
1,255,390 |
40 |
1,290.00 |
1,167.25 |
122.75 |
9.5% |
13.25 |
1.0% |
100% |
True |
False |
897,250 |
60 |
1,290.00 |
1,162.25 |
127.75 |
9.9% |
13.50 |
1.1% |
100% |
True |
False |
598,886 |
80 |
1,290.00 |
1,112.75 |
177.25 |
13.7% |
14.25 |
1.1% |
100% |
True |
False |
449,436 |
100 |
1,290.00 |
1,028.25 |
261.75 |
20.3% |
14.75 |
1.1% |
100% |
True |
False |
359,610 |
120 |
1,290.00 |
1,028.25 |
261.75 |
20.3% |
14.75 |
1.1% |
100% |
True |
False |
299,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.00 |
2.618 |
1,331.25 |
1.618 |
1,315.50 |
1.000 |
1,305.75 |
0.618 |
1,299.75 |
HIGH |
1,290.00 |
0.618 |
1,284.00 |
0.500 |
1,282.00 |
0.382 |
1,280.25 |
LOW |
1,274.25 |
0.618 |
1,264.50 |
1.000 |
1,258.50 |
1.618 |
1,248.75 |
2.618 |
1,233.00 |
4.250 |
1,207.25 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,287.00 |
1,286.25 |
PP |
1,284.50 |
1,283.00 |
S1 |
1,282.00 |
1,279.50 |
|