Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,281.25 |
1,289.50 |
8.25 |
0.6% |
1,266.25 |
High |
1,290.00 |
1,295.00 |
5.00 |
0.4% |
1,290.00 |
Low |
1,274.25 |
1,282.75 |
8.50 |
0.7% |
1,258.00 |
Close |
1,289.50 |
1,294.75 |
5.25 |
0.4% |
1,289.50 |
Range |
15.75 |
12.25 |
-3.50 |
-22.2% |
32.00 |
ATR |
12.05 |
12.06 |
0.01 |
0.1% |
0.00 |
Volume |
1,628,778 |
1,631,162 |
2,384 |
0.1% |
8,402,389 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.50 |
1,323.50 |
1,301.50 |
|
R3 |
1,315.25 |
1,311.25 |
1,298.00 |
|
R2 |
1,303.00 |
1,303.00 |
1,297.00 |
|
R1 |
1,299.00 |
1,299.00 |
1,295.75 |
1,301.00 |
PP |
1,290.75 |
1,290.75 |
1,290.75 |
1,292.00 |
S1 |
1,286.75 |
1,286.75 |
1,293.75 |
1,288.75 |
S2 |
1,278.50 |
1,278.50 |
1,292.50 |
|
S3 |
1,266.25 |
1,274.50 |
1,291.50 |
|
S4 |
1,254.00 |
1,262.25 |
1,288.00 |
|
|
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 |
1,295.00 |
1,264.00 |
31.00 |
2.4% |
12.25 |
0.9% |
99% |
True |
False |
1,631,562 |
10 |
1,295.00 |
1,255.75 |
39.25 |
3.0% |
12.75 |
1.0% |
99% |
True |
False |
1,735,451 |
20 |
1,295.00 |
1,234.00 |
61.00 |
4.7% |
10.75 |
0.8% |
100% |
True |
False |
1,270,024 |
40 |
1,295.00 |
1,167.25 |
127.75 |
9.9% |
13.00 |
1.0% |
100% |
True |
False |
937,918 |
60 |
1,295.00 |
1,163.00 |
132.00 |
10.2% |
13.50 |
1.0% |
100% |
True |
False |
626,062 |
80 |
1,295.00 |
1,113.75 |
181.25 |
14.0% |
14.25 |
1.1% |
100% |
True |
False |
469,821 |
100 |
1,295.00 |
1,028.25 |
266.75 |
20.6% |
14.75 |
1.1% |
100% |
True |
False |
375,921 |
120 |
1,295.00 |
1,028.25 |
266.75 |
20.6% |
14.75 |
1.1% |
100% |
True |
False |
313,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.00 |
2.618 |
1,327.00 |
1.618 |
1,314.75 |
1.000 |
1,307.25 |
0.618 |
1,302.50 |
HIGH |
1,295.00 |
0.618 |
1,290.25 |
0.500 |
1,289.00 |
0.382 |
1,287.50 |
LOW |
1,282.75 |
0.618 |
1,275.25 |
1.000 |
1,270.50 |
1.618 |
1,263.00 |
2.618 |
1,250.75 |
4.250 |
1,230.75 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,292.75 |
1,291.50 |
PP |
1,290.75 |
1,288.00 |
S1 |
1,289.00 |
1,284.50 |
|