Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,289.50 |
1,294.50 |
5.00 |
0.4% |
1,266.25 |
High |
1,295.00 |
1,296.25 |
1.25 |
0.1% |
1,290.00 |
Low |
1,282.75 |
1,275.00 |
-7.75 |
-0.6% |
1,258.00 |
Close |
1,294.75 |
1,278.50 |
-16.25 |
-1.3% |
1,289.50 |
Range |
12.25 |
21.25 |
9.00 |
73.5% |
32.00 |
ATR |
12.06 |
12.72 |
0.66 |
5.4% |
0.00 |
Volume |
1,631,162 |
2,322,168 |
691,006 |
42.4% |
8,402,389 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.00 |
1,334.00 |
1,290.25 |
|
R3 |
1,325.75 |
1,312.75 |
1,284.25 |
|
R2 |
1,304.50 |
1,304.50 |
1,282.50 |
|
R1 |
1,291.50 |
1,291.50 |
1,280.50 |
1,287.50 |
PP |
1,283.25 |
1,283.25 |
1,283.25 |
1,281.25 |
S1 |
1,270.25 |
1,270.25 |
1,276.50 |
1,266.00 |
S2 |
1,262.00 |
1,262.00 |
1,274.50 |
|
S3 |
1,240.75 |
1,249.00 |
1,272.75 |
|
S4 |
1,219.50 |
1,227.75 |
1,266.75 |
|
|
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 |
1,296.25 |
1,269.25 |
27.00 |
2.1% |
14.50 |
1.1% |
34% |
True |
False |
1,771,294 |
10 |
1,296.25 |
1,255.75 |
40.50 |
3.2% |
13.75 |
1.1% |
56% |
True |
False |
1,790,724 |
20 |
1,296.25 |
1,240.75 |
55.50 |
4.3% |
11.00 |
0.9% |
68% |
True |
False |
1,328,843 |
40 |
1,296.25 |
1,167.25 |
129.00 |
10.1% |
13.25 |
1.0% |
86% |
True |
False |
995,752 |
60 |
1,296.25 |
1,163.00 |
133.25 |
10.4% |
13.75 |
1.1% |
87% |
True |
False |
664,753 |
80 |
1,296.25 |
1,121.75 |
174.50 |
13.6% |
14.25 |
1.1% |
90% |
True |
False |
498,842 |
100 |
1,296.25 |
1,028.25 |
268.00 |
21.0% |
14.75 |
1.1% |
93% |
True |
False |
399,142 |
120 |
1,296.25 |
1,028.25 |
268.00 |
21.0% |
14.75 |
1.2% |
93% |
True |
False |
332,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.50 |
2.618 |
1,352.00 |
1.618 |
1,330.75 |
1.000 |
1,317.50 |
0.618 |
1,309.50 |
HIGH |
1,296.25 |
0.618 |
1,288.25 |
0.500 |
1,285.50 |
0.382 |
1,283.00 |
LOW |
1,275.00 |
0.618 |
1,261.75 |
1.000 |
1,253.75 |
1.618 |
1,240.50 |
2.618 |
1,219.25 |
4.250 |
1,184.75 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,285.50 |
1,285.25 |
PP |
1,283.25 |
1,283.00 |
S1 |
1,281.00 |
1,280.75 |
|