Trading Metrics calculated at close of trading on 20-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,294.50 |
1,279.25 |
-15.25 |
-1.2% |
1,266.25 |
High |
1,296.25 |
1,281.50 |
-14.75 |
-1.1% |
1,290.00 |
Low |
1,275.00 |
1,267.50 |
-7.50 |
-0.6% |
1,258.00 |
Close |
1,278.50 |
1,276.25 |
-2.25 |
-0.2% |
1,289.50 |
Range |
21.25 |
14.00 |
-7.25 |
-34.1% |
32.00 |
ATR |
12.72 |
12.81 |
0.09 |
0.7% |
0.00 |
Volume |
2,322,168 |
2,322,868 |
700 |
0.0% |
8,402,389 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.00 |
1,310.75 |
1,284.00 |
|
R3 |
1,303.00 |
1,296.75 |
1,280.00 |
|
R2 |
1,289.00 |
1,289.00 |
1,278.75 |
|
R1 |
1,282.75 |
1,282.75 |
1,277.50 |
1,279.00 |
PP |
1,275.00 |
1,275.00 |
1,275.00 |
1,273.25 |
S1 |
1,268.75 |
1,268.75 |
1,275.00 |
1,265.00 |
S2 |
1,261.00 |
1,261.00 |
1,273.75 |
|
S3 |
1,247.00 |
1,254.75 |
1,272.50 |
|
S4 |
1,233.00 |
1,240.75 |
1,268.50 |
|
|
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 |
1,267.50 |
28.75 |
2.3% |
14.25 |
1.1% |
30% |
False |
True |
1,915,181 |
10 |
1,296.25 |
1,257.75 |
38.50 |
3.0% |
13.25 |
1.0% |
48% |
False |
False |
1,844,885 |
20 |
1,296.25 |
1,245.50 |
50.75 |
4.0% |
11.25 |
0.9% |
61% |
False |
False |
1,398,043 |
40 |
1,296.25 |
1,167.25 |
129.00 |
10.1% |
13.00 |
1.0% |
84% |
False |
False |
1,053,663 |
60 |
1,296.25 |
1,163.00 |
133.25 |
10.4% |
13.75 |
1.1% |
85% |
False |
False |
703,447 |
80 |
1,296.25 |
1,121.75 |
174.50 |
13.7% |
14.25 |
1.1% |
89% |
False |
False |
527,868 |
100 |
1,296.25 |
1,029.00 |
267.25 |
20.9% |
14.50 |
1.1% |
93% |
False |
False |
422,371 |
120 |
1,296.25 |
1,028.25 |
268.00 |
21.0% |
14.75 |
1.2% |
93% |
False |
False |
351,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.00 |
2.618 |
1,318.25 |
1.618 |
1,304.25 |
1.000 |
1,295.50 |
0.618 |
1,290.25 |
HIGH |
1,281.50 |
0.618 |
1,276.25 |
0.500 |
1,274.50 |
0.382 |
1,272.75 |
LOW |
1,267.50 |
0.618 |
1,258.75 |
1.000 |
1,253.50 |
1.618 |
1,244.75 |
2.618 |
1,230.75 |
4.250 |
1,208.00 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,275.75 |
1,282.00 |
PP |
1,275.00 |
1,280.00 |
S1 |
1,274.50 |
1,278.00 |
|