Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,279.25 |
1,276.00 |
-3.25 |
-0.3% |
1,289.50 |
High |
1,281.50 |
1,288.00 |
6.50 |
0.5% |
1,296.25 |
Low |
1,267.50 |
1,273.25 |
5.75 |
0.5% |
1,267.50 |
Close |
1,276.25 |
1,279.75 |
3.50 |
0.3% |
1,279.75 |
Range |
14.00 |
14.75 |
0.75 |
5.4% |
28.75 |
ATR |
12.81 |
12.95 |
0.14 |
1.1% |
0.00 |
Volume |
2,322,868 |
2,011,881 |
-310,987 |
-13.4% |
8,288,079 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.50 |
1,317.00 |
1,287.75 |
|
R3 |
1,309.75 |
1,302.25 |
1,283.75 |
|
R2 |
1,295.00 |
1,295.00 |
1,282.50 |
|
R1 |
1,287.50 |
1,287.50 |
1,281.00 |
1,291.25 |
PP |
1,280.25 |
1,280.25 |
1,280.25 |
1,282.25 |
S1 |
1,272.75 |
1,272.75 |
1,278.50 |
1,276.50 |
S2 |
1,265.50 |
1,265.50 |
1,277.00 |
|
S3 |
1,250.75 |
1,258.00 |
1,275.75 |
|
S4 |
1,236.00 |
1,243.25 |
1,271.75 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.50 |
1,352.25 |
1,295.50 |
|
R3 |
1,338.75 |
1,323.50 |
1,287.75 |
|
R2 |
1,310.00 |
1,310.00 |
1,285.00 |
|
R1 |
1,294.75 |
1,294.75 |
1,282.50 |
1,288.00 |
PP |
1,281.25 |
1,281.25 |
1,281.25 |
1,277.75 |
S1 |
1,266.00 |
1,266.00 |
1,277.00 |
1,259.25 |
S2 |
1,252.50 |
1,252.50 |
1,274.50 |
|
S3 |
1,223.75 |
1,237.25 |
1,271.75 |
|
S4 |
1,195.00 |
1,208.50 |
1,264.00 |
|
|
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 |
2.2% |
15.50 |
1.2% |
43% |
False |
False |
1,983,371 |
10 |
1,296.25 |
1,257.75 |
38.50 |
3.0% |
13.75 |
1.1% |
57% |
False |
False |
1,885,966 |
20 |
1,296.25 |
1,245.50 |
50.75 |
4.0% |
11.75 |
0.9% |
67% |
False |
False |
1,465,419 |
40 |
1,296.25 |
1,167.25 |
129.00 |
10.1% |
12.75 |
1.0% |
87% |
False |
False |
1,103,666 |
60 |
1,296.25 |
1,163.00 |
133.25 |
10.4% |
13.75 |
1.1% |
88% |
False |
False |
736,962 |
80 |
1,296.25 |
1,122.00 |
174.25 |
13.6% |
14.25 |
1.1% |
91% |
False |
False |
553,013 |
100 |
1,296.25 |
1,029.00 |
267.25 |
20.9% |
14.50 |
1.1% |
94% |
False |
False |
442,489 |
120 |
1,296.25 |
1,028.25 |
268.00 |
20.9% |
14.75 |
1.1% |
94% |
False |
False |
368,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.75 |
2.618 |
1,326.50 |
1.618 |
1,311.75 |
1.000 |
1,302.75 |
0.618 |
1,297.00 |
HIGH |
1,288.00 |
0.618 |
1,282.25 |
0.500 |
1,280.50 |
0.382 |
1,279.00 |
LOW |
1,273.25 |
0.618 |
1,264.25 |
1.000 |
1,258.50 |
1.618 |
1,249.50 |
2.618 |
1,234.75 |
4.250 |
1,210.50 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,280.50 |
1,282.00 |
PP |
1,280.25 |
1,281.25 |
S1 |
1,280.00 |
1,280.50 |
|