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 |
10,615 |
10,605 |
-10 |
-0.1% |
10,545 |
High |
10,625 |
10,610 |
-15 |
-0.1% |
10,665 |
Low |
10,495 |
10,490 |
-5 |
0.0% |
10,395 |
Close |
10,595 |
10,605 |
10 |
0.1% |
10,595 |
Range |
130 |
120 |
-10 |
-7.7% |
270 |
ATR |
120 |
120 |
0 |
0.0% |
0 |
Volume |
8,343 |
8,343 |
0 |
0.0% |
41,304 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,928 |
10,887 |
10,671 |
|
R3 |
10,808 |
10,767 |
10,638 |
|
R2 |
10,688 |
10,688 |
10,627 |
|
R1 |
10,647 |
10,647 |
10,616 |
10,665 |
PP |
10,568 |
10,568 |
10,568 |
10,578 |
S1 |
10,527 |
10,527 |
10,594 |
10,545 |
S2 |
10,448 |
10,448 |
10,583 |
|
S3 |
10,328 |
10,407 |
10,572 |
|
S4 |
10,208 |
10,287 |
10,539 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,362 |
11,248 |
10,744 |
|
R3 |
11,092 |
10,978 |
10,669 |
|
R2 |
10,822 |
10,822 |
10,645 |
|
R1 |
10,708 |
10,708 |
10,620 |
10,765 |
PP |
10,552 |
10,552 |
10,552 |
10,580 |
S1 |
10,438 |
10,438 |
10,570 |
10,495 |
S2 |
10,282 |
10,282 |
10,546 |
|
S3 |
10,012 |
10,168 |
10,521 |
|
S4 |
9,742 |
9,898 |
10,447 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,665 |
10,475 |
190 |
1.8% |
118 |
1.1% |
68% |
False |
False |
8,391 |
10 |
10,665 |
10,345 |
320 |
3.0% |
129 |
1.2% |
81% |
False |
False |
8,345 |
20 |
10,665 |
10,150 |
515 |
4.9% |
125 |
1.2% |
88% |
False |
False |
6,311 |
40 |
10,665 |
9,905 |
760 |
7.2% |
112 |
1.1% |
92% |
False |
False |
5,617 |
60 |
10,665 |
9,175 |
1,490 |
14.0% |
76 |
0.7% |
96% |
False |
False |
3,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,120 |
2.618 |
10,924 |
1.618 |
10,804 |
1.000 |
10,730 |
0.618 |
10,684 |
HIGH |
10,610 |
0.618 |
10,564 |
0.500 |
10,550 |
0.382 |
10,536 |
LOW |
10,490 |
0.618 |
10,416 |
1.000 |
10,370 |
1.618 |
10,296 |
2.618 |
10,176 |
4.250 |
9,980 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
10,587 |
10,594 |
PP |
10,568 |
10,583 |
S1 |
10,550 |
10,573 |
|