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 |
10,605 |
10,630 |
25 |
0.2% |
10,545 |
High |
10,610 |
10,630 |
20 |
0.2% |
10,665 |
Low |
10,490 |
10,450 |
-40 |
-0.4% |
10,395 |
Close |
10,605 |
10,485 |
-120 |
-1.1% |
10,595 |
Range |
120 |
180 |
60 |
50.0% |
270 |
ATR |
120 |
124 |
4 |
3.6% |
0 |
Volume |
8,343 |
7,122 |
-1,221 |
-14.6% |
41,304 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,062 |
10,953 |
10,584 |
|
R3 |
10,882 |
10,773 |
10,535 |
|
R2 |
10,702 |
10,702 |
10,518 |
|
R1 |
10,593 |
10,593 |
10,502 |
10,558 |
PP |
10,522 |
10,522 |
10,522 |
10,504 |
S1 |
10,413 |
10,413 |
10,469 |
10,378 |
S2 |
10,342 |
10,342 |
10,452 |
|
S3 |
10,162 |
10,233 |
10,436 |
|
S4 |
9,982 |
10,053 |
10,386 |
|
|
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 |
10,450 |
215 |
2.1% |
127 |
1.2% |
16% |
False |
True |
8,359 |
10 |
10,665 |
10,365 |
300 |
2.9% |
135 |
1.3% |
40% |
False |
False |
8,382 |
20 |
10,665 |
10,150 |
515 |
4.9% |
127 |
1.2% |
65% |
False |
False |
6,394 |
40 |
10,665 |
9,905 |
760 |
7.2% |
112 |
1.1% |
76% |
False |
False |
5,795 |
60 |
10,665 |
9,175 |
1,490 |
14.2% |
79 |
0.8% |
88% |
False |
False |
3,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,395 |
2.618 |
11,101 |
1.618 |
10,921 |
1.000 |
10,810 |
0.618 |
10,741 |
HIGH |
10,630 |
0.618 |
10,561 |
0.500 |
10,540 |
0.382 |
10,519 |
LOW |
10,450 |
0.618 |
10,339 |
1.000 |
10,270 |
1.618 |
10,159 |
2.618 |
9,979 |
4.250 |
9,685 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
10,540 |
10,540 |
PP |
10,522 |
10,522 |
S1 |
10,503 |
10,503 |
|