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 |
10,630 |
10,475 |
-155 |
-1.5% |
10,545 |
High |
10,630 |
10,530 |
-100 |
-0.9% |
10,665 |
Low |
10,450 |
10,415 |
-35 |
-0.3% |
10,395 |
Close |
10,485 |
10,485 |
0 |
0.0% |
10,595 |
Range |
180 |
115 |
-65 |
-36.1% |
270 |
ATR |
124 |
124 |
-1 |
-0.5% |
0 |
Volume |
7,122 |
13,183 |
6,061 |
85.1% |
41,304 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,822 |
10,768 |
10,548 |
|
R3 |
10,707 |
10,653 |
10,517 |
|
R2 |
10,592 |
10,592 |
10,506 |
|
R1 |
10,538 |
10,538 |
10,496 |
10,565 |
PP |
10,477 |
10,477 |
10,477 |
10,490 |
S1 |
10,423 |
10,423 |
10,475 |
10,450 |
S2 |
10,362 |
10,362 |
10,464 |
|
S3 |
10,247 |
10,308 |
10,454 |
|
S4 |
10,132 |
10,193 |
10,422 |
|
|
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 |
10,655 |
10,415 |
240 |
2.3% |
124 |
1.2% |
29% |
False |
True |
9,224 |
10 |
10,665 |
10,395 |
270 |
2.6% |
127 |
1.2% |
33% |
False |
False |
8,607 |
20 |
10,665 |
10,150 |
515 |
4.9% |
125 |
1.2% |
65% |
False |
False |
6,821 |
40 |
10,665 |
9,905 |
760 |
7.2% |
115 |
1.1% |
76% |
False |
False |
6,121 |
60 |
10,665 |
9,175 |
1,490 |
14.2% |
81 |
0.8% |
88% |
False |
False |
4,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,019 |
2.618 |
10,831 |
1.618 |
10,716 |
1.000 |
10,645 |
0.618 |
10,601 |
HIGH |
10,530 |
0.618 |
10,486 |
0.500 |
10,473 |
0.382 |
10,459 |
LOW |
10,415 |
0.618 |
10,344 |
1.000 |
10,300 |
1.618 |
10,229 |
2.618 |
10,114 |
4.250 |
9,926 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
10,481 |
10,523 |
PP |
10,477 |
10,510 |
S1 |
10,473 |
10,498 |
|