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 |
10,475 |
10,510 |
35 |
0.3% |
10,605 |
High |
10,530 |
10,520 |
-10 |
-0.1% |
10,630 |
Low |
10,415 |
10,290 |
-125 |
-1.2% |
10,290 |
Close |
10,485 |
10,320 |
-165 |
-1.6% |
10,320 |
Range |
115 |
230 |
115 |
100.0% |
340 |
ATR |
124 |
131 |
8 |
6.1% |
0 |
Volume |
13,183 |
12,333 |
-850 |
-6.4% |
40,981 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,067 |
10,923 |
10,447 |
|
R3 |
10,837 |
10,693 |
10,383 |
|
R2 |
10,607 |
10,607 |
10,362 |
|
R1 |
10,463 |
10,463 |
10,341 |
10,420 |
PP |
10,377 |
10,377 |
10,377 |
10,355 |
S1 |
10,233 |
10,233 |
10,299 |
10,190 |
S2 |
10,147 |
10,147 |
10,278 |
|
S3 |
9,917 |
10,003 |
10,257 |
|
S4 |
9,687 |
9,773 |
10,194 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,433 |
11,217 |
10,507 |
|
R3 |
11,093 |
10,877 |
10,414 |
|
R2 |
10,753 |
10,753 |
10,382 |
|
R1 |
10,537 |
10,537 |
10,351 |
10,475 |
PP |
10,413 |
10,413 |
10,413 |
10,383 |
S1 |
10,197 |
10,197 |
10,289 |
10,135 |
S2 |
10,073 |
10,073 |
10,258 |
|
S3 |
9,733 |
9,857 |
10,227 |
|
S4 |
9,393 |
9,517 |
10,133 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,630 |
10,290 |
340 |
3.3% |
155 |
1.5% |
9% |
False |
True |
9,864 |
10 |
10,665 |
10,290 |
375 |
3.6% |
141 |
1.4% |
8% |
False |
True |
9,214 |
20 |
10,665 |
10,150 |
515 |
5.0% |
134 |
1.3% |
33% |
False |
False |
7,196 |
40 |
10,665 |
9,905 |
760 |
7.4% |
120 |
1.2% |
55% |
False |
False |
6,430 |
60 |
10,665 |
9,175 |
1,490 |
14.4% |
85 |
0.8% |
77% |
False |
False |
4,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,498 |
2.618 |
11,122 |
1.618 |
10,892 |
1.000 |
10,750 |
0.618 |
10,662 |
HIGH |
10,520 |
0.618 |
10,432 |
0.500 |
10,405 |
0.382 |
10,378 |
LOW |
10,290 |
0.618 |
10,148 |
1.000 |
10,060 |
1.618 |
9,918 |
2.618 |
9,688 |
4.250 |
9,313 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
10,405 |
10,460 |
PP |
10,377 |
10,413 |
S1 |
10,348 |
10,367 |
|