Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
10,510 |
10,300 |
-210 |
-2.0% |
10,605 |
High |
10,520 |
10,420 |
-100 |
-1.0% |
10,630 |
Low |
10,290 |
10,300 |
10 |
0.1% |
10,290 |
Close |
10,320 |
10,415 |
95 |
0.9% |
10,320 |
Range |
230 |
120 |
-110 |
-47.8% |
340 |
ATR |
131 |
130 |
-1 |
-0.6% |
0 |
Volume |
12,333 |
5,668 |
-6,665 |
-54.0% |
40,981 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,738 |
10,697 |
10,481 |
|
R3 |
10,618 |
10,577 |
10,448 |
|
R2 |
10,498 |
10,498 |
10,437 |
|
R1 |
10,457 |
10,457 |
10,426 |
10,478 |
PP |
10,378 |
10,378 |
10,378 |
10,389 |
S1 |
10,337 |
10,337 |
10,404 |
10,358 |
S2 |
10,258 |
10,258 |
10,393 |
|
S3 |
10,138 |
10,217 |
10,382 |
|
S4 |
10,018 |
10,097 |
10,349 |
|
|
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% |
153 |
1.5% |
37% |
False |
False |
9,329 |
10 |
10,665 |
10,290 |
375 |
3.6% |
139 |
1.3% |
33% |
False |
False |
8,795 |
20 |
10,665 |
10,150 |
515 |
4.9% |
134 |
1.3% |
51% |
False |
False |
7,273 |
40 |
10,665 |
9,905 |
760 |
7.3% |
123 |
1.2% |
67% |
False |
False |
6,571 |
60 |
10,665 |
9,175 |
1,490 |
14.3% |
87 |
0.8% |
83% |
False |
False |
4,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,930 |
2.618 |
10,734 |
1.618 |
10,614 |
1.000 |
10,540 |
0.618 |
10,494 |
HIGH |
10,420 |
0.618 |
10,374 |
0.500 |
10,360 |
0.382 |
10,346 |
LOW |
10,300 |
0.618 |
10,226 |
1.000 |
10,180 |
1.618 |
10,106 |
2.618 |
9,986 |
4.250 |
9,790 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
10,397 |
10,413 |
PP |
10,378 |
10,412 |
S1 |
10,360 |
10,410 |
|