Trading Metrics calculated at close of trading on 04-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,547 |
11,584 |
37 |
0.3% |
11,499 |
High |
11,651 |
11,638 |
-13 |
-0.1% |
11,564 |
Low |
11,543 |
11,576 |
33 |
0.3% |
11,453 |
Close |
11,585 |
11,619 |
34 |
0.3% |
11,513 |
Range |
108 |
62 |
-46 |
-42.6% |
111 |
ATR |
97 |
95 |
-3 |
-2.6% |
0 |
Volume |
74,573 |
95,069 |
20,496 |
27.5% |
166,008 |
|
Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,797 |
11,770 |
11,653 |
|
R3 |
11,735 |
11,708 |
11,636 |
|
R2 |
11,673 |
11,673 |
11,630 |
|
R1 |
11,646 |
11,646 |
11,625 |
11,660 |
PP |
11,611 |
11,611 |
11,611 |
11,618 |
S1 |
11,584 |
11,584 |
11,613 |
11,598 |
S2 |
11,549 |
11,549 |
11,608 |
|
S3 |
11,487 |
11,522 |
11,602 |
|
S4 |
11,425 |
11,460 |
11,585 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,843 |
11,789 |
11,574 |
|
R3 |
11,732 |
11,678 |
11,544 |
|
R2 |
11,621 |
11,621 |
11,533 |
|
R1 |
11,567 |
11,567 |
11,523 |
11,594 |
PP |
11,510 |
11,510 |
11,510 |
11,524 |
S1 |
11,456 |
11,456 |
11,503 |
11,483 |
S2 |
11,399 |
11,399 |
11,493 |
|
S3 |
11,288 |
11,345 |
11,483 |
|
S4 |
11,177 |
11,234 |
11,452 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,651 |
11,467 |
184 |
1.6% |
76 |
0.7% |
83% |
False |
False |
53,885 |
10 |
11,651 |
11,402 |
249 |
2.1% |
68 |
0.6% |
87% |
False |
False |
46,158 |
20 |
11,651 |
11,216 |
435 |
3.7% |
81 |
0.7% |
93% |
False |
False |
57,399 |
40 |
11,651 |
10,855 |
796 |
6.9% |
110 |
0.9% |
96% |
False |
False |
28,757 |
60 |
11,651 |
10,787 |
864 |
7.4% |
117 |
1.0% |
96% |
False |
False |
19,194 |
80 |
11,651 |
10,350 |
1,301 |
11.2% |
118 |
1.0% |
98% |
False |
False |
14,406 |
100 |
11,651 |
9,790 |
1,861 |
16.0% |
104 |
0.9% |
98% |
False |
False |
11,526 |
120 |
11,651 |
9,790 |
1,861 |
16.0% |
89 |
0.8% |
98% |
False |
False |
9,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,902 |
2.618 |
11,800 |
1.618 |
11,738 |
1.000 |
11,700 |
0.618 |
11,676 |
HIGH |
11,638 |
0.618 |
11,614 |
0.500 |
11,607 |
0.382 |
11,600 |
LOW |
11,576 |
0.618 |
11,538 |
1.000 |
11,514 |
1.618 |
11,476 |
2.618 |
11,414 |
4.250 |
11,313 |
|
|
Fisher Pivots for day following 04-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,615 |
11,599 |
PP |
11,611 |
11,579 |
S1 |
11,607 |
11,559 |
|