Trading Metrics calculated at close of trading on 05-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,584 |
11,621 |
37 |
0.3% |
11,499 |
High |
11,638 |
11,683 |
45 |
0.4% |
11,564 |
Low |
11,576 |
11,543 |
-33 |
-0.3% |
11,453 |
Close |
11,619 |
11,664 |
45 |
0.4% |
11,513 |
Range |
62 |
140 |
78 |
125.8% |
111 |
ATR |
95 |
98 |
3 |
3.4% |
0 |
Volume |
95,069 |
100,760 |
5,691 |
6.0% |
166,008 |
|
Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,050 |
11,997 |
11,741 |
|
R3 |
11,910 |
11,857 |
11,703 |
|
R2 |
11,770 |
11,770 |
11,690 |
|
R1 |
11,717 |
11,717 |
11,677 |
11,744 |
PP |
11,630 |
11,630 |
11,630 |
11,643 |
S1 |
11,577 |
11,577 |
11,651 |
11,604 |
S2 |
11,490 |
11,490 |
11,638 |
|
S3 |
11,350 |
11,437 |
11,626 |
|
S4 |
11,210 |
11,297 |
11,587 |
|
|
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 |
11,683 |
11,467 |
216 |
1.9% |
91 |
0.8% |
91% |
True |
False |
67,956 |
10 |
11,683 |
11,453 |
230 |
2.0% |
73 |
0.6% |
92% |
True |
False |
50,994 |
20 |
11,683 |
11,216 |
467 |
4.0% |
82 |
0.7% |
96% |
True |
False |
62,181 |
40 |
11,683 |
10,855 |
828 |
7.1% |
112 |
1.0% |
98% |
True |
False |
31,275 |
60 |
11,683 |
10,787 |
896 |
7.7% |
118 |
1.0% |
98% |
True |
False |
20,871 |
80 |
11,683 |
10,350 |
1,333 |
11.4% |
119 |
1.0% |
99% |
True |
False |
15,666 |
100 |
11,683 |
9,790 |
1,893 |
16.2% |
106 |
0.9% |
99% |
True |
False |
12,534 |
120 |
11,683 |
9,790 |
1,893 |
16.2% |
89 |
0.8% |
99% |
True |
False |
10,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,278 |
2.618 |
12,050 |
1.618 |
11,910 |
1.000 |
11,823 |
0.618 |
11,770 |
HIGH |
11,683 |
0.618 |
11,630 |
0.500 |
11,613 |
0.382 |
11,597 |
LOW |
11,543 |
0.618 |
11,457 |
1.000 |
11,403 |
1.618 |
11,317 |
2.618 |
11,177 |
4.250 |
10,948 |
|
|
Fisher Pivots for day following 05-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,647 |
11,647 |
PP |
11,630 |
11,630 |
S1 |
11,613 |
11,613 |
|