Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,662 |
11,638 |
-24 |
-0.2% |
11,547 |
High |
11,708 |
11,675 |
-33 |
-0.3% |
11,708 |
Low |
11,614 |
11,546 |
-68 |
-0.6% |
11,543 |
Close |
11,646 |
11,619 |
-27 |
-0.2% |
11,619 |
Range |
94 |
129 |
35 |
37.2% |
165 |
ATR |
98 |
100 |
2 |
2.3% |
0 |
Volume |
91,622 |
116,349 |
24,727 |
27.0% |
478,373 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,000 |
11,939 |
11,690 |
|
R3 |
11,871 |
11,810 |
11,655 |
|
R2 |
11,742 |
11,742 |
11,643 |
|
R1 |
11,681 |
11,681 |
11,631 |
11,647 |
PP |
11,613 |
11,613 |
11,613 |
11,597 |
S1 |
11,552 |
11,552 |
11,607 |
11,518 |
S2 |
11,484 |
11,484 |
11,595 |
|
S3 |
11,355 |
11,423 |
11,584 |
|
S4 |
11,226 |
11,294 |
11,548 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,118 |
12,034 |
11,710 |
|
R3 |
11,953 |
11,869 |
11,665 |
|
R2 |
11,788 |
11,788 |
11,649 |
|
R1 |
11,704 |
11,704 |
11,634 |
11,746 |
PP |
11,623 |
11,623 |
11,623 |
11,645 |
S1 |
11,539 |
11,539 |
11,604 |
11,581 |
S2 |
11,458 |
11,458 |
11,589 |
|
S3 |
11,293 |
11,374 |
11,574 |
|
S4 |
11,128 |
11,209 |
11,528 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,708 |
11,543 |
165 |
1.4% |
107 |
0.9% |
46% |
False |
False |
95,674 |
10 |
11,708 |
11,453 |
255 |
2.2% |
86 |
0.7% |
65% |
False |
False |
64,438 |
20 |
11,708 |
11,288 |
420 |
3.6% |
83 |
0.7% |
79% |
False |
False |
69,168 |
40 |
11,708 |
10,855 |
853 |
7.3% |
112 |
1.0% |
90% |
False |
False |
36,472 |
60 |
11,708 |
10,794 |
914 |
7.9% |
118 |
1.0% |
90% |
False |
False |
24,336 |
80 |
11,708 |
10,412 |
1,296 |
11.2% |
119 |
1.0% |
93% |
False |
False |
18,265 |
100 |
11,708 |
9,790 |
1,918 |
16.5% |
108 |
0.9% |
95% |
False |
False |
14,613 |
120 |
11,708 |
9,790 |
1,918 |
16.5% |
91 |
0.8% |
95% |
False |
False |
12,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,223 |
2.618 |
12,013 |
1.618 |
11,884 |
1.000 |
11,804 |
0.618 |
11,755 |
HIGH |
11,675 |
0.618 |
11,626 |
0.500 |
11,611 |
0.382 |
11,595 |
LOW |
11,546 |
0.618 |
11,466 |
1.000 |
11,417 |
1.618 |
11,337 |
2.618 |
11,208 |
4.250 |
10,998 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,616 |
11,626 |
PP |
11,613 |
11,623 |
S1 |
11,611 |
11,621 |
|