Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,638 |
11,614 |
-24 |
-0.2% |
11,547 |
High |
11,675 |
11,628 |
-47 |
-0.4% |
11,708 |
Low |
11,546 |
11,520 |
-26 |
-0.2% |
11,543 |
Close |
11,619 |
11,587 |
-32 |
-0.3% |
11,619 |
Range |
129 |
108 |
-21 |
-16.3% |
165 |
ATR |
100 |
100 |
1 |
0.6% |
0 |
Volume |
116,349 |
101,671 |
-14,678 |
-12.6% |
478,373 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,902 |
11,853 |
11,647 |
|
R3 |
11,794 |
11,745 |
11,617 |
|
R2 |
11,686 |
11,686 |
11,607 |
|
R1 |
11,637 |
11,637 |
11,597 |
11,608 |
PP |
11,578 |
11,578 |
11,578 |
11,564 |
S1 |
11,529 |
11,529 |
11,577 |
11,500 |
S2 |
11,470 |
11,470 |
11,567 |
|
S3 |
11,362 |
11,421 |
11,557 |
|
S4 |
11,254 |
11,313 |
11,528 |
|
|
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 |
11,520 |
188 |
1.6% |
107 |
0.9% |
36% |
False |
True |
101,094 |
10 |
11,708 |
11,467 |
241 |
2.1% |
92 |
0.8% |
50% |
False |
False |
71,235 |
20 |
11,708 |
11,316 |
392 |
3.4% |
85 |
0.7% |
69% |
False |
False |
71,192 |
40 |
11,708 |
10,855 |
853 |
7.4% |
112 |
1.0% |
86% |
False |
False |
39,013 |
60 |
11,708 |
10,794 |
914 |
7.9% |
117 |
1.0% |
87% |
False |
False |
26,030 |
80 |
11,708 |
10,432 |
1,276 |
11.0% |
120 |
1.0% |
91% |
False |
False |
19,536 |
100 |
11,708 |
9,790 |
1,918 |
16.6% |
109 |
0.9% |
94% |
False |
False |
15,630 |
120 |
11,708 |
9,790 |
1,918 |
16.6% |
92 |
0.8% |
94% |
False |
False |
13,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,087 |
2.618 |
11,911 |
1.618 |
11,803 |
1.000 |
11,736 |
0.618 |
11,695 |
HIGH |
11,628 |
0.618 |
11,587 |
0.500 |
11,574 |
0.382 |
11,561 |
LOW |
11,520 |
0.618 |
11,453 |
1.000 |
11,412 |
1.618 |
11,345 |
2.618 |
11,237 |
4.250 |
11,061 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,583 |
11,614 |
PP |
11,578 |
11,605 |
S1 |
11,574 |
11,596 |
|