Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,614 |
11,585 |
-29 |
-0.2% |
11,547 |
High |
11,628 |
11,652 |
24 |
0.2% |
11,708 |
Low |
11,520 |
11,575 |
55 |
0.5% |
11,543 |
Close |
11,587 |
11,616 |
29 |
0.3% |
11,619 |
Range |
108 |
77 |
-31 |
-28.7% |
165 |
ATR |
100 |
99 |
-2 |
-1.7% |
0 |
Volume |
101,671 |
100,051 |
-1,620 |
-1.6% |
478,373 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,845 |
11,808 |
11,658 |
|
R3 |
11,768 |
11,731 |
11,637 |
|
R2 |
11,691 |
11,691 |
11,630 |
|
R1 |
11,654 |
11,654 |
11,623 |
11,673 |
PP |
11,614 |
11,614 |
11,614 |
11,624 |
S1 |
11,577 |
11,577 |
11,609 |
11,596 |
S2 |
11,537 |
11,537 |
11,602 |
|
S3 |
11,460 |
11,500 |
11,595 |
|
S4 |
11,383 |
11,423 |
11,574 |
|
|
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% |
110 |
0.9% |
51% |
False |
False |
102,090 |
10 |
11,708 |
11,467 |
241 |
2.1% |
93 |
0.8% |
62% |
False |
False |
77,987 |
20 |
11,708 |
11,349 |
359 |
3.1% |
84 |
0.7% |
74% |
False |
False |
71,240 |
40 |
11,708 |
10,855 |
853 |
7.3% |
111 |
1.0% |
89% |
False |
False |
41,513 |
60 |
11,708 |
10,794 |
914 |
7.9% |
116 |
1.0% |
90% |
False |
False |
27,697 |
80 |
11,708 |
10,476 |
1,232 |
10.6% |
120 |
1.0% |
93% |
False |
False |
20,787 |
100 |
11,708 |
9,790 |
1,918 |
16.5% |
110 |
0.9% |
95% |
False |
False |
16,630 |
120 |
11,708 |
9,790 |
1,918 |
16.5% |
93 |
0.8% |
95% |
False |
False |
13,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,979 |
2.618 |
11,854 |
1.618 |
11,777 |
1.000 |
11,729 |
0.618 |
11,700 |
HIGH |
11,652 |
0.618 |
11,623 |
0.500 |
11,614 |
0.382 |
11,605 |
LOW |
11,575 |
0.618 |
11,528 |
1.000 |
11,498 |
1.618 |
11,451 |
2.618 |
11,374 |
4.250 |
11,248 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,615 |
11,610 |
PP |
11,614 |
11,604 |
S1 |
11,614 |
11,598 |
|