Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,614 |
11,705 |
91 |
0.8% |
11,547 |
High |
11,730 |
11,716 |
-14 |
-0.1% |
11,708 |
Low |
11,605 |
11,646 |
41 |
0.4% |
11,543 |
Close |
11,708 |
11,683 |
-25 |
-0.2% |
11,619 |
Range |
125 |
70 |
-55 |
-44.0% |
165 |
ATR |
101 |
98 |
-2 |
-2.2% |
0 |
Volume |
87,477 |
88,159 |
682 |
0.8% |
478,373 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,892 |
11,857 |
11,722 |
|
R3 |
11,822 |
11,787 |
11,702 |
|
R2 |
11,752 |
11,752 |
11,696 |
|
R1 |
11,717 |
11,717 |
11,690 |
11,700 |
PP |
11,682 |
11,682 |
11,682 |
11,673 |
S1 |
11,647 |
11,647 |
11,677 |
11,630 |
S2 |
11,612 |
11,612 |
11,670 |
|
S3 |
11,542 |
11,577 |
11,664 |
|
S4 |
11,472 |
11,507 |
11,645 |
|
|
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 |
11,730 |
11,520 |
210 |
1.8% |
102 |
0.9% |
78% |
False |
False |
98,741 |
10 |
11,730 |
11,467 |
263 |
2.3% |
101 |
0.9% |
82% |
False |
False |
88,661 |
20 |
11,730 |
11,353 |
377 |
3.2% |
84 |
0.7% |
88% |
False |
False |
69,233 |
40 |
11,730 |
10,855 |
875 |
7.5% |
107 |
0.9% |
95% |
False |
False |
45,900 |
60 |
11,730 |
10,841 |
889 |
7.6% |
114 |
1.0% |
95% |
False |
False |
30,622 |
80 |
11,730 |
10,512 |
1,218 |
10.4% |
119 |
1.0% |
96% |
False |
False |
22,981 |
100 |
11,730 |
9,790 |
1,940 |
16.6% |
112 |
1.0% |
98% |
False |
False |
18,387 |
120 |
11,730 |
9,790 |
1,940 |
16.6% |
95 |
0.8% |
98% |
False |
False |
15,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,014 |
2.618 |
11,899 |
1.618 |
11,829 |
1.000 |
11,786 |
0.618 |
11,759 |
HIGH |
11,716 |
0.618 |
11,689 |
0.500 |
11,681 |
0.382 |
11,673 |
LOW |
11,646 |
0.618 |
11,603 |
1.000 |
11,576 |
1.618 |
11,533 |
2.618 |
11,463 |
4.250 |
11,349 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,682 |
11,673 |
PP |
11,682 |
11,663 |
S1 |
11,681 |
11,653 |
|