Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,705 |
11,690 |
-15 |
-0.1% |
11,614 |
High |
11,716 |
11,740 |
24 |
0.2% |
11,740 |
Low |
11,646 |
11,627 |
-19 |
-0.2% |
11,520 |
Close |
11,683 |
11,725 |
42 |
0.4% |
11,725 |
Range |
70 |
113 |
43 |
61.4% |
220 |
ATR |
98 |
100 |
1 |
1.1% |
0 |
Volume |
88,159 |
89,003 |
844 |
1.0% |
466,361 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,036 |
11,994 |
11,787 |
|
R3 |
11,923 |
11,881 |
11,756 |
|
R2 |
11,810 |
11,810 |
11,746 |
|
R1 |
11,768 |
11,768 |
11,735 |
11,789 |
PP |
11,697 |
11,697 |
11,697 |
11,708 |
S1 |
11,655 |
11,655 |
11,715 |
11,676 |
S2 |
11,584 |
11,584 |
11,704 |
|
S3 |
11,471 |
11,542 |
11,694 |
|
S4 |
11,358 |
11,429 |
11,663 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,322 |
12,243 |
11,846 |
|
R3 |
12,102 |
12,023 |
11,786 |
|
R2 |
11,882 |
11,882 |
11,765 |
|
R1 |
11,803 |
11,803 |
11,745 |
11,843 |
PP |
11,662 |
11,662 |
11,662 |
11,681 |
S1 |
11,583 |
11,583 |
11,705 |
11,623 |
S2 |
11,442 |
11,442 |
11,685 |
|
S3 |
11,222 |
11,363 |
11,665 |
|
S4 |
11,002 |
11,143 |
11,604 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,740 |
11,520 |
220 |
1.9% |
99 |
0.8% |
93% |
True |
False |
93,272 |
10 |
11,740 |
11,520 |
220 |
1.9% |
103 |
0.9% |
93% |
True |
False |
94,473 |
20 |
11,740 |
11,378 |
362 |
3.1% |
84 |
0.7% |
96% |
True |
False |
68,659 |
40 |
11,740 |
10,855 |
885 |
7.5% |
109 |
0.9% |
98% |
True |
False |
48,121 |
60 |
11,740 |
10,855 |
885 |
7.5% |
112 |
1.0% |
98% |
True |
False |
32,104 |
80 |
11,740 |
10,512 |
1,228 |
10.5% |
119 |
1.0% |
99% |
True |
False |
24,093 |
100 |
11,740 |
9,790 |
1,950 |
16.6% |
113 |
1.0% |
99% |
True |
False |
19,277 |
120 |
11,740 |
9,790 |
1,950 |
16.6% |
95 |
0.8% |
99% |
True |
False |
16,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,220 |
2.618 |
12,036 |
1.618 |
11,923 |
1.000 |
11,853 |
0.618 |
11,810 |
HIGH |
11,740 |
0.618 |
11,697 |
0.500 |
11,684 |
0.382 |
11,670 |
LOW |
11,627 |
0.618 |
11,557 |
1.000 |
11,514 |
1.618 |
11,444 |
2.618 |
11,331 |
4.250 |
11,147 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,711 |
11,708 |
PP |
11,697 |
11,690 |
S1 |
11,684 |
11,673 |
|