Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,729 |
11,813 |
84 |
0.7% |
11,614 |
High |
11,817 |
11,836 |
19 |
0.2% |
11,740 |
Low |
11,688 |
11,749 |
61 |
0.5% |
11,520 |
Close |
11,811 |
11,786 |
-25 |
-0.2% |
11,725 |
Range |
129 |
87 |
-42 |
-32.6% |
220 |
ATR |
102 |
101 |
-1 |
-1.0% |
0 |
Volume |
89,003 |
104,655 |
15,652 |
17.6% |
466,361 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,051 |
12,006 |
11,834 |
|
R3 |
11,964 |
11,919 |
11,810 |
|
R2 |
11,877 |
11,877 |
11,802 |
|
R1 |
11,832 |
11,832 |
11,794 |
11,811 |
PP |
11,790 |
11,790 |
11,790 |
11,780 |
S1 |
11,745 |
11,745 |
11,778 |
11,724 |
S2 |
11,703 |
11,703 |
11,770 |
|
S3 |
11,616 |
11,658 |
11,762 |
|
S4 |
11,529 |
11,571 |
11,738 |
|
|
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 |
11,836 |
11,605 |
231 |
2.0% |
105 |
0.9% |
78% |
True |
False |
91,659 |
10 |
11,836 |
11,520 |
316 |
2.7% |
107 |
0.9% |
84% |
True |
False |
96,875 |
20 |
11,836 |
11,402 |
434 |
3.7% |
88 |
0.7% |
88% |
True |
False |
71,516 |
40 |
11,836 |
10,855 |
981 |
8.3% |
108 |
0.9% |
95% |
True |
False |
52,960 |
60 |
11,836 |
10,855 |
981 |
8.3% |
112 |
1.0% |
95% |
True |
False |
35,329 |
80 |
11,836 |
10,575 |
1,261 |
10.7% |
118 |
1.0% |
96% |
True |
False |
26,511 |
100 |
11,836 |
9,808 |
2,028 |
17.2% |
113 |
1.0% |
98% |
True |
False |
21,213 |
120 |
11,836 |
9,790 |
2,046 |
17.4% |
97 |
0.8% |
98% |
True |
False |
17,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,206 |
2.618 |
12,064 |
1.618 |
11,977 |
1.000 |
11,923 |
0.618 |
11,890 |
HIGH |
11,836 |
0.618 |
11,803 |
0.500 |
11,793 |
0.382 |
11,782 |
LOW |
11,749 |
0.618 |
11,695 |
1.000 |
11,662 |
1.618 |
11,608 |
2.618 |
11,521 |
4.250 |
11,379 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,793 |
11,768 |
PP |
11,790 |
11,750 |
S1 |
11,788 |
11,732 |
|