Trading Metrics calculated at close of trading on 20-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,813 |
11,786 |
-27 |
-0.2% |
11,614 |
High |
11,836 |
11,801 |
-35 |
-0.3% |
11,740 |
Low |
11,749 |
11,694 |
-55 |
-0.5% |
11,520 |
Close |
11,786 |
11,774 |
-12 |
-0.1% |
11,725 |
Range |
87 |
107 |
20 |
23.0% |
220 |
ATR |
101 |
101 |
0 |
0.5% |
0 |
Volume |
104,655 |
104,655 |
0 |
0.0% |
466,361 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,077 |
12,033 |
11,833 |
|
R3 |
11,970 |
11,926 |
11,804 |
|
R2 |
11,863 |
11,863 |
11,794 |
|
R1 |
11,819 |
11,819 |
11,784 |
11,788 |
PP |
11,756 |
11,756 |
11,756 |
11,741 |
S1 |
11,712 |
11,712 |
11,764 |
11,681 |
S2 |
11,649 |
11,649 |
11,755 |
|
S3 |
11,542 |
11,605 |
11,745 |
|
S4 |
11,435 |
11,498 |
11,715 |
|
|
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 |
11,627 |
209 |
1.8% |
101 |
0.9% |
70% |
False |
False |
95,095 |
10 |
11,836 |
11,520 |
316 |
2.7% |
104 |
0.9% |
80% |
False |
False |
97,264 |
20 |
11,836 |
11,453 |
383 |
3.3% |
89 |
0.8% |
84% |
False |
False |
74,129 |
40 |
11,836 |
10,855 |
981 |
8.3% |
105 |
0.9% |
94% |
False |
False |
55,574 |
60 |
11,836 |
10,855 |
981 |
8.3% |
112 |
1.0% |
94% |
False |
False |
37,072 |
80 |
11,836 |
10,575 |
1,261 |
10.7% |
118 |
1.0% |
95% |
False |
False |
27,818 |
100 |
11,836 |
9,814 |
2,022 |
17.2% |
112 |
1.0% |
97% |
False |
False |
22,260 |
120 |
11,836 |
9,790 |
2,046 |
17.4% |
98 |
0.8% |
97% |
False |
False |
18,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,256 |
2.618 |
12,081 |
1.618 |
11,974 |
1.000 |
11,908 |
0.618 |
11,867 |
HIGH |
11,801 |
0.618 |
11,760 |
0.500 |
11,748 |
0.382 |
11,735 |
LOW |
11,694 |
0.618 |
11,628 |
1.000 |
11,587 |
1.618 |
11,521 |
2.618 |
11,414 |
4.250 |
11,239 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,765 |
11,770 |
PP |
11,756 |
11,766 |
S1 |
11,748 |
11,762 |
|