Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,786 |
11,776 |
-10 |
-0.1% |
11,729 |
High |
11,801 |
11,857 |
56 |
0.5% |
11,857 |
Low |
11,694 |
11,745 |
51 |
0.4% |
11,688 |
Close |
11,774 |
11,822 |
48 |
0.4% |
11,822 |
Range |
107 |
112 |
5 |
4.7% |
169 |
ATR |
101 |
102 |
1 |
0.8% |
0 |
Volume |
104,655 |
94,837 |
-9,818 |
-9.4% |
393,150 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,144 |
12,095 |
11,884 |
|
R3 |
12,032 |
11,983 |
11,853 |
|
R2 |
11,920 |
11,920 |
11,843 |
|
R1 |
11,871 |
11,871 |
11,832 |
11,896 |
PP |
11,808 |
11,808 |
11,808 |
11,820 |
S1 |
11,759 |
11,759 |
11,812 |
11,784 |
S2 |
11,696 |
11,696 |
11,802 |
|
S3 |
11,584 |
11,647 |
11,791 |
|
S4 |
11,472 |
11,535 |
11,761 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,296 |
12,228 |
11,915 |
|
R3 |
12,127 |
12,059 |
11,869 |
|
R2 |
11,958 |
11,958 |
11,853 |
|
R1 |
11,890 |
11,890 |
11,838 |
11,924 |
PP |
11,789 |
11,789 |
11,789 |
11,806 |
S1 |
11,721 |
11,721 |
11,807 |
11,755 |
S2 |
11,620 |
11,620 |
11,791 |
|
S3 |
11,451 |
11,552 |
11,776 |
|
S4 |
11,282 |
11,383 |
11,729 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,857 |
11,627 |
230 |
1.9% |
110 |
0.9% |
85% |
True |
False |
96,430 |
10 |
11,857 |
11,520 |
337 |
2.9% |
106 |
0.9% |
90% |
True |
False |
97,586 |
20 |
11,857 |
11,453 |
404 |
3.4% |
92 |
0.8% |
91% |
True |
False |
76,879 |
40 |
11,857 |
10,855 |
1,002 |
8.5% |
104 |
0.9% |
97% |
True |
False |
57,943 |
60 |
11,857 |
10,855 |
1,002 |
8.5% |
113 |
1.0% |
97% |
True |
False |
38,652 |
80 |
11,857 |
10,575 |
1,282 |
10.8% |
117 |
1.0% |
97% |
True |
False |
29,003 |
100 |
11,857 |
9,814 |
2,043 |
17.3% |
112 |
0.9% |
98% |
True |
False |
23,208 |
120 |
11,857 |
9,790 |
2,067 |
17.5% |
99 |
0.8% |
98% |
True |
False |
19,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,333 |
2.618 |
12,150 |
1.618 |
12,038 |
1.000 |
11,969 |
0.618 |
11,926 |
HIGH |
11,857 |
0.618 |
11,814 |
0.500 |
11,801 |
0.382 |
11,788 |
LOW |
11,745 |
0.618 |
11,676 |
1.000 |
11,633 |
1.618 |
11,564 |
2.618 |
11,452 |
4.250 |
11,269 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,815 |
11,807 |
PP |
11,808 |
11,791 |
S1 |
11,801 |
11,776 |
|