Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,776 |
11,814 |
38 |
0.3% |
11,729 |
High |
11,857 |
11,941 |
84 |
0.7% |
11,857 |
Low |
11,745 |
11,806 |
61 |
0.5% |
11,688 |
Close |
11,822 |
11,930 |
108 |
0.9% |
11,822 |
Range |
112 |
135 |
23 |
20.5% |
169 |
ATR |
102 |
104 |
2 |
2.3% |
0 |
Volume |
94,837 |
107,323 |
12,486 |
13.2% |
393,150 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,297 |
12,249 |
12,004 |
|
R3 |
12,162 |
12,114 |
11,967 |
|
R2 |
12,027 |
12,027 |
11,955 |
|
R1 |
11,979 |
11,979 |
11,943 |
12,003 |
PP |
11,892 |
11,892 |
11,892 |
11,905 |
S1 |
11,844 |
11,844 |
11,918 |
11,868 |
S2 |
11,757 |
11,757 |
11,905 |
|
S3 |
11,622 |
11,709 |
11,893 |
|
S4 |
11,487 |
11,574 |
11,856 |
|
|
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 |
11,941 |
11,688 |
253 |
2.1% |
114 |
1.0% |
96% |
True |
False |
100,094 |
10 |
11,941 |
11,520 |
421 |
3.5% |
106 |
0.9% |
97% |
True |
False |
96,683 |
20 |
11,941 |
11,453 |
488 |
4.1% |
96 |
0.8% |
98% |
True |
False |
80,560 |
40 |
11,941 |
10,855 |
1,086 |
9.1% |
103 |
0.9% |
99% |
True |
False |
60,625 |
60 |
11,941 |
10,855 |
1,086 |
9.1% |
112 |
0.9% |
99% |
True |
False |
40,440 |
80 |
11,941 |
10,575 |
1,366 |
11.5% |
118 |
1.0% |
99% |
True |
False |
30,344 |
100 |
11,941 |
9,990 |
1,951 |
16.4% |
112 |
0.9% |
99% |
True |
False |
24,281 |
120 |
11,941 |
9,790 |
2,151 |
18.0% |
100 |
0.8% |
99% |
True |
False |
20,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,515 |
2.618 |
12,295 |
1.618 |
12,160 |
1.000 |
12,076 |
0.618 |
12,025 |
HIGH |
11,941 |
0.618 |
11,890 |
0.500 |
11,874 |
0.382 |
11,858 |
LOW |
11,806 |
0.618 |
11,723 |
1.000 |
11,671 |
1.618 |
11,588 |
2.618 |
11,453 |
4.250 |
11,232 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,911 |
11,893 |
PP |
11,892 |
11,855 |
S1 |
11,874 |
11,818 |
|