Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,383.3 |
1,379.0 |
-4.3 |
-0.3% |
1,379.2 |
High |
1,386.7 |
1,381.5 |
-5.2 |
-0.4% |
1,424.1 |
Low |
1,365.8 |
1,366.5 |
0.7 |
0.1% |
1,375.0 |
Close |
1,375.6 |
1,373.5 |
-2.1 |
-0.2% |
1,423.6 |
Range |
20.9 |
15.0 |
-5.9 |
-28.2% |
49.1 |
ATR |
19.9 |
19.5 |
-0.3 |
-1.8% |
0.0 |
Volume |
13,712 |
19,413 |
5,701 |
41.6% |
20,403 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.8 |
1,411.2 |
1,381.8 |
|
R3 |
1,403.8 |
1,396.2 |
1,377.6 |
|
R2 |
1,388.8 |
1,388.8 |
1,376.3 |
|
R1 |
1,381.2 |
1,381.2 |
1,374.9 |
1,377.5 |
PP |
1,373.8 |
1,373.8 |
1,373.8 |
1,372.0 |
S1 |
1,366.2 |
1,366.2 |
1,372.1 |
1,362.5 |
S2 |
1,358.8 |
1,358.8 |
1,370.8 |
|
S3 |
1,343.8 |
1,351.2 |
1,369.4 |
|
S4 |
1,328.8 |
1,336.2 |
1,365.3 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,554.9 |
1,538.3 |
1,450.6 |
|
R3 |
1,505.8 |
1,489.2 |
1,437.1 |
|
R2 |
1,456.7 |
1,456.7 |
1,432.6 |
|
R1 |
1,440.1 |
1,440.1 |
1,428.1 |
1,448.4 |
PP |
1,407.6 |
1,407.6 |
1,407.6 |
1,411.7 |
S1 |
1,391.0 |
1,391.0 |
1,419.1 |
1,399.3 |
S2 |
1,358.5 |
1,358.5 |
1,414.6 |
|
S3 |
1,309.4 |
1,341.9 |
1,410.1 |
|
S4 |
1,260.3 |
1,292.8 |
1,396.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,426.3 |
1,365.8 |
60.5 |
4.4% |
20.8 |
1.5% |
13% |
False |
False |
9,648 |
10 |
1,426.3 |
1,365.8 |
60.5 |
4.4% |
18.2 |
1.3% |
13% |
False |
False |
6,405 |
20 |
1,426.3 |
1,364.7 |
61.6 |
4.5% |
16.9 |
1.2% |
14% |
False |
False |
5,421 |
40 |
1,434.1 |
1,333.7 |
100.4 |
7.3% |
20.0 |
1.5% |
40% |
False |
False |
4,886 |
60 |
1,434.1 |
1,319.3 |
114.8 |
8.4% |
20.9 |
1.5% |
47% |
False |
False |
4,015 |
80 |
1,434.1 |
1,271.8 |
162.3 |
11.8% |
18.5 |
1.3% |
63% |
False |
False |
3,185 |
100 |
1,434.1 |
1,218.1 |
216.0 |
15.7% |
15.9 |
1.2% |
72% |
False |
False |
2,606 |
120 |
1,434.1 |
1,163.2 |
270.9 |
19.7% |
14.2 |
1.0% |
78% |
False |
False |
2,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.3 |
2.618 |
1,420.8 |
1.618 |
1,405.8 |
1.000 |
1,396.5 |
0.618 |
1,390.8 |
HIGH |
1,381.5 |
0.618 |
1,375.8 |
0.500 |
1,374.0 |
0.382 |
1,372.2 |
LOW |
1,366.5 |
0.618 |
1,357.2 |
1.000 |
1,351.5 |
1.618 |
1,342.2 |
2.618 |
1,327.2 |
4.250 |
1,302.8 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,374.0 |
1,392.8 |
PP |
1,373.8 |
1,386.3 |
S1 |
1,373.7 |
1,379.9 |
|