Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,379.0 |
1,373.6 |
-5.4 |
-0.4% |
1,422.6 |
High |
1,381.5 |
1,380.5 |
-1.0 |
-0.1% |
1,426.3 |
Low |
1,366.5 |
1,354.5 |
-12.0 |
-0.9% |
1,354.5 |
Close |
1,373.5 |
1,370.8 |
-2.7 |
-0.2% |
1,370.8 |
Range |
15.0 |
26.0 |
11.0 |
73.3% |
71.8 |
ATR |
19.5 |
20.0 |
0.5 |
2.4% |
0.0 |
Volume |
19,413 |
19,023 |
-390 |
-2.0% |
61,190 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.6 |
1,434.7 |
1,385.1 |
|
R3 |
1,420.6 |
1,408.7 |
1,378.0 |
|
R2 |
1,394.6 |
1,394.6 |
1,375.6 |
|
R1 |
1,382.7 |
1,382.7 |
1,373.2 |
1,375.7 |
PP |
1,368.6 |
1,368.6 |
1,368.6 |
1,365.1 |
S1 |
1,356.7 |
1,356.7 |
1,368.4 |
1,349.7 |
S2 |
1,342.6 |
1,342.6 |
1,366.0 |
|
S3 |
1,316.6 |
1,330.7 |
1,363.7 |
|
S4 |
1,290.6 |
1,304.7 |
1,356.5 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,599.3 |
1,556.8 |
1,410.3 |
|
R3 |
1,527.5 |
1,485.0 |
1,390.5 |
|
R2 |
1,455.7 |
1,455.7 |
1,384.0 |
|
R1 |
1,413.2 |
1,413.2 |
1,377.4 |
1,398.6 |
PP |
1,383.9 |
1,383.9 |
1,383.9 |
1,376.5 |
S1 |
1,341.4 |
1,341.4 |
1,364.2 |
1,326.8 |
S2 |
1,312.1 |
1,312.1 |
1,357.6 |
|
S3 |
1,240.3 |
1,269.6 |
1,351.1 |
|
S4 |
1,168.5 |
1,197.8 |
1,331.3 |
|
|
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 |
1,354.5 |
71.8 |
5.2% |
23.0 |
1.7% |
23% |
False |
True |
12,238 |
10 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
19.2 |
1.4% |
23% |
False |
True |
8,159 |
20 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
17.6 |
1.3% |
23% |
False |
True |
6,121 |
40 |
1,434.1 |
1,333.7 |
100.4 |
7.3% |
20.0 |
1.5% |
37% |
False |
False |
5,291 |
60 |
1,434.1 |
1,319.3 |
114.8 |
8.4% |
21.0 |
1.5% |
45% |
False |
False |
4,306 |
80 |
1,434.1 |
1,277.0 |
157.1 |
11.5% |
18.8 |
1.4% |
60% |
False |
False |
3,411 |
100 |
1,434.1 |
1,218.1 |
216.0 |
15.8% |
16.2 |
1.2% |
71% |
False |
False |
2,795 |
120 |
1,434.1 |
1,163.2 |
270.9 |
19.8% |
14.3 |
1.0% |
77% |
False |
False |
2,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,491.0 |
2.618 |
1,448.6 |
1.618 |
1,422.6 |
1.000 |
1,406.5 |
0.618 |
1,396.6 |
HIGH |
1,380.5 |
0.618 |
1,370.6 |
0.500 |
1,367.5 |
0.382 |
1,364.4 |
LOW |
1,354.5 |
0.618 |
1,338.4 |
1.000 |
1,328.5 |
1.618 |
1,312.4 |
2.618 |
1,286.4 |
4.250 |
1,244.0 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,369.7 |
1,370.7 |
PP |
1,368.6 |
1,370.7 |
S1 |
1,367.5 |
1,370.6 |
|