Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,373.6 |
1,372.8 |
-0.8 |
-0.1% |
1,422.6 |
High |
1,380.5 |
1,378.0 |
-2.5 |
-0.2% |
1,426.3 |
Low |
1,354.5 |
1,367.0 |
12.5 |
0.9% |
1,354.5 |
Close |
1,370.8 |
1,376.0 |
5.2 |
0.4% |
1,370.8 |
Range |
26.0 |
11.0 |
-15.0 |
-57.7% |
71.8 |
ATR |
20.0 |
19.4 |
-0.6 |
-3.2% |
0.0 |
Volume |
19,023 |
28,464 |
9,441 |
49.6% |
61,190 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.7 |
1,402.3 |
1,382.1 |
|
R3 |
1,395.7 |
1,391.3 |
1,379.0 |
|
R2 |
1,384.7 |
1,384.7 |
1,378.0 |
|
R1 |
1,380.3 |
1,380.3 |
1,377.0 |
1,382.5 |
PP |
1,373.7 |
1,373.7 |
1,373.7 |
1,374.8 |
S1 |
1,369.3 |
1,369.3 |
1,375.0 |
1,371.5 |
S2 |
1,362.7 |
1,362.7 |
1,374.0 |
|
S3 |
1,351.7 |
1,358.3 |
1,373.0 |
|
S4 |
1,340.7 |
1,347.3 |
1,370.0 |
|
|
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 |
1,419.7 |
1,354.5 |
65.2 |
4.7% |
23.1 |
1.7% |
33% |
False |
False |
16,704 |
10 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
19.0 |
1.4% |
30% |
False |
False |
10,844 |
20 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
17.1 |
1.2% |
30% |
False |
False |
7,451 |
40 |
1,434.1 |
1,333.7 |
100.4 |
7.3% |
19.8 |
1.4% |
42% |
False |
False |
5,926 |
60 |
1,434.1 |
1,319.3 |
114.8 |
8.3% |
20.9 |
1.5% |
49% |
False |
False |
4,729 |
80 |
1,434.1 |
1,277.3 |
156.8 |
11.4% |
18.9 |
1.4% |
63% |
False |
False |
3,766 |
100 |
1,434.1 |
1,218.1 |
216.0 |
15.7% |
16.3 |
1.2% |
73% |
False |
False |
3,079 |
120 |
1,434.1 |
1,163.2 |
270.9 |
19.7% |
14.4 |
1.0% |
79% |
False |
False |
2,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,424.8 |
2.618 |
1,406.8 |
1.618 |
1,395.8 |
1.000 |
1,389.0 |
0.618 |
1,384.8 |
HIGH |
1,378.0 |
0.618 |
1,373.8 |
0.500 |
1,372.5 |
0.382 |
1,371.2 |
LOW |
1,367.0 |
0.618 |
1,360.2 |
1.000 |
1,356.0 |
1.618 |
1,349.2 |
2.618 |
1,338.2 |
4.250 |
1,320.3 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,374.8 |
1,373.3 |
PP |
1,373.7 |
1,370.7 |
S1 |
1,372.5 |
1,368.0 |
|