Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,372.8 |
1,378.0 |
5.2 |
0.4% |
1,422.6 |
High |
1,378.0 |
1,388.5 |
10.5 |
0.8% |
1,426.3 |
Low |
1,367.0 |
1,374.4 |
7.4 |
0.5% |
1,354.5 |
Close |
1,376.0 |
1,386.3 |
10.3 |
0.7% |
1,370.8 |
Range |
11.0 |
14.1 |
3.1 |
28.2% |
71.8 |
ATR |
19.4 |
19.0 |
-0.4 |
-1.9% |
0.0 |
Volume |
28,464 |
22,483 |
-5,981 |
-21.0% |
61,190 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.4 |
1,419.9 |
1,394.1 |
|
R3 |
1,411.3 |
1,405.8 |
1,390.2 |
|
R2 |
1,397.2 |
1,397.2 |
1,388.9 |
|
R1 |
1,391.7 |
1,391.7 |
1,387.6 |
1,394.5 |
PP |
1,383.1 |
1,383.1 |
1,383.1 |
1,384.4 |
S1 |
1,377.6 |
1,377.6 |
1,385.0 |
1,380.4 |
S2 |
1,369.0 |
1,369.0 |
1,383.7 |
|
S3 |
1,354.9 |
1,363.5 |
1,382.4 |
|
S4 |
1,340.8 |
1,349.4 |
1,378.5 |
|
|
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 |
1,388.5 |
1,354.5 |
34.0 |
2.5% |
17.4 |
1.3% |
94% |
True |
False |
20,619 |
10 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
18.0 |
1.3% |
44% |
False |
False |
12,956 |
20 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
16.9 |
1.2% |
44% |
False |
False |
8,335 |
40 |
1,434.1 |
1,333.7 |
100.4 |
7.2% |
19.0 |
1.4% |
52% |
False |
False |
6,435 |
60 |
1,434.1 |
1,319.3 |
114.8 |
8.3% |
20.8 |
1.5% |
58% |
False |
False |
5,034 |
80 |
1,434.1 |
1,277.4 |
156.7 |
11.3% |
19.0 |
1.4% |
69% |
False |
False |
4,029 |
100 |
1,434.1 |
1,218.1 |
216.0 |
15.6% |
16.3 |
1.2% |
78% |
False |
False |
3,302 |
120 |
1,434.1 |
1,163.2 |
270.9 |
19.5% |
14.5 |
1.0% |
82% |
False |
False |
2,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.4 |
2.618 |
1,425.4 |
1.618 |
1,411.3 |
1.000 |
1,402.6 |
0.618 |
1,397.2 |
HIGH |
1,388.5 |
0.618 |
1,383.1 |
0.500 |
1,381.5 |
0.382 |
1,379.8 |
LOW |
1,374.4 |
0.618 |
1,365.7 |
1.000 |
1,360.3 |
1.618 |
1,351.6 |
2.618 |
1,337.5 |
4.250 |
1,314.5 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,384.7 |
1,381.4 |
PP |
1,383.1 |
1,376.4 |
S1 |
1,381.5 |
1,371.5 |
|