Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,388.9 |
1,375.3 |
-13.6 |
-1.0% |
1,372.8 |
High |
1,394.7 |
1,379.5 |
-15.2 |
-1.1% |
1,394.7 |
Low |
1,371.0 |
1,356.4 |
-14.6 |
-1.1% |
1,356.4 |
Close |
1,388.9 |
1,362.3 |
-26.6 |
-1.9% |
1,362.3 |
Range |
23.7 |
23.1 |
-0.6 |
-2.5% |
38.3 |
ATR |
18.8 |
19.8 |
1.0 |
5.2% |
0.0 |
Volume |
24,235 |
37,749 |
13,514 |
55.8% |
136,326 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.4 |
1,421.9 |
1,375.0 |
|
R3 |
1,412.3 |
1,398.8 |
1,368.7 |
|
R2 |
1,389.2 |
1,389.2 |
1,366.5 |
|
R1 |
1,375.7 |
1,375.7 |
1,364.4 |
1,370.9 |
PP |
1,366.1 |
1,366.1 |
1,366.1 |
1,363.7 |
S1 |
1,352.6 |
1,352.6 |
1,360.2 |
1,347.8 |
S2 |
1,343.0 |
1,343.0 |
1,358.1 |
|
S3 |
1,319.9 |
1,329.5 |
1,355.9 |
|
S4 |
1,296.8 |
1,306.4 |
1,349.6 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.0 |
1,462.5 |
1,383.4 |
|
R3 |
1,447.7 |
1,424.2 |
1,372.8 |
|
R2 |
1,409.4 |
1,409.4 |
1,369.3 |
|
R1 |
1,385.9 |
1,385.9 |
1,365.8 |
1,378.5 |
PP |
1,371.1 |
1,371.1 |
1,371.1 |
1,367.5 |
S1 |
1,347.6 |
1,347.6 |
1,358.8 |
1,340.2 |
S2 |
1,332.8 |
1,332.8 |
1,355.3 |
|
S3 |
1,294.5 |
1,309.3 |
1,351.8 |
|
S4 |
1,256.2 |
1,271.0 |
1,341.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,394.7 |
1,356.4 |
38.3 |
2.8% |
16.8 |
1.2% |
15% |
False |
True |
27,265 |
10 |
1,426.3 |
1,354.5 |
71.8 |
5.3% |
19.9 |
1.5% |
11% |
False |
False |
19,751 |
20 |
1,426.3 |
1,354.5 |
71.8 |
5.3% |
16.9 |
1.2% |
11% |
False |
False |
11,791 |
40 |
1,434.1 |
1,340.1 |
94.0 |
6.9% |
18.8 |
1.4% |
24% |
False |
False |
8,319 |
60 |
1,434.1 |
1,319.3 |
114.8 |
8.4% |
20.6 |
1.5% |
37% |
False |
False |
6,380 |
80 |
1,434.1 |
1,282.5 |
151.6 |
11.1% |
19.4 |
1.4% |
53% |
False |
False |
5,074 |
100 |
1,434.1 |
1,240.0 |
194.1 |
14.2% |
16.7 |
1.2% |
63% |
False |
False |
4,155 |
120 |
1,434.1 |
1,163.2 |
270.9 |
19.9% |
14.7 |
1.1% |
73% |
False |
False |
3,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,477.7 |
2.618 |
1,440.0 |
1.618 |
1,416.9 |
1.000 |
1,402.6 |
0.618 |
1,393.8 |
HIGH |
1,379.5 |
0.618 |
1,370.7 |
0.500 |
1,368.0 |
0.382 |
1,365.2 |
LOW |
1,356.4 |
0.618 |
1,342.1 |
1.000 |
1,333.3 |
1.618 |
1,319.0 |
2.618 |
1,295.9 |
4.250 |
1,258.2 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,368.0 |
1,375.6 |
PP |
1,366.1 |
1,371.1 |
S1 |
1,364.2 |
1,366.7 |
|