Trading Metrics calculated at close of trading on 20-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,368.7 |
1,371.1 |
2.4 |
0.2% |
1,372.8 |
High |
1,380.6 |
1,372.5 |
-8.1 |
-0.6% |
1,394.7 |
Low |
1,368.1 |
1,344.0 |
-24.1 |
-1.8% |
1,356.4 |
Close |
1,372.0 |
1,348.1 |
-23.9 |
-1.7% |
1,362.3 |
Range |
12.5 |
28.5 |
16.0 |
128.0% |
38.3 |
ATR |
19.2 |
19.9 |
0.7 |
3.4% |
0.0 |
Volume |
23,326 |
23,100 |
-226 |
-1.0% |
136,326 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.4 |
1,422.7 |
1,363.8 |
|
R3 |
1,411.9 |
1,394.2 |
1,355.9 |
|
R2 |
1,383.4 |
1,383.4 |
1,353.3 |
|
R1 |
1,365.7 |
1,365.7 |
1,350.7 |
1,360.3 |
PP |
1,354.9 |
1,354.9 |
1,354.9 |
1,352.2 |
S1 |
1,337.2 |
1,337.2 |
1,345.5 |
1,331.8 |
S2 |
1,326.4 |
1,326.4 |
1,342.9 |
|
S3 |
1,297.9 |
1,308.7 |
1,340.3 |
|
S4 |
1,269.4 |
1,280.2 |
1,332.4 |
|
|
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 |
1,344.0 |
50.7 |
3.8% |
21.3 |
1.6% |
8% |
False |
True |
25,897 |
10 |
1,394.7 |
1,344.0 |
50.7 |
3.8% |
18.5 |
1.4% |
8% |
False |
True |
24,226 |
20 |
1,426.3 |
1,344.0 |
82.3 |
6.1% |
18.0 |
1.3% |
5% |
False |
True |
14,416 |
40 |
1,434.1 |
1,344.0 |
90.1 |
6.7% |
18.7 |
1.4% |
5% |
False |
True |
9,679 |
60 |
1,434.1 |
1,323.1 |
111.0 |
8.2% |
20.6 |
1.5% |
23% |
False |
False |
7,465 |
80 |
1,434.1 |
1,282.5 |
151.6 |
11.2% |
20.0 |
1.5% |
43% |
False |
False |
5,910 |
100 |
1,434.1 |
1,240.0 |
194.1 |
14.4% |
17.3 |
1.3% |
56% |
False |
False |
4,817 |
120 |
1,434.1 |
1,188.3 |
245.8 |
18.2% |
15.1 |
1.1% |
65% |
False |
False |
4,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.6 |
2.618 |
1,447.1 |
1.618 |
1,418.6 |
1.000 |
1,401.0 |
0.618 |
1,390.1 |
HIGH |
1,372.5 |
0.618 |
1,361.6 |
0.500 |
1,358.3 |
0.382 |
1,354.9 |
LOW |
1,344.0 |
0.618 |
1,326.4 |
1.000 |
1,315.5 |
1.618 |
1,297.9 |
2.618 |
1,269.4 |
4.250 |
1,222.9 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,358.3 |
1,362.3 |
PP |
1,354.9 |
1,357.6 |
S1 |
1,351.5 |
1,352.8 |
|