Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,371.1 |
1,347.8 |
-23.3 |
-1.7% |
1,361.1 |
High |
1,372.5 |
1,351.1 |
-21.4 |
-1.6% |
1,380.6 |
Low |
1,344.0 |
1,338.7 |
-5.3 |
-0.4% |
1,338.7 |
Close |
1,348.1 |
1,342.6 |
-5.5 |
-0.4% |
1,342.6 |
Range |
28.5 |
12.4 |
-16.1 |
-56.5% |
41.9 |
ATR |
19.9 |
19.4 |
-0.5 |
-2.7% |
0.0 |
Volume |
23,100 |
48,201 |
25,101 |
108.7% |
115,703 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.3 |
1,374.4 |
1,349.4 |
|
R3 |
1,368.9 |
1,362.0 |
1,346.0 |
|
R2 |
1,356.5 |
1,356.5 |
1,344.9 |
|
R1 |
1,349.6 |
1,349.6 |
1,343.7 |
1,346.9 |
PP |
1,344.1 |
1,344.1 |
1,344.1 |
1,342.8 |
S1 |
1,337.2 |
1,337.2 |
1,341.5 |
1,334.5 |
S2 |
1,331.7 |
1,331.7 |
1,340.3 |
|
S3 |
1,319.3 |
1,324.8 |
1,339.2 |
|
S4 |
1,306.9 |
1,312.4 |
1,335.8 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.7 |
1,453.0 |
1,365.6 |
|
R3 |
1,437.8 |
1,411.1 |
1,354.1 |
|
R2 |
1,395.9 |
1,395.9 |
1,350.3 |
|
R1 |
1,369.2 |
1,369.2 |
1,346.4 |
1,361.6 |
PP |
1,354.0 |
1,354.0 |
1,354.0 |
1,350.2 |
S1 |
1,327.3 |
1,327.3 |
1,338.8 |
1,319.7 |
S2 |
1,312.1 |
1,312.1 |
1,334.9 |
|
S3 |
1,270.2 |
1,285.4 |
1,331.1 |
|
S4 |
1,228.3 |
1,243.5 |
1,319.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,380.6 |
1,338.7 |
41.9 |
3.1% |
19.1 |
1.4% |
9% |
False |
True |
30,690 |
10 |
1,394.7 |
1,338.7 |
56.0 |
4.2% |
18.2 |
1.4% |
7% |
False |
True |
27,105 |
20 |
1,426.3 |
1,338.7 |
87.6 |
6.5% |
18.2 |
1.4% |
4% |
False |
True |
16,755 |
40 |
1,434.1 |
1,338.7 |
95.4 |
7.1% |
18.4 |
1.4% |
4% |
False |
True |
10,819 |
60 |
1,434.1 |
1,323.1 |
111.0 |
8.3% |
20.6 |
1.5% |
18% |
False |
False |
8,081 |
80 |
1,434.1 |
1,302.7 |
131.4 |
9.8% |
19.8 |
1.5% |
30% |
False |
False |
6,511 |
100 |
1,434.1 |
1,240.0 |
194.1 |
14.5% |
17.4 |
1.3% |
53% |
False |
False |
5,296 |
120 |
1,434.1 |
1,190.4 |
243.7 |
18.2% |
15.2 |
1.1% |
62% |
False |
False |
4,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.8 |
2.618 |
1,383.6 |
1.618 |
1,371.2 |
1.000 |
1,363.5 |
0.618 |
1,358.8 |
HIGH |
1,351.1 |
0.618 |
1,346.4 |
0.500 |
1,344.9 |
0.382 |
1,343.4 |
LOW |
1,338.7 |
0.618 |
1,331.0 |
1.000 |
1,326.3 |
1.618 |
1,318.6 |
2.618 |
1,306.2 |
4.250 |
1,286.0 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,344.9 |
1,359.7 |
PP |
1,344.1 |
1,354.0 |
S1 |
1,343.4 |
1,348.3 |
|