Trading Metrics calculated at close of trading on 04-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,423.3 |
1,420.3 |
-3.0 |
-0.2% |
1,381.4 |
High |
1,428.5 |
1,421.7 |
-6.8 |
-0.5% |
1,426.3 |
Low |
1,417.6 |
1,379.7 |
-37.9 |
-2.7% |
1,378.1 |
Close |
1,427.2 |
1,382.9 |
-44.3 |
-3.1% |
1,425.7 |
Range |
10.9 |
42.0 |
31.1 |
285.3% |
48.2 |
ATR |
17.2 |
19.4 |
2.2 |
12.6% |
0.0 |
Volume |
1,096 |
1,896 |
800 |
73.0% |
5,520 |
|
Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.8 |
1,493.8 |
1,406.0 |
|
R3 |
1,478.8 |
1,451.8 |
1,394.5 |
|
R2 |
1,436.8 |
1,436.8 |
1,390.6 |
|
R1 |
1,409.8 |
1,409.8 |
1,386.8 |
1,402.3 |
PP |
1,394.8 |
1,394.8 |
1,394.8 |
1,391.0 |
S1 |
1,367.8 |
1,367.8 |
1,379.1 |
1,360.3 |
S2 |
1,352.8 |
1,352.8 |
1,375.2 |
|
S3 |
1,310.8 |
1,325.8 |
1,371.4 |
|
S4 |
1,268.8 |
1,283.8 |
1,359.8 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,554.6 |
1,538.4 |
1,452.2 |
|
R3 |
1,506.4 |
1,490.2 |
1,439.0 |
|
R2 |
1,458.2 |
1,458.2 |
1,434.5 |
|
R1 |
1,442.0 |
1,442.0 |
1,430.1 |
1,450.1 |
PP |
1,410.0 |
1,410.0 |
1,410.0 |
1,414.1 |
S1 |
1,393.8 |
1,393.8 |
1,421.3 |
1,401.9 |
S2 |
1,361.8 |
1,361.8 |
1,416.9 |
|
S3 |
1,313.6 |
1,345.6 |
1,412.4 |
|
S4 |
1,265.4 |
1,297.4 |
1,399.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,428.5 |
1,379.7 |
48.8 |
3.5% |
18.5 |
1.3% |
7% |
False |
True |
1,401 |
10 |
1,428.5 |
1,377.0 |
51.5 |
3.7% |
15.8 |
1.1% |
11% |
False |
False |
1,341 |
20 |
1,436.7 |
1,366.7 |
70.0 |
5.1% |
17.8 |
1.3% |
23% |
False |
False |
1,843 |
40 |
1,436.7 |
1,334.9 |
101.8 |
7.4% |
20.1 |
1.5% |
47% |
False |
False |
2,520 |
60 |
1,436.7 |
1,323.0 |
113.7 |
8.2% |
20.2 |
1.5% |
53% |
False |
False |
2,342 |
80 |
1,436.7 |
1,251.8 |
184.9 |
13.4% |
18.0 |
1.3% |
71% |
False |
False |
1,921 |
100 |
1,436.7 |
1,216.2 |
220.5 |
15.9% |
14.9 |
1.1% |
76% |
False |
False |
1,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,600.2 |
2.618 |
1,531.7 |
1.618 |
1,489.7 |
1.000 |
1,463.7 |
0.618 |
1,447.7 |
HIGH |
1,421.7 |
0.618 |
1,405.7 |
0.500 |
1,400.7 |
0.382 |
1,395.7 |
LOW |
1,379.7 |
0.618 |
1,353.7 |
1.000 |
1,337.7 |
1.618 |
1,311.7 |
2.618 |
1,269.7 |
4.250 |
1,201.2 |
|
|
Fisher Pivots for day following 04-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,400.7 |
1,404.1 |
PP |
1,394.8 |
1,397.0 |
S1 |
1,388.8 |
1,390.0 |
|