Trading Metrics calculated at close of trading on 05-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,420.3 |
1,387.4 |
-32.9 |
-2.3% |
1,381.4 |
High |
1,421.7 |
1,389.0 |
-32.7 |
-2.3% |
1,426.3 |
Low |
1,379.7 |
1,368.2 |
-11.5 |
-0.8% |
1,378.1 |
Close |
1,382.9 |
1,377.6 |
-5.3 |
-0.4% |
1,425.7 |
Range |
42.0 |
20.8 |
-21.2 |
-50.5% |
48.2 |
ATR |
19.4 |
19.5 |
0.1 |
0.5% |
0.0 |
Volume |
1,896 |
5,484 |
3,588 |
189.2% |
5,520 |
|
Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.7 |
1,429.9 |
1,389.0 |
|
R3 |
1,419.9 |
1,409.1 |
1,383.3 |
|
R2 |
1,399.1 |
1,399.1 |
1,381.4 |
|
R1 |
1,388.3 |
1,388.3 |
1,379.5 |
1,383.3 |
PP |
1,378.3 |
1,378.3 |
1,378.3 |
1,375.8 |
S1 |
1,367.5 |
1,367.5 |
1,375.7 |
1,362.5 |
S2 |
1,357.5 |
1,357.5 |
1,373.8 |
|
S3 |
1,336.7 |
1,346.7 |
1,371.9 |
|
S4 |
1,315.9 |
1,325.9 |
1,366.2 |
|
|
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 |
1,368.2 |
60.3 |
4.4% |
20.2 |
1.5% |
16% |
False |
True |
2,163 |
10 |
1,428.5 |
1,368.2 |
60.3 |
4.4% |
16.9 |
1.2% |
16% |
False |
True |
1,651 |
20 |
1,428.5 |
1,366.7 |
61.8 |
4.5% |
17.2 |
1.2% |
18% |
False |
False |
2,024 |
40 |
1,436.7 |
1,334.9 |
101.8 |
7.4% |
20.1 |
1.5% |
42% |
False |
False |
2,582 |
60 |
1,436.7 |
1,323.0 |
113.7 |
8.3% |
20.4 |
1.5% |
48% |
False |
False |
2,428 |
80 |
1,436.7 |
1,271.1 |
165.6 |
12.0% |
18.3 |
1.3% |
64% |
False |
False |
1,986 |
100 |
1,436.7 |
1,216.2 |
220.5 |
16.0% |
15.2 |
1.1% |
73% |
False |
False |
1,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,477.4 |
2.618 |
1,443.5 |
1.618 |
1,422.7 |
1.000 |
1,409.8 |
0.618 |
1,401.9 |
HIGH |
1,389.0 |
0.618 |
1,381.1 |
0.500 |
1,378.6 |
0.382 |
1,376.1 |
LOW |
1,368.2 |
0.618 |
1,355.3 |
1.000 |
1,347.4 |
1.618 |
1,334.5 |
2.618 |
1,313.7 |
4.250 |
1,279.8 |
|
|
Fisher Pivots for day following 05-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,378.6 |
1,398.4 |
PP |
1,378.3 |
1,391.4 |
S1 |
1,377.9 |
1,384.5 |
|