Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,387.4 |
1,382.0 |
-5.4 |
-0.4% |
1,381.4 |
High |
1,389.0 |
1,383.6 |
-5.4 |
-0.4% |
1,426.3 |
Low |
1,368.2 |
1,367.8 |
-0.4 |
0.0% |
1,378.1 |
Close |
1,377.6 |
1,375.4 |
-2.2 |
-0.2% |
1,425.7 |
Range |
20.8 |
15.8 |
-5.0 |
-24.0% |
48.2 |
ATR |
19.5 |
19.2 |
-0.3 |
-1.3% |
0.0 |
Volume |
5,484 |
3,775 |
-1,709 |
-31.2% |
5,520 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.0 |
1,415.0 |
1,384.1 |
|
R3 |
1,407.2 |
1,399.2 |
1,379.7 |
|
R2 |
1,391.4 |
1,391.4 |
1,378.3 |
|
R1 |
1,383.4 |
1,383.4 |
1,376.8 |
1,379.5 |
PP |
1,375.6 |
1,375.6 |
1,375.6 |
1,373.7 |
S1 |
1,367.6 |
1,367.6 |
1,374.0 |
1,363.7 |
S2 |
1,359.8 |
1,359.8 |
1,372.5 |
|
S3 |
1,344.0 |
1,351.8 |
1,371.1 |
|
S4 |
1,328.2 |
1,336.0 |
1,366.7 |
|
|
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 |
1,367.8 |
60.7 |
4.4% |
21.1 |
1.5% |
13% |
False |
True |
2,663 |
10 |
1,428.5 |
1,367.8 |
60.7 |
4.4% |
17.7 |
1.3% |
13% |
False |
True |
1,954 |
20 |
1,428.5 |
1,366.7 |
61.8 |
4.5% |
16.4 |
1.2% |
14% |
False |
False |
2,059 |
40 |
1,436.7 |
1,334.9 |
101.8 |
7.4% |
19.5 |
1.4% |
40% |
False |
False |
2,601 |
60 |
1,436.7 |
1,323.0 |
113.7 |
8.3% |
20.5 |
1.5% |
46% |
False |
False |
2,484 |
80 |
1,436.7 |
1,271.5 |
165.2 |
12.0% |
18.4 |
1.3% |
63% |
False |
False |
2,028 |
100 |
1,436.7 |
1,216.2 |
220.5 |
16.0% |
15.3 |
1.1% |
72% |
False |
False |
1,676 |
120 |
1,436.7 |
1,166.2 |
270.5 |
19.7% |
13.8 |
1.0% |
77% |
False |
False |
1,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,450.8 |
2.618 |
1,425.0 |
1.618 |
1,409.2 |
1.000 |
1,399.4 |
0.618 |
1,393.4 |
HIGH |
1,383.6 |
0.618 |
1,377.6 |
0.500 |
1,375.7 |
0.382 |
1,373.8 |
LOW |
1,367.8 |
0.618 |
1,358.0 |
1.000 |
1,352.0 |
1.618 |
1,342.2 |
2.618 |
1,326.4 |
4.250 |
1,300.7 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,375.7 |
1,394.8 |
PP |
1,375.6 |
1,388.3 |
S1 |
1,375.5 |
1,381.9 |
|