Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,382.0 |
1,372.7 |
-9.3 |
-0.7% |
1,423.3 |
High |
1,383.6 |
1,381.0 |
-2.6 |
-0.2% |
1,428.5 |
Low |
1,367.8 |
1,357.0 |
-10.8 |
-0.8% |
1,357.0 |
Close |
1,375.4 |
1,372.7 |
-2.7 |
-0.2% |
1,372.7 |
Range |
15.8 |
24.0 |
8.2 |
51.9% |
71.5 |
ATR |
19.2 |
19.5 |
0.3 |
1.8% |
0.0 |
Volume |
3,775 |
2,111 |
-1,664 |
-44.1% |
14,362 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.2 |
1,431.5 |
1,385.9 |
|
R3 |
1,418.2 |
1,407.5 |
1,379.3 |
|
R2 |
1,394.2 |
1,394.2 |
1,377.1 |
|
R1 |
1,383.5 |
1,383.5 |
1,374.9 |
1,384.7 |
PP |
1,370.2 |
1,370.2 |
1,370.2 |
1,370.9 |
S1 |
1,359.5 |
1,359.5 |
1,370.5 |
1,360.7 |
S2 |
1,346.2 |
1,346.2 |
1,368.3 |
|
S3 |
1,322.2 |
1,335.5 |
1,366.1 |
|
S4 |
1,298.2 |
1,311.5 |
1,359.5 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.6 |
1,558.1 |
1,412.0 |
|
R3 |
1,529.1 |
1,486.6 |
1,392.4 |
|
R2 |
1,457.6 |
1,457.6 |
1,385.8 |
|
R1 |
1,415.1 |
1,415.1 |
1,379.3 |
1,400.6 |
PP |
1,386.1 |
1,386.1 |
1,386.1 |
1,378.8 |
S1 |
1,343.6 |
1,343.6 |
1,366.1 |
1,329.1 |
S2 |
1,314.6 |
1,314.6 |
1,359.6 |
|
S3 |
1,243.1 |
1,272.1 |
1,353.0 |
|
S4 |
1,171.6 |
1,200.6 |
1,333.4 |
|
|
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 |
1,357.0 |
71.5 |
5.2% |
22.7 |
1.7% |
22% |
False |
True |
2,872 |
10 |
1,428.5 |
1,357.0 |
71.5 |
5.2% |
18.6 |
1.4% |
22% |
False |
True |
1,988 |
20 |
1,428.5 |
1,357.0 |
71.5 |
5.2% |
16.9 |
1.2% |
22% |
False |
True |
2,014 |
40 |
1,436.7 |
1,334.9 |
101.8 |
7.4% |
19.5 |
1.4% |
37% |
False |
False |
2,566 |
60 |
1,436.7 |
1,323.0 |
113.7 |
8.3% |
20.6 |
1.5% |
44% |
False |
False |
2,464 |
80 |
1,436.7 |
1,278.2 |
158.5 |
11.5% |
18.6 |
1.4% |
60% |
False |
False |
2,050 |
100 |
1,436.7 |
1,216.2 |
220.5 |
16.1% |
15.5 |
1.1% |
71% |
False |
False |
1,696 |
120 |
1,436.7 |
1,166.2 |
270.5 |
19.7% |
13.9 |
1.0% |
76% |
False |
False |
1,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,483.0 |
2.618 |
1,443.8 |
1.618 |
1,419.8 |
1.000 |
1,405.0 |
0.618 |
1,395.8 |
HIGH |
1,381.0 |
0.618 |
1,371.8 |
0.500 |
1,369.0 |
0.382 |
1,366.2 |
LOW |
1,357.0 |
0.618 |
1,342.2 |
1.000 |
1,333.0 |
1.618 |
1,318.2 |
2.618 |
1,294.2 |
4.250 |
1,255.0 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,371.5 |
1,373.0 |
PP |
1,370.2 |
1,372.9 |
S1 |
1,369.0 |
1,372.8 |
|