Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,372.7 |
1,376.6 |
3.9 |
0.3% |
1,423.3 |
High |
1,381.0 |
1,380.0 |
-1.0 |
-0.1% |
1,428.5 |
Low |
1,357.0 |
1,369.0 |
12.0 |
0.9% |
1,357.0 |
Close |
1,372.7 |
1,378.1 |
5.4 |
0.4% |
1,372.7 |
Range |
24.0 |
11.0 |
-13.0 |
-54.2% |
71.5 |
ATR |
19.5 |
18.9 |
-0.6 |
-3.1% |
0.0 |
Volume |
2,111 |
2,986 |
875 |
41.4% |
14,362 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.7 |
1,404.4 |
1,384.2 |
|
R3 |
1,397.7 |
1,393.4 |
1,381.1 |
|
R2 |
1,386.7 |
1,386.7 |
1,380.1 |
|
R1 |
1,382.4 |
1,382.4 |
1,379.1 |
1,384.6 |
PP |
1,375.7 |
1,375.7 |
1,375.7 |
1,376.8 |
S1 |
1,371.4 |
1,371.4 |
1,377.1 |
1,373.6 |
S2 |
1,364.7 |
1,364.7 |
1,376.1 |
|
S3 |
1,353.7 |
1,360.4 |
1,375.1 |
|
S4 |
1,342.7 |
1,349.4 |
1,372.1 |
|
|
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 |
1,421.7 |
1,357.0 |
64.7 |
4.7% |
22.7 |
1.6% |
33% |
False |
False |
3,250 |
10 |
1,428.5 |
1,357.0 |
71.5 |
5.2% |
18.5 |
1.3% |
30% |
False |
False |
2,160 |
20 |
1,428.5 |
1,357.0 |
71.5 |
5.2% |
16.5 |
1.2% |
30% |
False |
False |
2,088 |
40 |
1,436.7 |
1,334.9 |
101.8 |
7.4% |
19.3 |
1.4% |
42% |
False |
False |
2,538 |
60 |
1,436.7 |
1,323.0 |
113.7 |
8.3% |
20.6 |
1.5% |
48% |
False |
False |
2,459 |
80 |
1,436.7 |
1,278.2 |
158.5 |
11.5% |
18.7 |
1.4% |
63% |
False |
False |
2,085 |
100 |
1,436.7 |
1,216.2 |
220.5 |
16.0% |
15.6 |
1.1% |
73% |
False |
False |
1,726 |
120 |
1,436.7 |
1,166.2 |
270.5 |
19.6% |
13.9 |
1.0% |
78% |
False |
False |
1,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.8 |
2.618 |
1,408.8 |
1.618 |
1,397.8 |
1.000 |
1,391.0 |
0.618 |
1,386.8 |
HIGH |
1,380.0 |
0.618 |
1,375.8 |
0.500 |
1,374.5 |
0.382 |
1,373.2 |
LOW |
1,369.0 |
0.618 |
1,362.2 |
1.000 |
1,358.0 |
1.618 |
1,351.2 |
2.618 |
1,340.2 |
4.250 |
1,322.3 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,376.9 |
1,375.5 |
PP |
1,375.7 |
1,372.9 |
S1 |
1,374.5 |
1,370.3 |
|