Trading Metrics calculated at close of trading on 12-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,379.0 |
1,384.9 |
5.9 |
0.4% |
1,423.3 |
High |
1,389.7 |
1,392.5 |
2.8 |
0.2% |
1,428.5 |
Low |
1,377.5 |
1,380.5 |
3.0 |
0.2% |
1,357.0 |
Close |
1,388.4 |
1,389.8 |
1.4 |
0.1% |
1,372.7 |
Range |
12.2 |
12.0 |
-0.2 |
-1.6% |
71.5 |
ATR |
18.5 |
18.0 |
-0.5 |
-2.5% |
0.0 |
Volume |
3,513 |
3,243 |
-270 |
-7.7% |
14,362 |
|
Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.6 |
1,418.7 |
1,396.4 |
|
R3 |
1,411.6 |
1,406.7 |
1,393.1 |
|
R2 |
1,399.6 |
1,399.6 |
1,392.0 |
|
R1 |
1,394.7 |
1,394.7 |
1,390.9 |
1,397.2 |
PP |
1,387.6 |
1,387.6 |
1,387.6 |
1,388.8 |
S1 |
1,382.7 |
1,382.7 |
1,388.7 |
1,385.2 |
S2 |
1,375.6 |
1,375.6 |
1,387.6 |
|
S3 |
1,363.6 |
1,370.7 |
1,386.5 |
|
S4 |
1,351.6 |
1,358.7 |
1,383.2 |
|
|
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 |
1,392.5 |
1,357.0 |
35.5 |
2.6% |
15.0 |
1.1% |
92% |
True |
False |
3,125 |
10 |
1,428.5 |
1,357.0 |
71.5 |
5.1% |
17.6 |
1.3% |
46% |
False |
False |
2,644 |
20 |
1,428.5 |
1,357.0 |
71.5 |
5.1% |
16.0 |
1.2% |
46% |
False |
False |
2,192 |
40 |
1,436.7 |
1,334.9 |
101.8 |
7.3% |
18.3 |
1.3% |
54% |
False |
False |
2,544 |
60 |
1,436.7 |
1,323.0 |
113.7 |
8.2% |
20.3 |
1.5% |
59% |
False |
False |
2,465 |
80 |
1,436.7 |
1,278.2 |
158.5 |
11.4% |
18.9 |
1.4% |
70% |
False |
False |
2,151 |
100 |
1,436.7 |
1,216.2 |
220.5 |
15.9% |
15.9 |
1.1% |
79% |
False |
False |
1,788 |
120 |
1,436.7 |
1,166.2 |
270.5 |
19.5% |
14.0 |
1.0% |
83% |
False |
False |
1,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,443.5 |
2.618 |
1,423.9 |
1.618 |
1,411.9 |
1.000 |
1,404.5 |
0.618 |
1,399.9 |
HIGH |
1,392.5 |
0.618 |
1,387.9 |
0.500 |
1,386.5 |
0.382 |
1,385.1 |
LOW |
1,380.5 |
0.618 |
1,373.1 |
1.000 |
1,368.5 |
1.618 |
1,361.1 |
2.618 |
1,349.1 |
4.250 |
1,329.5 |
|
|
Fisher Pivots for day following 12-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,388.7 |
1,386.8 |
PP |
1,387.6 |
1,383.8 |
S1 |
1,386.5 |
1,380.8 |
|