Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,384.9 |
1,390.4 |
5.5 |
0.4% |
1,423.3 |
High |
1,392.5 |
1,396.1 |
3.6 |
0.3% |
1,428.5 |
Low |
1,380.5 |
1,373.3 |
-7.2 |
-0.5% |
1,357.0 |
Close |
1,389.8 |
1,391.0 |
1.2 |
0.1% |
1,372.7 |
Range |
12.0 |
22.8 |
10.8 |
90.0% |
71.5 |
ATR |
18.0 |
18.3 |
0.3 |
1.9% |
0.0 |
Volume |
3,243 |
3,769 |
526 |
16.2% |
14,362 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.2 |
1,445.9 |
1,403.5 |
|
R3 |
1,432.4 |
1,423.1 |
1,397.3 |
|
R2 |
1,409.6 |
1,409.6 |
1,395.2 |
|
R1 |
1,400.3 |
1,400.3 |
1,393.1 |
1,405.0 |
PP |
1,386.8 |
1,386.8 |
1,386.8 |
1,389.1 |
S1 |
1,377.5 |
1,377.5 |
1,388.9 |
1,382.2 |
S2 |
1,364.0 |
1,364.0 |
1,386.8 |
|
S3 |
1,341.2 |
1,354.7 |
1,384.7 |
|
S4 |
1,318.4 |
1,331.9 |
1,378.5 |
|
|
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 |
1,396.1 |
1,357.0 |
39.1 |
2.8% |
16.4 |
1.2% |
87% |
True |
False |
3,124 |
10 |
1,428.5 |
1,357.0 |
71.5 |
5.1% |
18.8 |
1.3% |
48% |
False |
False |
2,893 |
20 |
1,428.5 |
1,357.0 |
71.5 |
5.1% |
16.2 |
1.2% |
48% |
False |
False |
2,303 |
40 |
1,436.7 |
1,337.8 |
98.9 |
7.1% |
18.0 |
1.3% |
54% |
False |
False |
2,569 |
60 |
1,436.7 |
1,323.0 |
113.7 |
8.2% |
20.0 |
1.4% |
60% |
False |
False |
2,508 |
80 |
1,436.7 |
1,288.6 |
148.1 |
10.6% |
19.0 |
1.4% |
69% |
False |
False |
2,182 |
100 |
1,436.7 |
1,216.2 |
220.5 |
15.9% |
16.1 |
1.2% |
79% |
False |
False |
1,818 |
120 |
1,436.7 |
1,166.2 |
270.5 |
19.4% |
14.0 |
1.0% |
83% |
False |
False |
1,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.0 |
2.618 |
1,455.8 |
1.618 |
1,433.0 |
1.000 |
1,418.9 |
0.618 |
1,410.2 |
HIGH |
1,396.1 |
0.618 |
1,387.4 |
0.500 |
1,384.7 |
0.382 |
1,382.0 |
LOW |
1,373.3 |
0.618 |
1,359.2 |
1.000 |
1,350.5 |
1.618 |
1,336.4 |
2.618 |
1,313.6 |
4.250 |
1,276.4 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,388.9 |
1,388.9 |
PP |
1,386.8 |
1,386.8 |
S1 |
1,384.7 |
1,384.7 |
|