Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,366.0 |
1,373.9 |
7.9 |
0.6% |
1,376.6 |
High |
1,378.2 |
1,382.4 |
4.2 |
0.3% |
1,396.1 |
Low |
1,363.0 |
1,370.4 |
7.4 |
0.5% |
1,358.4 |
Close |
1,371.9 |
1,373.9 |
2.0 |
0.1% |
1,364.3 |
Range |
15.2 |
12.0 |
-3.2 |
-21.1% |
37.7 |
ATR |
19.1 |
18.6 |
-0.5 |
-2.6% |
0.0 |
Volume |
2,105 |
5,325 |
3,220 |
153.0% |
18,922 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,411.6 |
1,404.7 |
1,380.5 |
|
R3 |
1,399.6 |
1,392.7 |
1,377.2 |
|
R2 |
1,387.6 |
1,387.6 |
1,376.1 |
|
R1 |
1,380.7 |
1,380.7 |
1,375.0 |
1,379.9 |
PP |
1,375.6 |
1,375.6 |
1,375.6 |
1,375.2 |
S1 |
1,368.7 |
1,368.7 |
1,372.8 |
1,367.9 |
S2 |
1,363.6 |
1,363.6 |
1,371.7 |
|
S3 |
1,351.6 |
1,356.7 |
1,370.6 |
|
S4 |
1,339.6 |
1,344.7 |
1,367.3 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.0 |
1,462.9 |
1,385.0 |
|
R3 |
1,448.3 |
1,425.2 |
1,374.7 |
|
R2 |
1,410.6 |
1,410.6 |
1,371.2 |
|
R1 |
1,387.5 |
1,387.5 |
1,367.8 |
1,380.2 |
PP |
1,372.9 |
1,372.9 |
1,372.9 |
1,369.3 |
S1 |
1,349.8 |
1,349.8 |
1,360.8 |
1,342.5 |
S2 |
1,335.2 |
1,335.2 |
1,357.4 |
|
S3 |
1,297.5 |
1,312.1 |
1,353.9 |
|
S4 |
1,259.8 |
1,274.4 |
1,343.6 |
|
|
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 |
1,358.4 |
37.7 |
2.7% |
16.9 |
1.2% |
41% |
False |
False |
3,970 |
10 |
1,396.1 |
1,357.0 |
39.1 |
2.8% |
16.8 |
1.2% |
43% |
False |
False |
3,772 |
20 |
1,428.5 |
1,357.0 |
71.5 |
5.2% |
16.3 |
1.2% |
24% |
False |
False |
2,556 |
40 |
1,436.7 |
1,355.3 |
81.4 |
5.9% |
18.0 |
1.3% |
23% |
False |
False |
2,742 |
60 |
1,436.7 |
1,327.1 |
109.6 |
8.0% |
20.0 |
1.5% |
43% |
False |
False |
2,673 |
80 |
1,436.7 |
1,288.6 |
148.1 |
10.8% |
19.4 |
1.4% |
58% |
False |
False |
2,322 |
100 |
1,436.7 |
1,242.2 |
194.5 |
14.2% |
16.4 |
1.2% |
68% |
False |
False |
1,941 |
120 |
1,436.7 |
1,188.1 |
248.6 |
18.1% |
14.1 |
1.0% |
75% |
False |
False |
1,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.4 |
2.618 |
1,413.8 |
1.618 |
1,401.8 |
1.000 |
1,394.4 |
0.618 |
1,389.8 |
HIGH |
1,382.4 |
0.618 |
1,377.8 |
0.500 |
1,376.4 |
0.382 |
1,375.0 |
LOW |
1,370.4 |
0.618 |
1,363.0 |
1.000 |
1,358.4 |
1.618 |
1,351.0 |
2.618 |
1,339.0 |
4.250 |
1,319.4 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,376.4 |
1,372.7 |
PP |
1,375.6 |
1,371.6 |
S1 |
1,374.7 |
1,370.4 |
|