Trading Metrics calculated at close of trading on 20-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,373.9 |
1,371.8 |
-2.1 |
-0.2% |
1,376.6 |
High |
1,382.4 |
1,372.5 |
-9.9 |
-0.7% |
1,396.1 |
Low |
1,370.4 |
1,345.8 |
-24.6 |
-1.8% |
1,358.4 |
Close |
1,373.9 |
1,349.9 |
-24.0 |
-1.7% |
1,364.3 |
Range |
12.0 |
26.7 |
14.7 |
122.5% |
37.7 |
ATR |
18.6 |
19.2 |
0.7 |
3.7% |
0.0 |
Volume |
5,325 |
4,186 |
-1,139 |
-21.4% |
18,922 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.2 |
1,419.7 |
1,364.6 |
|
R3 |
1,409.5 |
1,393.0 |
1,357.2 |
|
R2 |
1,382.8 |
1,382.8 |
1,354.8 |
|
R1 |
1,366.3 |
1,366.3 |
1,352.3 |
1,361.2 |
PP |
1,356.1 |
1,356.1 |
1,356.1 |
1,353.5 |
S1 |
1,339.6 |
1,339.6 |
1,347.5 |
1,334.5 |
S2 |
1,329.4 |
1,329.4 |
1,345.0 |
|
S3 |
1,302.7 |
1,312.9 |
1,342.6 |
|
S4 |
1,276.0 |
1,286.2 |
1,335.2 |
|
|
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 |
1,345.8 |
50.3 |
3.7% |
19.9 |
1.5% |
8% |
False |
True |
4,159 |
10 |
1,396.1 |
1,345.8 |
50.3 |
3.7% |
17.4 |
1.3% |
8% |
False |
True |
3,642 |
20 |
1,428.5 |
1,345.8 |
82.7 |
6.1% |
17.2 |
1.3% |
5% |
False |
True |
2,646 |
40 |
1,436.7 |
1,345.8 |
90.9 |
6.7% |
18.2 |
1.3% |
5% |
False |
True |
2,817 |
60 |
1,436.7 |
1,327.1 |
109.6 |
8.1% |
20.2 |
1.5% |
21% |
False |
False |
2,740 |
80 |
1,436.7 |
1,288.6 |
148.1 |
11.0% |
19.6 |
1.5% |
41% |
False |
False |
2,370 |
100 |
1,436.7 |
1,243.4 |
193.3 |
14.3% |
16.6 |
1.2% |
55% |
False |
False |
1,982 |
120 |
1,436.7 |
1,189.6 |
247.1 |
18.3% |
14.3 |
1.1% |
65% |
False |
False |
1,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,486.0 |
2.618 |
1,442.4 |
1.618 |
1,415.7 |
1.000 |
1,399.2 |
0.618 |
1,389.0 |
HIGH |
1,372.5 |
0.618 |
1,362.3 |
0.500 |
1,359.2 |
0.382 |
1,356.0 |
LOW |
1,345.8 |
0.618 |
1,329.3 |
1.000 |
1,319.1 |
1.618 |
1,302.6 |
2.618 |
1,275.9 |
4.250 |
1,232.3 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,359.2 |
1,364.1 |
PP |
1,356.1 |
1,359.4 |
S1 |
1,353.0 |
1,354.6 |
|