Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,371.8 |
1,349.4 |
-22.4 |
-1.6% |
1,366.0 |
High |
1,372.5 |
1,352.9 |
-19.6 |
-1.4% |
1,382.4 |
Low |
1,345.8 |
1,340.9 |
-4.9 |
-0.4% |
1,340.9 |
Close |
1,349.9 |
1,344.4 |
-5.5 |
-0.4% |
1,344.4 |
Range |
26.7 |
12.0 |
-14.7 |
-55.1% |
41.5 |
ATR |
19.2 |
18.7 |
-0.5 |
-2.7% |
0.0 |
Volume |
4,186 |
6,373 |
2,187 |
52.2% |
17,989 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.1 |
1,375.2 |
1,351.0 |
|
R3 |
1,370.1 |
1,363.2 |
1,347.7 |
|
R2 |
1,358.1 |
1,358.1 |
1,346.6 |
|
R1 |
1,351.2 |
1,351.2 |
1,345.5 |
1,348.7 |
PP |
1,346.1 |
1,346.1 |
1,346.1 |
1,344.8 |
S1 |
1,339.2 |
1,339.2 |
1,343.3 |
1,336.7 |
S2 |
1,334.1 |
1,334.1 |
1,342.2 |
|
S3 |
1,322.1 |
1,327.2 |
1,341.1 |
|
S4 |
1,310.1 |
1,315.2 |
1,337.8 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.4 |
1,453.9 |
1,367.2 |
|
R3 |
1,438.9 |
1,412.4 |
1,355.8 |
|
R2 |
1,397.4 |
1,397.4 |
1,352.0 |
|
R1 |
1,370.9 |
1,370.9 |
1,348.2 |
1,363.4 |
PP |
1,355.9 |
1,355.9 |
1,355.9 |
1,352.2 |
S1 |
1,329.4 |
1,329.4 |
1,340.6 |
1,321.9 |
S2 |
1,314.4 |
1,314.4 |
1,336.8 |
|
S3 |
1,272.9 |
1,287.9 |
1,333.0 |
|
S4 |
1,231.4 |
1,246.4 |
1,321.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,382.4 |
1,340.9 |
41.5 |
3.1% |
17.7 |
1.3% |
8% |
False |
True |
4,680 |
10 |
1,396.1 |
1,340.9 |
55.2 |
4.1% |
17.1 |
1.3% |
6% |
False |
True |
3,902 |
20 |
1,428.5 |
1,340.9 |
87.6 |
6.5% |
17.4 |
1.3% |
4% |
False |
True |
2,928 |
40 |
1,436.7 |
1,340.9 |
95.8 |
7.1% |
17.9 |
1.3% |
4% |
False |
True |
2,829 |
60 |
1,436.7 |
1,327.1 |
109.6 |
8.2% |
20.1 |
1.5% |
16% |
False |
False |
2,779 |
80 |
1,436.7 |
1,305.0 |
131.7 |
9.8% |
19.4 |
1.4% |
30% |
False |
False |
2,447 |
100 |
1,436.7 |
1,248.8 |
187.9 |
14.0% |
16.8 |
1.2% |
51% |
False |
False |
2,043 |
120 |
1,436.7 |
1,191.7 |
245.0 |
18.2% |
14.4 |
1.1% |
62% |
False |
False |
1,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.9 |
2.618 |
1,384.3 |
1.618 |
1,372.3 |
1.000 |
1,364.9 |
0.618 |
1,360.3 |
HIGH |
1,352.9 |
0.618 |
1,348.3 |
0.500 |
1,346.9 |
0.382 |
1,345.5 |
LOW |
1,340.9 |
0.618 |
1,333.5 |
1.000 |
1,328.9 |
1.618 |
1,321.5 |
2.618 |
1,309.5 |
4.250 |
1,289.9 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,346.9 |
1,361.7 |
PP |
1,346.1 |
1,355.9 |
S1 |
1,345.2 |
1,350.2 |
|