Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,391.7 |
1,380.6 |
-11.1 |
-0.8% |
1,378.0 |
High |
1,397.5 |
1,382.0 |
-15.5 |
-1.1% |
1,397.5 |
Low |
1,378.0 |
1,362.7 |
-15.3 |
-1.1% |
1,362.7 |
Close |
1,393.0 |
1,366.1 |
-26.9 |
-1.9% |
1,366.1 |
Range |
19.5 |
19.3 |
-0.2 |
-1.0% |
34.8 |
ATR |
15.6 |
16.6 |
1.1 |
6.8% |
0.0 |
Volume |
599 |
1,014 |
415 |
69.3% |
3,686 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.2 |
1,416.4 |
1,376.7 |
|
R3 |
1,408.9 |
1,397.1 |
1,371.4 |
|
R2 |
1,389.6 |
1,389.6 |
1,369.6 |
|
R1 |
1,377.8 |
1,377.8 |
1,367.9 |
1,374.1 |
PP |
1,370.3 |
1,370.3 |
1,370.3 |
1,368.4 |
S1 |
1,358.5 |
1,358.5 |
1,364.3 |
1,354.8 |
S2 |
1,351.0 |
1,351.0 |
1,362.6 |
|
S3 |
1,331.7 |
1,339.2 |
1,360.8 |
|
S4 |
1,312.4 |
1,319.9 |
1,355.5 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.8 |
1,457.8 |
1,385.2 |
|
R3 |
1,445.0 |
1,423.0 |
1,375.7 |
|
R2 |
1,410.2 |
1,410.2 |
1,372.5 |
|
R1 |
1,388.2 |
1,388.2 |
1,369.3 |
1,381.8 |
PP |
1,375.4 |
1,375.4 |
1,375.4 |
1,372.3 |
S1 |
1,353.4 |
1,353.4 |
1,362.9 |
1,347.0 |
S2 |
1,340.6 |
1,340.6 |
1,359.7 |
|
S3 |
1,305.8 |
1,318.6 |
1,356.5 |
|
S4 |
1,271.0 |
1,283.8 |
1,347.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,397.5 |
1,362.7 |
34.8 |
2.5% |
13.7 |
1.0% |
10% |
False |
True |
737 |
10 |
1,429.5 |
1,362.7 |
66.8 |
4.9% |
16.5 |
1.2% |
5% |
False |
True |
626 |
20 |
1,429.5 |
1,362.7 |
66.8 |
4.9% |
11.7 |
0.9% |
5% |
False |
True |
467 |
40 |
1,436.9 |
1,350.0 |
86.9 |
6.4% |
13.7 |
1.0% |
19% |
False |
False |
430 |
60 |
1,436.9 |
1,327.1 |
109.8 |
8.0% |
13.4 |
1.0% |
36% |
False |
False |
722 |
80 |
1,436.9 |
1,296.1 |
140.8 |
10.3% |
11.1 |
0.8% |
50% |
False |
False |
635 |
100 |
1,436.9 |
1,243.6 |
193.3 |
14.1% |
9.1 |
0.7% |
63% |
False |
False |
560 |
120 |
1,436.9 |
1,168.2 |
268.7 |
19.7% |
7.7 |
0.6% |
74% |
False |
False |
496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,464.0 |
2.618 |
1,432.5 |
1.618 |
1,413.2 |
1.000 |
1,401.3 |
0.618 |
1,393.9 |
HIGH |
1,382.0 |
0.618 |
1,374.6 |
0.500 |
1,372.4 |
0.382 |
1,370.1 |
LOW |
1,362.7 |
0.618 |
1,350.8 |
1.000 |
1,343.4 |
1.618 |
1,331.5 |
2.618 |
1,312.2 |
4.250 |
1,280.7 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,372.4 |
1,380.1 |
PP |
1,370.3 |
1,375.4 |
S1 |
1,368.2 |
1,370.8 |
|