Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,380.6 |
1,369.0 |
-11.6 |
-0.8% |
1,378.0 |
High |
1,382.0 |
1,380.0 |
-2.0 |
-0.1% |
1,397.5 |
Low |
1,362.7 |
1,366.6 |
3.9 |
0.3% |
1,362.7 |
Close |
1,366.1 |
1,373.8 |
7.7 |
0.6% |
1,366.1 |
Range |
19.3 |
13.4 |
-5.9 |
-30.6% |
34.8 |
ATR |
16.6 |
16.4 |
-0.2 |
-1.2% |
0.0 |
Volume |
1,014 |
1,216 |
202 |
19.9% |
3,686 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.7 |
1,407.1 |
1,381.2 |
|
R3 |
1,400.3 |
1,393.7 |
1,377.5 |
|
R2 |
1,386.9 |
1,386.9 |
1,376.3 |
|
R1 |
1,380.3 |
1,380.3 |
1,375.0 |
1,383.6 |
PP |
1,373.5 |
1,373.5 |
1,373.5 |
1,375.1 |
S1 |
1,366.9 |
1,366.9 |
1,372.6 |
1,370.2 |
S2 |
1,360.1 |
1,360.1 |
1,371.3 |
|
S3 |
1,346.7 |
1,353.5 |
1,370.1 |
|
S4 |
1,333.3 |
1,340.1 |
1,366.4 |
|
|
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% |
14.4 |
1.0% |
32% |
False |
False |
811 |
10 |
1,422.4 |
1,362.7 |
59.7 |
4.3% |
16.9 |
1.2% |
19% |
False |
False |
700 |
20 |
1,429.5 |
1,362.7 |
66.8 |
4.9% |
12.3 |
0.9% |
17% |
False |
False |
506 |
40 |
1,436.9 |
1,350.0 |
86.9 |
6.3% |
13.8 |
1.0% |
27% |
False |
False |
454 |
60 |
1,436.9 |
1,327.1 |
109.8 |
8.0% |
13.7 |
1.0% |
43% |
False |
False |
741 |
80 |
1,436.9 |
1,296.1 |
140.8 |
10.2% |
11.2 |
0.8% |
55% |
False |
False |
640 |
100 |
1,436.9 |
1,243.6 |
193.3 |
14.1% |
9.2 |
0.7% |
67% |
False |
False |
569 |
120 |
1,436.9 |
1,176.9 |
260.0 |
18.9% |
7.8 |
0.6% |
76% |
False |
False |
504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,437.0 |
2.618 |
1,415.1 |
1.618 |
1,401.7 |
1.000 |
1,393.4 |
0.618 |
1,388.3 |
HIGH |
1,380.0 |
0.618 |
1,374.9 |
0.500 |
1,373.3 |
0.382 |
1,371.7 |
LOW |
1,366.6 |
0.618 |
1,358.3 |
1.000 |
1,353.2 |
1.618 |
1,344.9 |
2.618 |
1,331.5 |
4.250 |
1,309.7 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,373.6 |
1,380.1 |
PP |
1,373.5 |
1,378.0 |
S1 |
1,373.3 |
1,375.9 |
|