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 |
1,369.0 |
1,373.0 |
4.0 |
0.3% |
1,378.0 |
High |
1,380.0 |
1,383.8 |
3.8 |
0.3% |
1,397.5 |
Low |
1,366.6 |
1,373.0 |
6.4 |
0.5% |
1,362.7 |
Close |
1,373.8 |
1,375.7 |
1.9 |
0.1% |
1,366.1 |
Range |
13.4 |
10.8 |
-2.6 |
-19.4% |
34.8 |
ATR |
16.4 |
16.0 |
-0.4 |
-2.4% |
0.0 |
Volume |
1,216 |
2,359 |
1,143 |
94.0% |
3,686 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.9 |
1,403.6 |
1,381.6 |
|
R3 |
1,399.1 |
1,392.8 |
1,378.7 |
|
R2 |
1,388.3 |
1,388.3 |
1,377.7 |
|
R1 |
1,382.0 |
1,382.0 |
1,376.7 |
1,385.2 |
PP |
1,377.5 |
1,377.5 |
1,377.5 |
1,379.1 |
S1 |
1,371.2 |
1,371.2 |
1,374.7 |
1,374.4 |
S2 |
1,366.7 |
1,366.7 |
1,373.7 |
|
S3 |
1,355.9 |
1,360.4 |
1,372.7 |
|
S4 |
1,345.1 |
1,349.6 |
1,369.8 |
|
|
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% |
14.9 |
1.1% |
37% |
False |
False |
1,144 |
10 |
1,397.5 |
1,362.7 |
34.8 |
2.5% |
14.0 |
1.0% |
37% |
False |
False |
925 |
20 |
1,429.5 |
1,362.7 |
66.8 |
4.9% |
12.6 |
0.9% |
19% |
False |
False |
616 |
40 |
1,436.9 |
1,357.3 |
79.6 |
5.8% |
13.7 |
1.0% |
23% |
False |
False |
490 |
60 |
1,436.9 |
1,337.3 |
99.6 |
7.2% |
13.7 |
1.0% |
39% |
False |
False |
779 |
80 |
1,436.9 |
1,305.0 |
131.9 |
9.6% |
11.2 |
0.8% |
54% |
False |
False |
668 |
100 |
1,436.9 |
1,243.8 |
193.1 |
14.0% |
9.2 |
0.7% |
68% |
False |
False |
587 |
120 |
1,436.9 |
1,189.6 |
247.3 |
18.0% |
7.9 |
0.6% |
75% |
False |
False |
524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,429.7 |
2.618 |
1,412.1 |
1.618 |
1,401.3 |
1.000 |
1,394.6 |
0.618 |
1,390.5 |
HIGH |
1,383.8 |
0.618 |
1,379.7 |
0.500 |
1,378.4 |
0.382 |
1,377.1 |
LOW |
1,373.0 |
0.618 |
1,366.3 |
1.000 |
1,362.2 |
1.618 |
1,355.5 |
2.618 |
1,344.7 |
4.250 |
1,327.1 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,378.4 |
1,374.9 |
PP |
1,377.5 |
1,374.1 |
S1 |
1,376.6 |
1,373.3 |
|