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 |
1,373.0 |
1,374.9 |
1.9 |
0.1% |
1,378.0 |
High |
1,383.8 |
1,374.9 |
-8.9 |
-0.6% |
1,397.5 |
Low |
1,373.0 |
1,348.9 |
-24.1 |
-1.8% |
1,362.7 |
Close |
1,375.7 |
1,351.4 |
-24.3 |
-1.8% |
1,366.1 |
Range |
10.8 |
26.0 |
15.2 |
140.7% |
34.8 |
ATR |
16.0 |
16.8 |
0.8 |
4.8% |
0.0 |
Volume |
2,359 |
533 |
-1,826 |
-77.4% |
3,686 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.4 |
1,419.9 |
1,365.7 |
|
R3 |
1,410.4 |
1,393.9 |
1,358.6 |
|
R2 |
1,384.4 |
1,384.4 |
1,356.2 |
|
R1 |
1,367.9 |
1,367.9 |
1,353.8 |
1,363.2 |
PP |
1,358.4 |
1,358.4 |
1,358.4 |
1,356.0 |
S1 |
1,341.9 |
1,341.9 |
1,349.0 |
1,337.2 |
S2 |
1,332.4 |
1,332.4 |
1,346.6 |
|
S3 |
1,306.4 |
1,315.9 |
1,344.3 |
|
S4 |
1,280.4 |
1,289.9 |
1,337.1 |
|
|
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 |
1,348.9 |
48.6 |
3.6% |
17.8 |
1.3% |
5% |
False |
True |
1,144 |
10 |
1,397.5 |
1,348.9 |
48.6 |
3.6% |
14.9 |
1.1% |
5% |
False |
True |
930 |
20 |
1,429.5 |
1,348.9 |
80.6 |
6.0% |
13.7 |
1.0% |
3% |
False |
True |
625 |
40 |
1,436.9 |
1,348.9 |
88.0 |
6.5% |
13.9 |
1.0% |
3% |
False |
True |
500 |
60 |
1,436.9 |
1,337.3 |
99.6 |
7.4% |
14.2 |
1.0% |
14% |
False |
False |
788 |
80 |
1,436.9 |
1,312.0 |
124.9 |
9.2% |
11.6 |
0.9% |
32% |
False |
False |
670 |
100 |
1,436.9 |
1,244.8 |
192.1 |
14.2% |
9.5 |
0.7% |
55% |
False |
False |
592 |
120 |
1,436.9 |
1,191.1 |
245.8 |
18.2% |
8.1 |
0.6% |
65% |
False |
False |
527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,485.4 |
2.618 |
1,443.0 |
1.618 |
1,417.0 |
1.000 |
1,400.9 |
0.618 |
1,391.0 |
HIGH |
1,374.9 |
0.618 |
1,365.0 |
0.500 |
1,361.9 |
0.382 |
1,358.8 |
LOW |
1,348.9 |
0.618 |
1,332.8 |
1.000 |
1,322.9 |
1.618 |
1,306.8 |
2.618 |
1,280.8 |
4.250 |
1,238.4 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,361.9 |
1,366.4 |
PP |
1,358.4 |
1,361.4 |
S1 |
1,354.9 |
1,356.4 |
|