Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,266.00 |
1,278.25 |
12.25 |
1.0% |
1,250.75 |
High |
1,279.00 |
1,279.00 |
0.00 |
0.0% |
1,271.75 |
Low |
1,264.50 |
1,271.50 |
7.00 |
0.6% |
1,250.75 |
Close |
1,278.50 |
1,276.25 |
-2.25 |
-0.2% |
1,262.50 |
Range |
14.50 |
7.50 |
-7.00 |
-48.3% |
21.00 |
ATR |
11.26 |
10.99 |
-0.27 |
-2.4% |
0.00 |
Volume |
1,375 |
1,719 |
344 |
25.0% |
4,439 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.00 |
1,294.75 |
1,280.50 |
|
R3 |
1,290.50 |
1,287.25 |
1,278.25 |
|
R2 |
1,283.00 |
1,283.00 |
1,277.50 |
|
R1 |
1,279.75 |
1,279.75 |
1,277.00 |
1,277.50 |
PP |
1,275.50 |
1,275.50 |
1,275.50 |
1,274.50 |
S1 |
1,272.25 |
1,272.25 |
1,275.50 |
1,270.00 |
S2 |
1,268.00 |
1,268.00 |
1,275.00 |
|
S3 |
1,260.50 |
1,264.75 |
1,274.25 |
|
S4 |
1,253.00 |
1,257.25 |
1,272.00 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.75 |
1,314.50 |
1,274.00 |
|
R3 |
1,303.75 |
1,293.50 |
1,268.25 |
|
R2 |
1,282.75 |
1,282.75 |
1,266.25 |
|
R1 |
1,272.50 |
1,272.50 |
1,264.50 |
1,277.50 |
PP |
1,261.75 |
1,261.75 |
1,261.75 |
1,264.25 |
S1 |
1,251.50 |
1,251.50 |
1,260.50 |
1,256.50 |
S2 |
1,240.75 |
1,240.75 |
1,258.75 |
|
S3 |
1,219.75 |
1,230.50 |
1,256.75 |
|
S4 |
1,198.75 |
1,209.50 |
1,251.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,279.00 |
1,253.00 |
26.00 |
2.0% |
11.00 |
0.9% |
89% |
True |
False |
1,095 |
10 |
1,279.00 |
1,244.75 |
34.25 |
2.7% |
11.75 |
0.9% |
92% |
True |
False |
896 |
20 |
1,279.00 |
1,224.00 |
55.00 |
4.3% |
9.50 |
0.7% |
95% |
True |
False |
637 |
40 |
1,279.00 |
1,163.00 |
116.00 |
9.1% |
11.75 |
0.9% |
98% |
True |
False |
370 |
60 |
1,279.00 |
1,150.50 |
128.50 |
10.1% |
12.25 |
1.0% |
98% |
True |
False |
251 |
80 |
1,279.00 |
1,107.75 |
171.25 |
13.4% |
13.00 |
1.0% |
98% |
True |
False |
191 |
100 |
1,279.00 |
1,030.50 |
248.50 |
19.5% |
11.50 |
0.9% |
99% |
True |
False |
154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.00 |
2.618 |
1,298.75 |
1.618 |
1,291.25 |
1.000 |
1,286.50 |
0.618 |
1,283.75 |
HIGH |
1,279.00 |
0.618 |
1,276.25 |
0.500 |
1,275.25 |
0.382 |
1,274.25 |
LOW |
1,271.50 |
0.618 |
1,266.75 |
1.000 |
1,264.00 |
1.618 |
1,259.25 |
2.618 |
1,251.75 |
4.250 |
1,239.50 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,276.00 |
1,274.00 |
PP |
1,275.50 |
1,271.50 |
S1 |
1,275.25 |
1,269.25 |
|