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 |
1,278.25 |
1,279.00 |
0.75 |
0.1% |
1,261.25 |
High |
1,279.00 |
1,284.50 |
5.50 |
0.4% |
1,284.50 |
Low |
1,271.50 |
1,269.50 |
-2.00 |
-0.2% |
1,253.50 |
Close |
1,276.25 |
1,284.50 |
8.25 |
0.6% |
1,284.50 |
Range |
7.50 |
15.00 |
7.50 |
100.0% |
31.00 |
ATR |
10.99 |
11.28 |
0.29 |
2.6% |
0.00 |
Volume |
1,719 |
2,362 |
643 |
37.4% |
6,420 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.50 |
1,319.50 |
1,292.75 |
|
R3 |
1,309.50 |
1,304.50 |
1,288.50 |
|
R2 |
1,294.50 |
1,294.50 |
1,287.25 |
|
R1 |
1,289.50 |
1,289.50 |
1,286.00 |
1,292.00 |
PP |
1,279.50 |
1,279.50 |
1,279.50 |
1,280.75 |
S1 |
1,274.50 |
1,274.50 |
1,283.00 |
1,277.00 |
S2 |
1,264.50 |
1,264.50 |
1,281.75 |
|
S3 |
1,249.50 |
1,259.50 |
1,280.50 |
|
S4 |
1,234.50 |
1,244.50 |
1,276.25 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.25 |
1,356.75 |
1,301.50 |
|
R3 |
1,336.25 |
1,325.75 |
1,293.00 |
|
R2 |
1,305.25 |
1,305.25 |
1,290.25 |
|
R1 |
1,294.75 |
1,294.75 |
1,287.25 |
1,300.00 |
PP |
1,274.25 |
1,274.25 |
1,274.25 |
1,276.75 |
S1 |
1,263.75 |
1,263.75 |
1,281.75 |
1,269.00 |
S2 |
1,243.25 |
1,243.25 |
1,278.75 |
|
S3 |
1,212.25 |
1,232.75 |
1,276.00 |
|
S4 |
1,181.25 |
1,201.75 |
1,267.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,284.50 |
1,253.50 |
31.00 |
2.4% |
11.00 |
0.9% |
100% |
True |
False |
1,284 |
10 |
1,284.50 |
1,250.75 |
33.75 |
2.6% |
12.50 |
1.0% |
100% |
True |
False |
1,085 |
20 |
1,284.50 |
1,229.50 |
55.00 |
4.3% |
9.75 |
0.8% |
100% |
True |
False |
749 |
40 |
1,284.50 |
1,163.00 |
121.50 |
9.5% |
12.00 |
0.9% |
100% |
True |
False |
428 |
60 |
1,284.50 |
1,157.75 |
126.75 |
9.9% |
12.25 |
1.0% |
100% |
True |
False |
290 |
80 |
1,284.50 |
1,107.75 |
176.75 |
13.8% |
13.00 |
1.0% |
100% |
True |
False |
220 |
100 |
1,284.50 |
1,030.50 |
254.00 |
19.8% |
11.75 |
0.9% |
100% |
True |
False |
178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.25 |
2.618 |
1,323.75 |
1.618 |
1,308.75 |
1.000 |
1,299.50 |
0.618 |
1,293.75 |
HIGH |
1,284.50 |
0.618 |
1,278.75 |
0.500 |
1,277.00 |
0.382 |
1,275.25 |
LOW |
1,269.50 |
0.618 |
1,260.25 |
1.000 |
1,254.50 |
1.618 |
1,245.25 |
2.618 |
1,230.25 |
4.250 |
1,205.75 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,282.00 |
1,281.25 |
PP |
1,279.50 |
1,277.75 |
S1 |
1,277.00 |
1,274.50 |
|