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 |
1,285.00 |
1,290.75 |
5.75 |
0.4% |
1,261.25 |
High |
1,289.75 |
1,291.00 |
1.25 |
0.1% |
1,284.50 |
Low |
1,278.00 |
1,270.50 |
-7.50 |
-0.6% |
1,253.50 |
Close |
1,289.75 |
1,273.50 |
-16.25 |
-1.3% |
1,284.50 |
Range |
11.75 |
20.50 |
8.75 |
74.5% |
31.00 |
ATR |
11.31 |
11.97 |
0.66 |
5.8% |
0.00 |
Volume |
1,529 |
2,544 |
1,015 |
66.4% |
6,420 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.75 |
1,327.25 |
1,284.75 |
|
R3 |
1,319.25 |
1,306.75 |
1,279.25 |
|
R2 |
1,298.75 |
1,298.75 |
1,277.25 |
|
R1 |
1,286.25 |
1,286.25 |
1,275.50 |
1,282.25 |
PP |
1,278.25 |
1,278.25 |
1,278.25 |
1,276.50 |
S1 |
1,265.75 |
1,265.75 |
1,271.50 |
1,261.75 |
S2 |
1,257.75 |
1,257.75 |
1,269.75 |
|
S3 |
1,237.25 |
1,245.25 |
1,267.75 |
|
S4 |
1,216.75 |
1,224.75 |
1,262.25 |
|
|
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 |
1,291.00 |
1,264.50 |
26.50 |
2.1% |
13.75 |
1.1% |
34% |
True |
False |
1,905 |
10 |
1,291.00 |
1,251.25 |
39.75 |
3.1% |
13.00 |
1.0% |
56% |
True |
False |
1,407 |
20 |
1,291.00 |
1,236.50 |
54.50 |
4.3% |
10.50 |
0.8% |
68% |
True |
False |
894 |
40 |
1,291.00 |
1,163.00 |
128.00 |
10.1% |
12.25 |
1.0% |
86% |
True |
False |
529 |
60 |
1,291.00 |
1,158.25 |
132.75 |
10.4% |
12.50 |
1.0% |
87% |
True |
False |
358 |
80 |
1,291.00 |
1,117.50 |
173.50 |
13.6% |
13.00 |
1.0% |
90% |
True |
False |
271 |
100 |
1,291.00 |
1,030.50 |
260.50 |
20.5% |
12.00 |
0.9% |
93% |
True |
False |
218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.00 |
2.618 |
1,344.75 |
1.618 |
1,324.25 |
1.000 |
1,311.50 |
0.618 |
1,303.75 |
HIGH |
1,291.00 |
0.618 |
1,283.25 |
0.500 |
1,280.75 |
0.382 |
1,278.25 |
LOW |
1,270.50 |
0.618 |
1,257.75 |
1.000 |
1,250.00 |
1.618 |
1,237.25 |
2.618 |
1,216.75 |
4.250 |
1,183.50 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,280.75 |
1,280.25 |
PP |
1,278.25 |
1,278.00 |
S1 |
1,276.00 |
1,275.75 |
|