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 |
1,290.75 |
1,273.50 |
-17.25 |
-1.3% |
1,261.25 |
High |
1,291.00 |
1,276.00 |
-15.00 |
-1.2% |
1,284.50 |
Low |
1,270.50 |
1,262.75 |
-7.75 |
-0.6% |
1,253.50 |
Close |
1,273.50 |
1,271.25 |
-2.25 |
-0.2% |
1,284.50 |
Range |
20.50 |
13.25 |
-7.25 |
-35.4% |
31.00 |
ATR |
11.97 |
12.06 |
0.09 |
0.8% |
0.00 |
Volume |
2,544 |
423 |
-2,121 |
-83.4% |
6,420 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.75 |
1,303.75 |
1,278.50 |
|
R3 |
1,296.50 |
1,290.50 |
1,275.00 |
|
R2 |
1,283.25 |
1,283.25 |
1,273.75 |
|
R1 |
1,277.25 |
1,277.25 |
1,272.50 |
1,273.50 |
PP |
1,270.00 |
1,270.00 |
1,270.00 |
1,268.25 |
S1 |
1,264.00 |
1,264.00 |
1,270.00 |
1,260.50 |
S2 |
1,256.75 |
1,256.75 |
1,268.75 |
|
S3 |
1,243.50 |
1,250.75 |
1,267.50 |
|
S4 |
1,230.25 |
1,237.50 |
1,264.00 |
|
|
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 |
1,262.75 |
28.25 |
2.2% |
13.50 |
1.1% |
30% |
False |
True |
1,715 |
10 |
1,291.00 |
1,253.00 |
38.00 |
3.0% |
12.50 |
1.0% |
48% |
False |
False |
1,296 |
20 |
1,291.00 |
1,241.00 |
50.00 |
3.9% |
10.50 |
0.8% |
61% |
False |
False |
872 |
40 |
1,291.00 |
1,163.00 |
128.00 |
10.1% |
12.00 |
0.9% |
85% |
False |
False |
540 |
60 |
1,291.00 |
1,158.25 |
132.75 |
10.4% |
12.50 |
1.0% |
85% |
False |
False |
365 |
80 |
1,291.00 |
1,117.50 |
173.50 |
13.6% |
13.00 |
1.0% |
89% |
False |
False |
276 |
100 |
1,291.00 |
1,030.50 |
260.50 |
20.5% |
12.00 |
0.9% |
92% |
False |
False |
222 |
120 |
1,291.00 |
1,030.50 |
260.50 |
20.5% |
10.25 |
0.8% |
92% |
False |
False |
189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.25 |
2.618 |
1,310.75 |
1.618 |
1,297.50 |
1.000 |
1,289.25 |
0.618 |
1,284.25 |
HIGH |
1,276.00 |
0.618 |
1,271.00 |
0.500 |
1,269.50 |
0.382 |
1,267.75 |
LOW |
1,262.75 |
0.618 |
1,254.50 |
1.000 |
1,249.50 |
1.618 |
1,241.25 |
2.618 |
1,228.00 |
4.250 |
1,206.50 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,270.50 |
1,277.00 |
PP |
1,270.00 |
1,275.00 |
S1 |
1,269.50 |
1,273.00 |
|