Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,273.50 |
1,272.75 |
-0.75 |
-0.1% |
1,285.00 |
High |
1,276.00 |
1,282.75 |
6.75 |
0.5% |
1,291.00 |
Low |
1,262.75 |
1,268.25 |
5.50 |
0.4% |
1,262.75 |
Close |
1,271.25 |
1,274.75 |
3.50 |
0.3% |
1,274.75 |
Range |
13.25 |
14.50 |
1.25 |
9.4% |
28.25 |
ATR |
12.06 |
12.23 |
0.17 |
1.4% |
0.00 |
Volume |
423 |
235 |
-188 |
-44.4% |
4,731 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.75 |
1,311.25 |
1,282.75 |
|
R3 |
1,304.25 |
1,296.75 |
1,278.75 |
|
R2 |
1,289.75 |
1,289.75 |
1,277.50 |
|
R1 |
1,282.25 |
1,282.25 |
1,276.00 |
1,286.00 |
PP |
1,275.25 |
1,275.25 |
1,275.25 |
1,277.00 |
S1 |
1,267.75 |
1,267.75 |
1,273.50 |
1,271.50 |
S2 |
1,260.75 |
1,260.75 |
1,272.00 |
|
S3 |
1,246.25 |
1,253.25 |
1,270.75 |
|
S4 |
1,231.75 |
1,238.75 |
1,266.75 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.00 |
1,346.00 |
1,290.25 |
|
R3 |
1,332.75 |
1,317.75 |
1,282.50 |
|
R2 |
1,304.50 |
1,304.50 |
1,280.00 |
|
R1 |
1,289.50 |
1,289.50 |
1,277.25 |
1,283.00 |
PP |
1,276.25 |
1,276.25 |
1,276.25 |
1,272.75 |
S1 |
1,261.25 |
1,261.25 |
1,272.25 |
1,254.50 |
S2 |
1,248.00 |
1,248.00 |
1,269.50 |
|
S3 |
1,219.75 |
1,233.00 |
1,267.00 |
|
S4 |
1,191.50 |
1,204.75 |
1,259.25 |
|
|
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% |
15.00 |
1.2% |
42% |
False |
False |
1,418 |
10 |
1,291.00 |
1,253.00 |
38.00 |
3.0% |
13.00 |
1.0% |
57% |
False |
False |
1,257 |
20 |
1,291.00 |
1,241.00 |
50.00 |
3.9% |
11.00 |
0.9% |
68% |
False |
False |
859 |
40 |
1,291.00 |
1,163.00 |
128.00 |
10.0% |
12.00 |
0.9% |
87% |
False |
False |
546 |
60 |
1,291.00 |
1,158.25 |
132.75 |
10.4% |
12.50 |
1.0% |
88% |
False |
False |
369 |
80 |
1,291.00 |
1,117.50 |
173.50 |
13.6% |
13.00 |
1.0% |
91% |
False |
False |
278 |
100 |
1,291.00 |
1,030.50 |
260.50 |
20.4% |
12.25 |
1.0% |
94% |
False |
False |
224 |
120 |
1,291.00 |
1,030.50 |
260.50 |
20.4% |
10.25 |
0.8% |
94% |
False |
False |
191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.50 |
2.618 |
1,320.75 |
1.618 |
1,306.25 |
1.000 |
1,297.25 |
0.618 |
1,291.75 |
HIGH |
1,282.75 |
0.618 |
1,277.25 |
0.500 |
1,275.50 |
0.382 |
1,273.75 |
LOW |
1,268.25 |
0.618 |
1,259.25 |
1.000 |
1,253.75 |
1.618 |
1,244.75 |
2.618 |
1,230.25 |
4.250 |
1,206.50 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,275.50 |
1,277.00 |
PP |
1,275.25 |
1,276.25 |
S1 |
1,275.00 |
1,275.50 |
|