Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,716.93 |
11,696.86 |
-20.07 |
-0.2% |
11,577.43 |
High |
11,736.74 |
11,726.94 |
-9.80 |
-0.1% |
11,742.68 |
Low |
11,667.46 |
11,599.68 |
-67.78 |
-0.6% |
11,577.35 |
Close |
11,697.31 |
11,674.76 |
-22.55 |
-0.2% |
11,674.76 |
Range |
69.28 |
127.26 |
57.98 |
83.7% |
165.33 |
ATR |
81.08 |
84.38 |
3.30 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,048.91 |
11,989.09 |
11,744.75 |
|
R3 |
11,921.65 |
11,861.83 |
11,709.76 |
|
R2 |
11,794.39 |
11,794.39 |
11,698.09 |
|
R1 |
11,734.57 |
11,734.57 |
11,686.43 |
11,700.85 |
PP |
11,667.13 |
11,667.13 |
11,667.13 |
11,650.27 |
S1 |
11,607.31 |
11,607.31 |
11,663.09 |
11,573.59 |
S2 |
11,539.87 |
11,539.87 |
11,651.43 |
|
S3 |
11,412.61 |
11,480.05 |
11,639.76 |
|
S4 |
11,285.35 |
11,352.79 |
11,604.77 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,160.92 |
12,083.17 |
11,765.69 |
|
R3 |
11,995.59 |
11,917.84 |
11,720.23 |
|
R2 |
11,830.26 |
11,830.26 |
11,705.07 |
|
R1 |
11,752.51 |
11,752.51 |
11,689.92 |
11,791.39 |
PP |
11,664.93 |
11,664.93 |
11,664.93 |
11,684.37 |
S1 |
11,587.18 |
11,587.18 |
11,659.60 |
11,626.06 |
S2 |
11,499.60 |
11,499.60 |
11,644.45 |
|
S3 |
11,334.27 |
11,421.85 |
11,629.29 |
|
S4 |
11,168.94 |
11,256.52 |
11,583.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,742.68 |
11,577.35 |
165.33 |
1.4% |
96.59 |
0.8% |
59% |
False |
False |
|
10 |
11,742.68 |
11,518.44 |
224.24 |
1.9% |
74.96 |
0.6% |
70% |
False |
False |
|
20 |
11,742.68 |
11,357.72 |
384.96 |
3.3% |
70.34 |
0.6% |
82% |
False |
False |
|
40 |
11,742.68 |
10,929.28 |
813.40 |
7.0% |
97.63 |
0.8% |
92% |
False |
False |
|
60 |
11,742.68 |
10,917.62 |
825.06 |
7.1% |
106.09 |
0.9% |
92% |
False |
False |
|
80 |
11,742.68 |
10,522.48 |
1,220.20 |
10.5% |
109.46 |
0.9% |
94% |
False |
False |
|
100 |
11,742.68 |
9,936.62 |
1,806.06 |
15.5% |
114.55 |
1.0% |
96% |
False |
False |
|
120 |
11,742.68 |
9,936.62 |
1,806.06 |
15.5% |
118.64 |
1.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,267.80 |
2.618 |
12,060.11 |
1.618 |
11,932.85 |
1.000 |
11,854.20 |
0.618 |
11,805.59 |
HIGH |
11,726.94 |
0.618 |
11,678.33 |
0.500 |
11,663.31 |
0.382 |
11,648.29 |
LOW |
11,599.68 |
0.618 |
11,521.03 |
1.000 |
11,472.42 |
1.618 |
11,393.77 |
2.618 |
11,266.51 |
4.250 |
11,058.83 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,670.94 |
11,673.57 |
PP |
11,667.13 |
11,672.37 |
S1 |
11,663.31 |
11,671.18 |
|