Trading Metrics calculated at close of trading on 12-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,638.51 |
11,673.62 |
35.11 |
0.3% |
11,577.43 |
High |
11,704.12 |
11,782.23 |
78.11 |
0.7% |
11,742.68 |
Low |
11,635.48 |
11,673.62 |
38.14 |
0.3% |
11,577.35 |
Close |
11,671.88 |
11,755.44 |
83.56 |
0.7% |
11,674.76 |
Range |
68.64 |
108.61 |
39.97 |
58.2% |
165.33 |
ATR |
84.52 |
86.36 |
1.85 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,062.93 |
12,017.79 |
11,815.18 |
|
R3 |
11,954.32 |
11,909.18 |
11,785.31 |
|
R2 |
11,845.71 |
11,845.71 |
11,775.35 |
|
R1 |
11,800.57 |
11,800.57 |
11,765.40 |
11,823.14 |
PP |
11,737.10 |
11,737.10 |
11,737.10 |
11,748.38 |
S1 |
11,691.96 |
11,691.96 |
11,745.48 |
11,714.53 |
S2 |
11,628.49 |
11,628.49 |
11,735.53 |
|
S3 |
11,519.88 |
11,583.35 |
11,725.57 |
|
S4 |
11,411.27 |
11,474.74 |
11,695.70 |
|
|
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 |
11,782.23 |
11,573.87 |
208.36 |
1.8% |
95.45 |
0.8% |
87% |
True |
False |
|
10 |
11,782.23 |
11,530.32 |
251.91 |
2.1% |
87.32 |
0.7% |
89% |
True |
False |
|
20 |
11,782.23 |
11,421.30 |
360.93 |
3.1% |
73.59 |
0.6% |
93% |
True |
False |
|
40 |
11,782.23 |
10,929.28 |
852.95 |
7.3% |
96.46 |
0.8% |
97% |
True |
False |
|
60 |
11,782.23 |
10,917.62 |
864.61 |
7.4% |
105.38 |
0.9% |
97% |
True |
False |
|
80 |
11,782.23 |
10,640.92 |
1,141.31 |
9.7% |
108.84 |
0.9% |
98% |
True |
False |
|
100 |
11,782.23 |
9,936.62 |
1,845.61 |
15.7% |
112.74 |
1.0% |
99% |
True |
False |
|
120 |
11,782.23 |
9,936.62 |
1,845.61 |
15.7% |
116.02 |
1.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,243.82 |
2.618 |
12,066.57 |
1.618 |
11,957.96 |
1.000 |
11,890.84 |
0.618 |
11,849.35 |
HIGH |
11,782.23 |
0.618 |
11,740.74 |
0.500 |
11,727.93 |
0.382 |
11,715.11 |
LOW |
11,673.62 |
0.618 |
11,606.50 |
1.000 |
11,565.01 |
1.618 |
11,497.89 |
2.618 |
11,389.28 |
4.250 |
11,212.03 |
|
|
Fisher Pivots for day following 12-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,746.27 |
11,729.64 |
PP |
11,737.10 |
11,703.85 |
S1 |
11,727.93 |
11,678.05 |
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