Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
11,673.62 |
11,753.70 |
80.08 |
0.7% |
11,577.43 |
High |
11,782.23 |
11,757.25 |
-24.98 |
-0.2% |
11,742.68 |
Low |
11,673.62 |
11,700.53 |
26.91 |
0.2% |
11,577.35 |
Close |
11,755.44 |
11,731.90 |
-23.54 |
-0.2% |
11,674.76 |
Range |
108.61 |
56.72 |
-51.89 |
-47.8% |
165.33 |
ATR |
86.36 |
84.25 |
-2.12 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,900.05 |
11,872.70 |
11,763.10 |
|
R3 |
11,843.33 |
11,815.98 |
11,747.50 |
|
R2 |
11,786.61 |
11,786.61 |
11,742.30 |
|
R1 |
11,759.26 |
11,759.26 |
11,737.10 |
11,744.58 |
PP |
11,729.89 |
11,729.89 |
11,729.89 |
11,722.55 |
S1 |
11,702.54 |
11,702.54 |
11,726.70 |
11,687.86 |
S2 |
11,673.17 |
11,673.17 |
11,721.50 |
|
S3 |
11,616.45 |
11,645.82 |
11,716.30 |
|
S4 |
11,559.73 |
11,589.10 |
11,700.70 |
|
|
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% |
92.94 |
0.8% |
76% |
False |
False |
|
10 |
11,782.23 |
11,530.32 |
251.91 |
2.1% |
88.75 |
0.8% |
80% |
False |
False |
|
20 |
11,782.23 |
11,421.30 |
360.93 |
3.1% |
72.75 |
0.6% |
86% |
False |
False |
|
40 |
11,782.23 |
10,929.28 |
852.95 |
7.3% |
92.49 |
0.8% |
94% |
False |
False |
|
60 |
11,782.23 |
10,929.28 |
852.95 |
7.3% |
102.63 |
0.9% |
94% |
False |
False |
|
80 |
11,782.23 |
10,640.92 |
1,141.31 |
9.7% |
108.10 |
0.9% |
96% |
False |
False |
|
100 |
11,782.23 |
9,936.62 |
1,845.61 |
15.7% |
111.97 |
1.0% |
97% |
False |
False |
|
120 |
11,782.23 |
9,936.62 |
1,845.61 |
15.7% |
115.55 |
1.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,998.31 |
2.618 |
11,905.74 |
1.618 |
11,849.02 |
1.000 |
11,813.97 |
0.618 |
11,792.30 |
HIGH |
11,757.25 |
0.618 |
11,735.58 |
0.500 |
11,728.89 |
0.382 |
11,722.20 |
LOW |
11,700.53 |
0.618 |
11,665.48 |
1.000 |
11,643.81 |
1.618 |
11,608.76 |
2.618 |
11,552.04 |
4.250 |
11,459.47 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,730.90 |
11,724.22 |
PP |
11,729.89 |
11,716.54 |
S1 |
11,728.89 |
11,708.86 |
|