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 |
11,823.70 |
11,822.95 |
-0.75 |
0.0% |
11,783.82 |
High |
11,845.16 |
11,905.48 |
60.32 |
0.5% |
11,905.48 |
Low |
11,744.77 |
11,822.80 |
78.03 |
0.7% |
11,744.77 |
Close |
11,822.80 |
11,871.84 |
49.04 |
0.4% |
11,871.84 |
Range |
100.39 |
82.68 |
-17.71 |
-17.6% |
160.71 |
ATR |
84.40 |
84.27 |
-0.12 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,114.75 |
12,075.97 |
11,917.31 |
|
R3 |
12,032.07 |
11,993.29 |
11,894.58 |
|
R2 |
11,949.39 |
11,949.39 |
11,887.00 |
|
R1 |
11,910.61 |
11,910.61 |
11,879.42 |
11,930.00 |
PP |
11,866.71 |
11,866.71 |
11,866.71 |
11,876.40 |
S1 |
11,827.93 |
11,827.93 |
11,864.26 |
11,847.32 |
S2 |
11,784.03 |
11,784.03 |
11,856.68 |
|
S3 |
11,701.35 |
11,745.25 |
11,849.10 |
|
S4 |
11,618.67 |
11,662.57 |
11,826.37 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,322.83 |
12,258.04 |
11,960.23 |
|
R3 |
12,162.12 |
12,097.33 |
11,916.04 |
|
R2 |
12,001.41 |
12,001.41 |
11,901.30 |
|
R1 |
11,936.62 |
11,936.62 |
11,886.57 |
11,969.02 |
PP |
11,840.70 |
11,840.70 |
11,840.70 |
11,856.89 |
S1 |
11,775.91 |
11,775.91 |
11,857.11 |
11,808.31 |
S2 |
11,679.99 |
11,679.99 |
11,842.38 |
|
S3 |
11,519.28 |
11,615.20 |
11,827.64 |
|
S4 |
11,358.57 |
11,454.49 |
11,783.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,905.48 |
11,698.83 |
206.65 |
1.7% |
84.39 |
0.7% |
84% |
True |
False |
|
10 |
11,905.48 |
11,573.87 |
331.61 |
2.8% |
88.67 |
0.7% |
90% |
True |
False |
|
20 |
11,905.48 |
11,518.44 |
387.04 |
3.3% |
77.36 |
0.7% |
91% |
True |
False |
|
40 |
11,905.48 |
10,929.28 |
976.20 |
8.2% |
86.36 |
0.7% |
97% |
True |
False |
|
60 |
11,905.48 |
10,929.28 |
976.20 |
8.2% |
99.79 |
0.8% |
97% |
True |
False |
|
80 |
11,905.48 |
10,711.12 |
1,194.36 |
10.1% |
105.37 |
0.9% |
97% |
True |
False |
|
100 |
11,905.48 |
9,941.84 |
1,963.64 |
16.5% |
107.74 |
0.9% |
98% |
True |
False |
|
120 |
11,905.48 |
9,936.62 |
1,968.86 |
16.6% |
112.82 |
1.0% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,256.87 |
2.618 |
12,121.94 |
1.618 |
12,039.26 |
1.000 |
11,988.16 |
0.618 |
11,956.58 |
HIGH |
11,905.48 |
0.618 |
11,873.90 |
0.500 |
11,864.14 |
0.382 |
11,854.38 |
LOW |
11,822.80 |
0.618 |
11,771.70 |
1.000 |
11,740.12 |
1.618 |
11,689.02 |
2.618 |
11,606.34 |
4.250 |
11,471.41 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,869.27 |
11,856.27 |
PP |
11,866.71 |
11,840.70 |
S1 |
11,864.14 |
11,825.13 |
|