Trading Metrics calculated at close of trading on 05-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
5,908.5 |
5,975.0 |
66.5 |
1.1% |
5,942.5 |
High |
6,010.5 |
6,011.0 |
0.5 |
0.0% |
5,983.5 |
Low |
5,908.0 |
5,922.0 |
14.0 |
0.2% |
5,875.0 |
Close |
5,959.0 |
5,993.0 |
34.0 |
0.6% |
5,893.0 |
Range |
102.5 |
89.0 |
-13.5 |
-13.2% |
108.5 |
ATR |
65.1 |
66.8 |
1.7 |
2.6% |
0.0 |
Volume |
120,557 |
110,046 |
-10,511 |
-8.7% |
111,509 |
|
Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,242.5 |
6,206.5 |
6,042.0 |
|
R3 |
6,153.5 |
6,117.5 |
6,017.5 |
|
R2 |
6,064.5 |
6,064.5 |
6,009.5 |
|
R1 |
6,028.5 |
6,028.5 |
6,001.0 |
6,046.5 |
PP |
5,975.5 |
5,975.5 |
5,975.5 |
5,984.0 |
S1 |
5,939.5 |
5,939.5 |
5,985.0 |
5,957.5 |
S2 |
5,886.5 |
5,886.5 |
5,976.5 |
|
S3 |
5,797.5 |
5,850.5 |
5,968.5 |
|
S4 |
5,708.5 |
5,761.5 |
5,944.0 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,242.5 |
6,176.5 |
5,952.5 |
|
R3 |
6,134.0 |
6,068.0 |
5,923.0 |
|
R2 |
6,025.5 |
6,025.5 |
5,913.0 |
|
R1 |
5,959.5 |
5,959.5 |
5,903.0 |
5,938.0 |
PP |
5,917.0 |
5,917.0 |
5,917.0 |
5,906.5 |
S1 |
5,851.0 |
5,851.0 |
5,883.0 |
5,830.0 |
S2 |
5,808.5 |
5,808.5 |
5,873.0 |
|
S3 |
5,700.0 |
5,742.5 |
5,863.0 |
|
S4 |
5,591.5 |
5,634.0 |
5,833.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,011.0 |
5,875.0 |
136.0 |
2.3% |
73.5 |
1.2% |
87% |
True |
False |
68,422 |
10 |
6,011.0 |
5,827.0 |
184.0 |
3.1% |
60.0 |
1.0% |
90% |
True |
False |
53,930 |
20 |
6,011.0 |
5,690.5 |
320.5 |
5.3% |
56.0 |
0.9% |
94% |
True |
False |
70,410 |
40 |
6,011.0 |
5,482.0 |
529.0 |
8.8% |
68.0 |
1.1% |
97% |
True |
False |
35,776 |
60 |
6,011.0 |
5,482.0 |
529.0 |
8.8% |
61.5 |
1.0% |
97% |
True |
False |
23,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,389.0 |
2.618 |
6,244.0 |
1.618 |
6,155.0 |
1.000 |
6,100.0 |
0.618 |
6,066.0 |
HIGH |
6,011.0 |
0.618 |
5,977.0 |
0.500 |
5,966.5 |
0.382 |
5,956.0 |
LOW |
5,922.0 |
0.618 |
5,867.0 |
1.000 |
5,833.0 |
1.618 |
5,778.0 |
2.618 |
5,689.0 |
4.250 |
5,544.0 |
|
|
Fisher Pivots for day following 05-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
5,984.0 |
5,976.5 |
PP |
5,975.5 |
5,959.5 |
S1 |
5,966.5 |
5,943.0 |
|