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 |
5,937.5 |
5,966.0 |
28.5 |
0.5% |
5,908.5 |
High |
6,000.0 |
6,016.0 |
16.0 |
0.3% |
6,050.0 |
Low |
5,936.5 |
5,965.0 |
28.5 |
0.5% |
5,908.0 |
Close |
5,978.5 |
6,002.5 |
24.0 |
0.4% |
5,943.5 |
Range |
63.5 |
51.0 |
-12.5 |
-19.7% |
142.0 |
ATR |
68.3 |
67.1 |
-1.2 |
-1.8% |
0.0 |
Volume |
94,018 |
106,078 |
12,060 |
12.8% |
453,616 |
|
Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,147.5 |
6,126.0 |
6,030.5 |
|
R3 |
6,096.5 |
6,075.0 |
6,016.5 |
|
R2 |
6,045.5 |
6,045.5 |
6,012.0 |
|
R1 |
6,024.0 |
6,024.0 |
6,007.0 |
6,035.0 |
PP |
5,994.5 |
5,994.5 |
5,994.5 |
6,000.0 |
S1 |
5,973.0 |
5,973.0 |
5,998.0 |
5,984.0 |
S2 |
5,943.5 |
5,943.5 |
5,993.0 |
|
S3 |
5,892.5 |
5,922.0 |
5,988.5 |
|
S4 |
5,841.5 |
5,871.0 |
5,974.5 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,393.0 |
6,310.5 |
6,021.5 |
|
R3 |
6,251.0 |
6,168.5 |
5,982.5 |
|
R2 |
6,109.0 |
6,109.0 |
5,969.5 |
|
R1 |
6,026.5 |
6,026.5 |
5,956.5 |
6,068.0 |
PP |
5,967.0 |
5,967.0 |
5,967.0 |
5,988.0 |
S1 |
5,884.5 |
5,884.5 |
5,930.5 |
5,926.0 |
S2 |
5,825.0 |
5,825.0 |
5,917.5 |
|
S3 |
5,683.0 |
5,742.5 |
5,904.5 |
|
S4 |
5,541.0 |
5,600.5 |
5,865.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,050.0 |
5,897.5 |
152.5 |
2.5% |
66.0 |
1.1% |
69% |
False |
False |
102,654 |
10 |
6,050.0 |
5,875.0 |
175.0 |
2.9% |
69.5 |
1.2% |
73% |
False |
False |
85,538 |
20 |
6,050.0 |
5,791.5 |
258.5 |
4.3% |
58.5 |
1.0% |
82% |
False |
False |
87,968 |
40 |
6,050.0 |
5,482.0 |
568.0 |
9.5% |
69.5 |
1.2% |
92% |
False |
False |
48,587 |
60 |
6,050.0 |
5,482.0 |
568.0 |
9.5% |
64.0 |
1.1% |
92% |
False |
False |
32,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,233.0 |
2.618 |
6,149.5 |
1.618 |
6,098.5 |
1.000 |
6,067.0 |
0.618 |
6,047.5 |
HIGH |
6,016.0 |
0.618 |
5,996.5 |
0.500 |
5,990.5 |
0.382 |
5,984.5 |
LOW |
5,965.0 |
0.618 |
5,933.5 |
1.000 |
5,914.0 |
1.618 |
5,882.5 |
2.618 |
5,831.5 |
4.250 |
5,748.0 |
|
|
Fisher Pivots for day following 12-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
5,998.5 |
5,987.0 |
PP |
5,994.5 |
5,972.0 |
S1 |
5,990.5 |
5,957.0 |
|