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 |
5,940.5 |
5,840.5 |
-100.0 |
-1.7% |
5,980.0 |
High |
5,944.5 |
5,902.5 |
-42.0 |
-0.7% |
6,042.5 |
Low |
5,824.0 |
5,833.0 |
9.0 |
0.2% |
5,824.0 |
Close |
5,830.0 |
5,862.0 |
32.0 |
0.5% |
5,862.0 |
Range |
120.5 |
69.5 |
-51.0 |
-42.3% |
218.5 |
ATR |
75.6 |
75.4 |
-0.2 |
-0.3% |
0.0 |
Volume |
149,992 |
119,375 |
-30,617 |
-20.4% |
530,299 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,074.5 |
6,037.5 |
5,900.0 |
|
R3 |
6,005.0 |
5,968.0 |
5,881.0 |
|
R2 |
5,935.5 |
5,935.5 |
5,874.5 |
|
R1 |
5,898.5 |
5,898.5 |
5,868.5 |
5,917.0 |
PP |
5,866.0 |
5,866.0 |
5,866.0 |
5,875.0 |
S1 |
5,829.0 |
5,829.0 |
5,855.5 |
5,847.5 |
S2 |
5,796.5 |
5,796.5 |
5,849.5 |
|
S3 |
5,727.0 |
5,759.5 |
5,843.0 |
|
S4 |
5,657.5 |
5,690.0 |
5,824.0 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,565.0 |
6,432.0 |
5,982.0 |
|
R3 |
6,346.5 |
6,213.5 |
5,922.0 |
|
R2 |
6,128.0 |
6,128.0 |
5,902.0 |
|
R1 |
5,995.0 |
5,995.0 |
5,882.0 |
5,952.0 |
PP |
5,909.5 |
5,909.5 |
5,909.5 |
5,888.0 |
S1 |
5,776.5 |
5,776.5 |
5,842.0 |
5,734.0 |
S2 |
5,691.0 |
5,691.0 |
5,822.0 |
|
S3 |
5,472.5 |
5,558.0 |
5,802.0 |
|
S4 |
5,254.0 |
5,339.5 |
5,742.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,042.5 |
5,824.0 |
218.5 |
3.7% |
89.5 |
1.5% |
17% |
False |
False |
106,059 |
10 |
6,042.5 |
5,824.0 |
218.5 |
3.7% |
75.5 |
1.3% |
17% |
False |
False |
102,376 |
20 |
6,050.0 |
5,824.0 |
226.0 |
3.9% |
70.0 |
1.2% |
17% |
False |
False |
83,491 |
40 |
6,050.0 |
5,482.0 |
568.0 |
9.7% |
70.5 |
1.2% |
67% |
False |
False |
66,776 |
60 |
6,050.0 |
5,482.0 |
568.0 |
9.7% |
68.5 |
1.2% |
67% |
False |
False |
44,655 |
80 |
6,050.0 |
5,482.0 |
568.0 |
9.7% |
62.0 |
1.1% |
67% |
False |
False |
33,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,198.0 |
2.618 |
6,084.5 |
1.618 |
6,015.0 |
1.000 |
5,972.0 |
0.618 |
5,945.5 |
HIGH |
5,902.5 |
0.618 |
5,876.0 |
0.500 |
5,868.0 |
0.382 |
5,859.5 |
LOW |
5,833.0 |
0.618 |
5,790.0 |
1.000 |
5,763.5 |
1.618 |
5,720.5 |
2.618 |
5,651.0 |
4.250 |
5,537.5 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
5,868.0 |
5,933.0 |
PP |
5,866.0 |
5,909.5 |
S1 |
5,864.0 |
5,886.0 |
|