Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,343.0 |
1,333.8 |
-9.2 |
-0.7% |
1,361.2 |
High |
1,352.4 |
1,338.0 |
-14.4 |
-1.1% |
1,378.9 |
Low |
1,333.1 |
1,321.9 |
-11.2 |
-0.8% |
1,337.0 |
Close |
1,344.5 |
1,332.3 |
-12.2 |
-0.9% |
1,341.0 |
Range |
19.3 |
16.1 |
-3.2 |
-16.6% |
41.9 |
ATR |
19.8 |
20.0 |
0.2 |
1.0% |
0.0 |
Volume |
164,382 |
198,091 |
33,709 |
20.5% |
693,996 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.0 |
1,371.8 |
1,341.2 |
|
R3 |
1,362.9 |
1,355.7 |
1,336.7 |
|
R2 |
1,346.8 |
1,346.8 |
1,335.3 |
|
R1 |
1,339.6 |
1,339.6 |
1,333.8 |
1,335.2 |
PP |
1,330.7 |
1,330.7 |
1,330.7 |
1,328.5 |
S1 |
1,323.5 |
1,323.5 |
1,330.8 |
1,319.1 |
S2 |
1,314.6 |
1,314.6 |
1,329.3 |
|
S3 |
1,298.5 |
1,307.4 |
1,327.9 |
|
S4 |
1,282.4 |
1,291.3 |
1,323.4 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.0 |
1,451.4 |
1,364.0 |
|
R3 |
1,436.1 |
1,409.5 |
1,352.5 |
|
R2 |
1,394.2 |
1,394.2 |
1,348.7 |
|
R1 |
1,367.6 |
1,367.6 |
1,344.8 |
1,360.0 |
PP |
1,352.3 |
1,352.3 |
1,352.3 |
1,348.5 |
S1 |
1,325.7 |
1,325.7 |
1,337.2 |
1,318.1 |
S2 |
1,310.4 |
1,310.4 |
1,333.3 |
|
S3 |
1,268.5 |
1,283.8 |
1,329.5 |
|
S4 |
1,226.6 |
1,241.9 |
1,318.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,378.9 |
1,321.9 |
57.0 |
4.3% |
18.0 |
1.4% |
18% |
False |
True |
171,216 |
10 |
1,392.9 |
1,321.9 |
71.0 |
5.3% |
18.3 |
1.4% |
15% |
False |
True |
170,598 |
20 |
1,424.4 |
1,321.9 |
102.5 |
7.7% |
19.0 |
1.4% |
10% |
False |
True |
145,114 |
40 |
1,432.5 |
1,321.9 |
110.6 |
8.3% |
19.1 |
1.4% |
9% |
False |
True |
134,224 |
60 |
1,432.5 |
1,321.9 |
110.6 |
8.3% |
21.4 |
1.6% |
9% |
False |
True |
99,700 |
80 |
1,432.5 |
1,309.8 |
122.7 |
9.2% |
21.3 |
1.6% |
18% |
False |
False |
75,969 |
100 |
1,432.5 |
1,240.0 |
192.5 |
14.4% |
19.4 |
1.5% |
48% |
False |
False |
61,145 |
120 |
1,432.5 |
1,194.2 |
238.3 |
17.9% |
18.0 |
1.4% |
58% |
False |
False |
51,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.4 |
2.618 |
1,380.1 |
1.618 |
1,364.0 |
1.000 |
1,354.1 |
0.618 |
1,347.9 |
HIGH |
1,338.0 |
0.618 |
1,331.8 |
0.500 |
1,330.0 |
0.382 |
1,328.1 |
LOW |
1,321.9 |
0.618 |
1,312.0 |
1.000 |
1,305.8 |
1.618 |
1,295.9 |
2.618 |
1,279.8 |
4.250 |
1,253.5 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,331.5 |
1,337.2 |
PP |
1,330.7 |
1,335.5 |
S1 |
1,330.0 |
1,333.9 |
|