Trading Metrics calculated at close of trading on 26-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,333.8 |
1,331.5 |
-2.3 |
-0.2% |
1,361.2 |
High |
1,338.0 |
1,345.5 |
7.5 |
0.6% |
1,378.9 |
Low |
1,321.9 |
1,324.3 |
2.4 |
0.2% |
1,337.0 |
Close |
1,332.3 |
1,333.0 |
0.7 |
0.1% |
1,341.0 |
Range |
16.1 |
21.2 |
5.1 |
31.7% |
41.9 |
ATR |
20.0 |
20.1 |
0.1 |
0.4% |
0.0 |
Volume |
198,091 |
183,426 |
-14,665 |
-7.4% |
693,996 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.9 |
1,386.6 |
1,344.7 |
|
R3 |
1,376.7 |
1,365.4 |
1,338.8 |
|
R2 |
1,355.5 |
1,355.5 |
1,336.9 |
|
R1 |
1,344.2 |
1,344.2 |
1,334.9 |
1,349.9 |
PP |
1,334.3 |
1,334.3 |
1,334.3 |
1,337.1 |
S1 |
1,323.0 |
1,323.0 |
1,331.1 |
1,328.7 |
S2 |
1,313.1 |
1,313.1 |
1,329.1 |
|
S3 |
1,291.9 |
1,301.8 |
1,327.2 |
|
S4 |
1,270.7 |
1,280.6 |
1,321.3 |
|
|
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 |
1,370.9 |
1,321.9 |
49.0 |
3.7% |
19.6 |
1.5% |
23% |
False |
False |
183,002 |
10 |
1,392.9 |
1,321.9 |
71.0 |
5.3% |
19.0 |
1.4% |
16% |
False |
False |
174,712 |
20 |
1,424.4 |
1,321.9 |
102.5 |
7.7% |
18.8 |
1.4% |
11% |
False |
False |
149,495 |
40 |
1,432.5 |
1,321.9 |
110.6 |
8.3% |
19.2 |
1.4% |
10% |
False |
False |
136,115 |
60 |
1,432.5 |
1,321.9 |
110.6 |
8.3% |
21.3 |
1.6% |
10% |
False |
False |
102,713 |
80 |
1,432.5 |
1,315.5 |
117.0 |
8.8% |
21.4 |
1.6% |
15% |
False |
False |
78,241 |
100 |
1,432.5 |
1,240.0 |
192.5 |
14.4% |
19.5 |
1.5% |
48% |
False |
False |
62,962 |
120 |
1,432.5 |
1,194.2 |
238.3 |
17.9% |
18.1 |
1.4% |
58% |
False |
False |
52,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.6 |
2.618 |
1,401.0 |
1.618 |
1,379.8 |
1.000 |
1,366.7 |
0.618 |
1,358.6 |
HIGH |
1,345.5 |
0.618 |
1,337.4 |
0.500 |
1,334.9 |
0.382 |
1,332.4 |
LOW |
1,324.3 |
0.618 |
1,311.2 |
1.000 |
1,303.1 |
1.618 |
1,290.0 |
2.618 |
1,268.8 |
4.250 |
1,234.2 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,334.9 |
1,337.2 |
PP |
1,334.3 |
1,335.8 |
S1 |
1,333.6 |
1,334.4 |
|