Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,331.5 |
1,345.9 |
14.4 |
1.1% |
1,361.2 |
High |
1,345.5 |
1,347.5 |
2.0 |
0.1% |
1,378.9 |
Low |
1,324.3 |
1,309.7 |
-14.6 |
-1.1% |
1,337.0 |
Close |
1,333.0 |
1,318.4 |
-14.6 |
-1.1% |
1,341.0 |
Range |
21.2 |
37.8 |
16.6 |
78.3% |
41.9 |
ATR |
20.1 |
21.3 |
1.3 |
6.3% |
0.0 |
Volume |
183,426 |
198,143 |
14,717 |
8.0% |
693,996 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.6 |
1,416.3 |
1,339.2 |
|
R3 |
1,400.8 |
1,378.5 |
1,328.8 |
|
R2 |
1,363.0 |
1,363.0 |
1,325.3 |
|
R1 |
1,340.7 |
1,340.7 |
1,321.9 |
1,333.0 |
PP |
1,325.2 |
1,325.2 |
1,325.2 |
1,321.3 |
S1 |
1,302.9 |
1,302.9 |
1,314.9 |
1,295.2 |
S2 |
1,287.4 |
1,287.4 |
1,311.5 |
|
S3 |
1,249.6 |
1,265.1 |
1,308.0 |
|
S4 |
1,211.8 |
1,227.3 |
1,297.6 |
|
|
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 |
1,352.4 |
1,309.7 |
42.7 |
3.2% |
21.4 |
1.6% |
20% |
False |
True |
178,277 |
10 |
1,392.9 |
1,309.7 |
83.2 |
6.3% |
21.5 |
1.6% |
10% |
False |
True |
181,222 |
20 |
1,424.4 |
1,309.7 |
114.7 |
8.7% |
20.0 |
1.5% |
8% |
False |
True |
156,089 |
40 |
1,432.5 |
1,309.7 |
122.8 |
9.3% |
19.5 |
1.5% |
7% |
False |
True |
137,181 |
60 |
1,432.5 |
1,309.7 |
122.8 |
9.3% |
21.7 |
1.6% |
7% |
False |
True |
105,898 |
80 |
1,432.5 |
1,309.7 |
122.8 |
9.3% |
21.8 |
1.6% |
7% |
False |
True |
80,682 |
100 |
1,432.5 |
1,240.0 |
192.5 |
14.6% |
19.8 |
1.5% |
41% |
False |
False |
64,942 |
120 |
1,432.5 |
1,194.2 |
238.3 |
18.1% |
18.3 |
1.4% |
52% |
False |
False |
54,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,508.2 |
2.618 |
1,446.5 |
1.618 |
1,408.7 |
1.000 |
1,385.3 |
0.618 |
1,370.9 |
HIGH |
1,347.5 |
0.618 |
1,333.1 |
0.500 |
1,328.6 |
0.382 |
1,324.1 |
LOW |
1,309.7 |
0.618 |
1,286.3 |
1.000 |
1,271.9 |
1.618 |
1,248.5 |
2.618 |
1,210.7 |
4.250 |
1,149.1 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,328.6 |
1,328.6 |
PP |
1,325.2 |
1,325.2 |
S1 |
1,321.8 |
1,321.8 |
|