Trading Metrics calculated at close of trading on 28-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,345.9 |
1,314.0 |
-31.9 |
-2.4% |
1,343.0 |
High |
1,347.5 |
1,346.6 |
-0.9 |
-0.1% |
1,352.4 |
Low |
1,309.7 |
1,307.7 |
-2.0 |
-0.2% |
1,307.7 |
Close |
1,318.4 |
1,340.7 |
22.3 |
1.7% |
1,340.7 |
Range |
37.8 |
38.9 |
1.1 |
2.9% |
44.7 |
ATR |
21.3 |
22.6 |
1.3 |
5.9% |
0.0 |
Volume |
198,143 |
68,812 |
-129,331 |
-65.3% |
812,854 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,448.4 |
1,433.4 |
1,362.1 |
|
R3 |
1,409.5 |
1,394.5 |
1,351.4 |
|
R2 |
1,370.6 |
1,370.6 |
1,347.8 |
|
R1 |
1,355.6 |
1,355.6 |
1,344.3 |
1,363.1 |
PP |
1,331.7 |
1,331.7 |
1,331.7 |
1,335.4 |
S1 |
1,316.7 |
1,316.7 |
1,337.1 |
1,324.2 |
S2 |
1,292.8 |
1,292.8 |
1,333.6 |
|
S3 |
1,253.9 |
1,277.8 |
1,330.0 |
|
S4 |
1,215.0 |
1,238.9 |
1,319.3 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.7 |
1,448.9 |
1,365.3 |
|
R3 |
1,423.0 |
1,404.2 |
1,353.0 |
|
R2 |
1,378.3 |
1,378.3 |
1,348.9 |
|
R1 |
1,359.5 |
1,359.5 |
1,344.8 |
1,346.6 |
PP |
1,333.6 |
1,333.6 |
1,333.6 |
1,327.1 |
S1 |
1,314.8 |
1,314.8 |
1,336.6 |
1,301.9 |
S2 |
1,288.9 |
1,288.9 |
1,332.5 |
|
S3 |
1,244.2 |
1,270.1 |
1,328.4 |
|
S4 |
1,199.5 |
1,225.4 |
1,316.1 |
|
|
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 |
1,307.7 |
44.7 |
3.3% |
26.7 |
2.0% |
74% |
False |
True |
162,570 |
10 |
1,378.9 |
1,307.7 |
71.2 |
5.3% |
23.0 |
1.7% |
46% |
False |
True |
169,579 |
20 |
1,424.4 |
1,307.7 |
116.7 |
8.7% |
21.4 |
1.6% |
28% |
False |
True |
156,672 |
40 |
1,432.5 |
1,307.7 |
124.8 |
9.3% |
20.1 |
1.5% |
26% |
False |
True |
135,184 |
60 |
1,432.5 |
1,307.7 |
124.8 |
9.3% |
22.2 |
1.7% |
26% |
False |
True |
106,911 |
80 |
1,432.5 |
1,307.7 |
124.8 |
9.3% |
21.9 |
1.6% |
26% |
False |
True |
81,530 |
100 |
1,432.5 |
1,240.0 |
192.5 |
14.4% |
20.0 |
1.5% |
52% |
False |
False |
65,617 |
120 |
1,432.5 |
1,194.2 |
238.3 |
17.8% |
18.6 |
1.4% |
61% |
False |
False |
54,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,511.9 |
2.618 |
1,448.4 |
1.618 |
1,409.5 |
1.000 |
1,385.5 |
0.618 |
1,370.6 |
HIGH |
1,346.6 |
0.618 |
1,331.7 |
0.500 |
1,327.2 |
0.382 |
1,322.6 |
LOW |
1,307.7 |
0.618 |
1,283.7 |
1.000 |
1,268.8 |
1.618 |
1,244.8 |
2.618 |
1,205.9 |
4.250 |
1,142.4 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,336.2 |
1,336.3 |
PP |
1,331.7 |
1,332.0 |
S1 |
1,327.2 |
1,327.6 |
|