Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,314.0 |
1,339.0 |
25.0 |
1.9% |
1,343.0 |
High |
1,346.6 |
1,345.9 |
-0.7 |
-0.1% |
1,352.4 |
Low |
1,307.7 |
1,323.3 |
15.6 |
1.2% |
1,307.7 |
Close |
1,340.7 |
1,333.8 |
-6.9 |
-0.5% |
1,340.7 |
Range |
38.9 |
22.6 |
-16.3 |
-41.9% |
44.7 |
ATR |
22.6 |
22.6 |
0.0 |
0.0% |
0.0 |
Volume |
68,812 |
10,544 |
-58,268 |
-84.7% |
812,854 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.1 |
1,390.6 |
1,346.2 |
|
R3 |
1,379.5 |
1,368.0 |
1,340.0 |
|
R2 |
1,356.9 |
1,356.9 |
1,337.9 |
|
R1 |
1,345.4 |
1,345.4 |
1,335.9 |
1,339.9 |
PP |
1,334.3 |
1,334.3 |
1,334.3 |
1,331.6 |
S1 |
1,322.8 |
1,322.8 |
1,331.7 |
1,317.3 |
S2 |
1,311.7 |
1,311.7 |
1,329.7 |
|
S3 |
1,289.1 |
1,300.2 |
1,327.6 |
|
S4 |
1,266.5 |
1,277.6 |
1,321.4 |
|
|
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 |
1,347.5 |
1,307.7 |
39.8 |
3.0% |
27.3 |
2.0% |
66% |
False |
False |
131,803 |
10 |
1,378.9 |
1,307.7 |
71.2 |
5.3% |
23.0 |
1.7% |
37% |
False |
False |
151,739 |
20 |
1,424.4 |
1,307.7 |
116.7 |
8.7% |
21.6 |
1.6% |
22% |
False |
False |
155,082 |
40 |
1,432.5 |
1,307.7 |
124.8 |
9.4% |
20.2 |
1.5% |
21% |
False |
False |
132,284 |
60 |
1,432.5 |
1,307.7 |
124.8 |
9.4% |
21.9 |
1.6% |
21% |
False |
False |
106,947 |
80 |
1,432.5 |
1,307.7 |
124.8 |
9.4% |
22.0 |
1.7% |
21% |
False |
False |
81,623 |
100 |
1,432.5 |
1,240.0 |
192.5 |
14.4% |
20.2 |
1.5% |
49% |
False |
False |
65,711 |
120 |
1,432.5 |
1,196.4 |
236.1 |
17.7% |
18.6 |
1.4% |
58% |
False |
False |
54,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.0 |
2.618 |
1,405.1 |
1.618 |
1,382.5 |
1.000 |
1,368.5 |
0.618 |
1,359.9 |
HIGH |
1,345.9 |
0.618 |
1,337.3 |
0.500 |
1,334.6 |
0.382 |
1,331.9 |
LOW |
1,323.3 |
0.618 |
1,309.3 |
1.000 |
1,300.7 |
1.618 |
1,286.7 |
2.618 |
1,264.1 |
4.250 |
1,227.3 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,334.6 |
1,331.7 |
PP |
1,334.3 |
1,329.7 |
S1 |
1,334.1 |
1,327.6 |
|