Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4,765.0 |
4,747.0 |
-18.0 |
-0.4% |
4,798.0 |
High |
4,777.0 |
4,774.0 |
-3.0 |
-0.1% |
4,829.0 |
Low |
4,718.0 |
4,730.0 |
12.0 |
0.3% |
4,718.0 |
Close |
4,735.0 |
4,770.0 |
35.0 |
0.7% |
4,735.0 |
Range |
59.0 |
44.0 |
-15.0 |
-25.4% |
111.0 |
ATR |
46.7 |
46.5 |
-0.2 |
-0.4% |
0.0 |
Volume |
29,493 |
22,577 |
-6,916 |
-23.4% |
132,961 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,890.0 |
4,874.0 |
4,794.2 |
|
R3 |
4,846.0 |
4,830.0 |
4,782.1 |
|
R2 |
4,802.0 |
4,802.0 |
4,778.1 |
|
R1 |
4,786.0 |
4,786.0 |
4,774.0 |
4,794.0 |
PP |
4,758.0 |
4,758.0 |
4,758.0 |
4,762.0 |
S1 |
4,742.0 |
4,742.0 |
4,766.0 |
4,750.0 |
S2 |
4,714.0 |
4,714.0 |
4,761.9 |
|
S3 |
4,670.0 |
4,698.0 |
4,757.9 |
|
S4 |
4,626.0 |
4,654.0 |
4,745.8 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.7 |
5,025.3 |
4,796.1 |
|
R3 |
4,982.7 |
4,914.3 |
4,765.5 |
|
R2 |
4,871.7 |
4,871.7 |
4,755.4 |
|
R1 |
4,803.3 |
4,803.3 |
4,745.2 |
4,782.0 |
PP |
4,760.7 |
4,760.7 |
4,760.7 |
4,750.0 |
S1 |
4,692.3 |
4,692.3 |
4,724.8 |
4,671.0 |
S2 |
4,649.7 |
4,649.7 |
4,714.7 |
|
S3 |
4,538.7 |
4,581.3 |
4,704.5 |
|
S4 |
4,427.7 |
4,470.3 |
4,674.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,829.0 |
4,718.0 |
111.0 |
2.3% |
50.4 |
1.1% |
47% |
False |
False |
26,092 |
10 |
4,829.0 |
4,675.0 |
154.0 |
3.2% |
44.7 |
0.9% |
62% |
False |
False |
23,017 |
20 |
4,829.0 |
4,674.0 |
155.0 |
3.2% |
46.1 |
1.0% |
62% |
False |
False |
19,782 |
40 |
4,829.0 |
4,567.0 |
262.0 |
5.5% |
37.6 |
0.8% |
77% |
False |
False |
17,369 |
60 |
4,829.0 |
4,552.0 |
277.0 |
5.8% |
25.5 |
0.5% |
79% |
False |
False |
11,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,961.0 |
2.618 |
4,889.2 |
1.618 |
4,845.2 |
1.000 |
4,818.0 |
0.618 |
4,801.2 |
HIGH |
4,774.0 |
0.618 |
4,757.2 |
0.500 |
4,752.0 |
0.382 |
4,746.8 |
LOW |
4,730.0 |
0.618 |
4,702.8 |
1.000 |
4,686.0 |
1.618 |
4,658.8 |
2.618 |
4,614.8 |
4.250 |
4,543.0 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4,764.0 |
4,766.5 |
PP |
4,758.0 |
4,763.0 |
S1 |
4,752.0 |
4,759.5 |
|