Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4,747.0 |
4,779.0 |
32.0 |
0.7% |
4,798.0 |
High |
4,774.0 |
4,806.0 |
32.0 |
0.7% |
4,829.0 |
Low |
4,730.0 |
4,768.0 |
38.0 |
0.8% |
4,718.0 |
Close |
4,770.0 |
4,783.0 |
13.0 |
0.3% |
4,735.0 |
Range |
44.0 |
38.0 |
-6.0 |
-13.6% |
111.0 |
ATR |
46.5 |
45.9 |
-0.6 |
-1.3% |
0.0 |
Volume |
22,577 |
24,829 |
2,252 |
10.0% |
132,961 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,899.7 |
4,879.3 |
4,803.9 |
|
R3 |
4,861.7 |
4,841.3 |
4,793.5 |
|
R2 |
4,823.7 |
4,823.7 |
4,790.0 |
|
R1 |
4,803.3 |
4,803.3 |
4,786.5 |
4,813.5 |
PP |
4,785.7 |
4,785.7 |
4,785.7 |
4,790.8 |
S1 |
4,765.3 |
4,765.3 |
4,779.5 |
4,775.5 |
S2 |
4,747.7 |
4,747.7 |
4,776.0 |
|
S3 |
4,709.7 |
4,727.3 |
4,772.6 |
|
S4 |
4,671.7 |
4,689.3 |
4,762.1 |
|
|
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% |
48.2 |
1.0% |
59% |
False |
False |
27,084 |
10 |
4,829.0 |
4,692.0 |
137.0 |
2.9% |
45.4 |
0.9% |
66% |
False |
False |
23,741 |
20 |
4,829.0 |
4,674.0 |
155.0 |
3.2% |
45.9 |
1.0% |
70% |
False |
False |
20,226 |
40 |
4,829.0 |
4,567.0 |
262.0 |
5.5% |
38.0 |
0.8% |
82% |
False |
False |
17,989 |
60 |
4,829.0 |
4,552.0 |
277.0 |
5.8% |
26.0 |
0.5% |
83% |
False |
False |
12,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,967.5 |
2.618 |
4,905.5 |
1.618 |
4,867.5 |
1.000 |
4,844.0 |
0.618 |
4,829.5 |
HIGH |
4,806.0 |
0.618 |
4,791.5 |
0.500 |
4,787.0 |
0.382 |
4,782.5 |
LOW |
4,768.0 |
0.618 |
4,744.5 |
1.000 |
4,730.0 |
1.618 |
4,706.5 |
2.618 |
4,668.5 |
4.250 |
4,606.5 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4,787.0 |
4,776.0 |
PP |
4,785.7 |
4,769.0 |
S1 |
4,784.3 |
4,762.0 |
|