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 |
4,793.0 |
4,790.0 |
-3.0 |
-0.1% |
4,747.0 |
High |
4,793.0 |
4,790.0 |
-3.0 |
-0.1% |
4,806.0 |
Low |
4,774.0 |
4,729.0 |
-45.0 |
-0.9% |
4,729.0 |
Close |
4,780.0 |
4,757.0 |
-23.0 |
-0.5% |
4,757.0 |
Range |
19.0 |
61.0 |
42.0 |
221.1% |
77.0 |
ATR |
44.0 |
45.2 |
1.2 |
2.8% |
0.0 |
Volume |
17,659 |
29,594 |
11,935 |
67.6% |
94,659 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,941.7 |
4,910.3 |
4,790.6 |
|
R3 |
4,880.7 |
4,849.3 |
4,773.8 |
|
R2 |
4,819.7 |
4,819.7 |
4,768.2 |
|
R1 |
4,788.3 |
4,788.3 |
4,762.6 |
4,773.5 |
PP |
4,758.7 |
4,758.7 |
4,758.7 |
4,751.3 |
S1 |
4,727.3 |
4,727.3 |
4,751.4 |
4,712.5 |
S2 |
4,697.7 |
4,697.7 |
4,745.8 |
|
S3 |
4,636.7 |
4,666.3 |
4,740.2 |
|
S4 |
4,575.7 |
4,605.3 |
4,723.5 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,995.0 |
4,953.0 |
4,799.4 |
|
R3 |
4,918.0 |
4,876.0 |
4,778.2 |
|
R2 |
4,841.0 |
4,841.0 |
4,771.1 |
|
R1 |
4,799.0 |
4,799.0 |
4,764.1 |
4,820.0 |
PP |
4,764.0 |
4,764.0 |
4,764.0 |
4,774.5 |
S1 |
4,722.0 |
4,722.0 |
4,749.9 |
4,743.0 |
S2 |
4,687.0 |
4,687.0 |
4,742.9 |
|
S3 |
4,610.0 |
4,645.0 |
4,735.8 |
|
S4 |
4,533.0 |
4,568.0 |
4,714.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,806.0 |
4,718.0 |
88.0 |
1.8% |
44.2 |
0.9% |
44% |
False |
False |
24,830 |
10 |
4,829.0 |
4,718.0 |
111.0 |
2.3% |
45.1 |
0.9% |
35% |
False |
False |
24,380 |
20 |
4,829.0 |
4,674.0 |
155.0 |
3.3% |
45.8 |
1.0% |
54% |
False |
False |
21,613 |
40 |
4,829.0 |
4,573.0 |
256.0 |
5.4% |
38.3 |
0.8% |
72% |
False |
False |
19,166 |
60 |
4,829.0 |
4,552.0 |
277.0 |
5.8% |
27.4 |
0.6% |
74% |
False |
False |
12,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,049.3 |
2.618 |
4,949.7 |
1.618 |
4,888.7 |
1.000 |
4,851.0 |
0.618 |
4,827.7 |
HIGH |
4,790.0 |
0.618 |
4,766.7 |
0.500 |
4,759.5 |
0.382 |
4,752.3 |
LOW |
4,729.0 |
0.618 |
4,691.3 |
1.000 |
4,668.0 |
1.618 |
4,630.3 |
2.618 |
4,569.3 |
4.250 |
4,469.8 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4,759.5 |
4,767.5 |
PP |
4,758.7 |
4,764.0 |
S1 |
4,757.8 |
4,760.5 |
|