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 |
4,790.0 |
4,710.0 |
-80.0 |
-1.7% |
4,747.0 |
High |
4,790.0 |
4,732.0 |
-58.0 |
-1.2% |
4,806.0 |
Low |
4,729.0 |
4,688.0 |
-41.0 |
-0.9% |
4,729.0 |
Close |
4,757.0 |
4,726.0 |
-31.0 |
-0.7% |
4,757.0 |
Range |
61.0 |
44.0 |
-17.0 |
-27.9% |
77.0 |
ATR |
45.2 |
46.9 |
1.7 |
3.8% |
0.0 |
Volume |
29,594 |
32,335 |
2,741 |
9.3% |
94,659 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,847.3 |
4,830.7 |
4,750.2 |
|
R3 |
4,803.3 |
4,786.7 |
4,738.1 |
|
R2 |
4,759.3 |
4,759.3 |
4,734.1 |
|
R1 |
4,742.7 |
4,742.7 |
4,730.0 |
4,751.0 |
PP |
4,715.3 |
4,715.3 |
4,715.3 |
4,719.5 |
S1 |
4,698.7 |
4,698.7 |
4,722.0 |
4,707.0 |
S2 |
4,671.3 |
4,671.3 |
4,717.9 |
|
S3 |
4,627.3 |
4,654.7 |
4,713.9 |
|
S4 |
4,583.3 |
4,610.7 |
4,701.8 |
|
|
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 |
4,688.0 |
118.0 |
2.5% |
41.2 |
0.9% |
32% |
False |
True |
25,398 |
10 |
4,829.0 |
4,688.0 |
141.0 |
3.0% |
47.5 |
1.0% |
27% |
False |
True |
25,995 |
20 |
4,829.0 |
4,674.0 |
155.0 |
3.3% |
47.1 |
1.0% |
34% |
False |
False |
22,724 |
40 |
4,829.0 |
4,573.0 |
256.0 |
5.4% |
39.0 |
0.8% |
60% |
False |
False |
19,969 |
60 |
4,829.0 |
4,552.0 |
277.0 |
5.9% |
28.1 |
0.6% |
63% |
False |
False |
13,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,919.0 |
2.618 |
4,847.2 |
1.618 |
4,803.2 |
1.000 |
4,776.0 |
0.618 |
4,759.2 |
HIGH |
4,732.0 |
0.618 |
4,715.2 |
0.500 |
4,710.0 |
0.382 |
4,704.8 |
LOW |
4,688.0 |
0.618 |
4,660.8 |
1.000 |
4,644.0 |
1.618 |
4,616.8 |
2.618 |
4,572.8 |
4.250 |
4,501.0 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4,720.7 |
4,740.5 |
PP |
4,715.3 |
4,735.7 |
S1 |
4,710.0 |
4,730.8 |
|