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 |
7,051.0 |
7,097.5 |
46.5 |
0.7% |
7,086.0 |
High |
7,131.5 |
7,104.5 |
-27.0 |
-0.4% |
7,193.0 |
Low |
7,033.0 |
7,010.5 |
-22.5 |
-0.3% |
7,015.5 |
Close |
7,070.0 |
7,076.0 |
6.0 |
0.1% |
7,070.0 |
Range |
98.5 |
94.0 |
-4.5 |
-4.6% |
177.5 |
ATR |
91.4 |
91.5 |
0.2 |
0.2% |
0.0 |
Volume |
0 |
127,391 |
127,391 |
|
245,655 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,345.7 |
7,304.8 |
7,127.7 |
|
R3 |
7,251.7 |
7,210.8 |
7,101.9 |
|
R2 |
7,157.7 |
7,157.7 |
7,093.2 |
|
R1 |
7,116.8 |
7,116.8 |
7,084.6 |
7,090.3 |
PP |
7,063.7 |
7,063.7 |
7,063.7 |
7,050.4 |
S1 |
7,022.8 |
7,022.8 |
7,067.4 |
6,996.3 |
S2 |
6,969.7 |
6,969.7 |
7,058.8 |
|
S3 |
6,875.7 |
6,928.8 |
7,050.2 |
|
S4 |
6,781.7 |
6,834.8 |
7,024.3 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,625.3 |
7,525.2 |
7,167.6 |
|
R3 |
7,447.8 |
7,347.7 |
7,118.8 |
|
R2 |
7,270.3 |
7,270.3 |
7,102.5 |
|
R1 |
7,170.2 |
7,170.2 |
7,086.3 |
7,131.5 |
PP |
7,092.8 |
7,092.8 |
7,092.8 |
7,073.5 |
S1 |
6,992.7 |
6,992.7 |
7,053.7 |
6,954.0 |
S2 |
6,915.3 |
6,915.3 |
7,037.5 |
|
S3 |
6,737.8 |
6,815.2 |
7,021.2 |
|
S4 |
6,560.3 |
6,637.7 |
6,972.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,193.0 |
7,010.5 |
182.5 |
2.6% |
94.4 |
1.3% |
36% |
False |
True |
74,609 |
10 |
7,193.0 |
6,842.5 |
350.5 |
5.0% |
95.9 |
1.4% |
67% |
False |
False |
103,248 |
20 |
7,193.0 |
6,842.5 |
350.5 |
5.0% |
94.0 |
1.3% |
67% |
False |
False |
96,586 |
40 |
7,193.0 |
6,679.0 |
514.0 |
7.3% |
83.6 |
1.2% |
77% |
False |
False |
67,703 |
60 |
7,193.0 |
6,597.0 |
596.0 |
8.4% |
84.0 |
1.2% |
80% |
False |
False |
45,375 |
80 |
7,193.0 |
6,137.5 |
1,055.5 |
14.9% |
82.1 |
1.2% |
89% |
False |
False |
34,191 |
100 |
7,193.0 |
6,085.0 |
1,108.0 |
15.7% |
82.5 |
1.2% |
89% |
False |
False |
27,820 |
120 |
7,193.0 |
5,863.5 |
1,329.5 |
18.8% |
82.1 |
1.2% |
91% |
False |
False |
23,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,504.0 |
2.618 |
7,350.6 |
1.618 |
7,256.6 |
1.000 |
7,198.5 |
0.618 |
7,162.6 |
HIGH |
7,104.5 |
0.618 |
7,068.6 |
0.500 |
7,057.5 |
0.382 |
7,046.4 |
LOW |
7,010.5 |
0.618 |
6,952.4 |
1.000 |
6,916.5 |
1.618 |
6,858.4 |
2.618 |
6,764.4 |
4.250 |
6,611.0 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
7,069.8 |
7,074.3 |
PP |
7,063.7 |
7,072.7 |
S1 |
7,057.5 |
7,071.0 |
|