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 |
7,097.5 |
7,102.0 |
4.5 |
0.1% |
7,086.0 |
High |
7,104.5 |
7,113.5 |
9.0 |
0.1% |
7,193.0 |
Low |
7,010.5 |
7,053.5 |
43.0 |
0.6% |
7,015.5 |
Close |
7,076.0 |
7,063.5 |
-12.5 |
-0.2% |
7,070.0 |
Range |
94.0 |
60.0 |
-34.0 |
-36.2% |
177.5 |
ATR |
91.5 |
89.3 |
-2.3 |
-2.5% |
0.0 |
Volume |
127,391 |
139,327 |
11,936 |
9.4% |
245,655 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,256.8 |
7,220.2 |
7,096.5 |
|
R3 |
7,196.8 |
7,160.2 |
7,080.0 |
|
R2 |
7,136.8 |
7,136.8 |
7,074.5 |
|
R1 |
7,100.2 |
7,100.2 |
7,069.0 |
7,088.5 |
PP |
7,076.8 |
7,076.8 |
7,076.8 |
7,071.0 |
S1 |
7,040.2 |
7,040.2 |
7,058.0 |
7,028.5 |
S2 |
7,016.8 |
7,016.8 |
7,052.5 |
|
S3 |
6,956.8 |
6,980.2 |
7,047.0 |
|
S4 |
6,896.8 |
6,920.2 |
7,030.5 |
|
|
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% |
90.4 |
1.3% |
29% |
False |
False |
79,726 |
10 |
7,193.0 |
6,867.0 |
326.0 |
4.6% |
91.0 |
1.3% |
60% |
False |
False |
102,975 |
20 |
7,193.0 |
6,842.5 |
350.5 |
5.0% |
88.6 |
1.3% |
63% |
False |
False |
100,480 |
40 |
7,193.0 |
6,679.0 |
514.0 |
7.3% |
82.9 |
1.2% |
75% |
False |
False |
71,173 |
60 |
7,193.0 |
6,597.0 |
596.0 |
8.4% |
84.1 |
1.2% |
78% |
False |
False |
47,687 |
80 |
7,193.0 |
6,137.5 |
1,055.5 |
14.9% |
81.6 |
1.2% |
88% |
False |
False |
35,929 |
100 |
7,193.0 |
6,085.0 |
1,108.0 |
15.7% |
82.3 |
1.2% |
88% |
False |
False |
29,211 |
120 |
7,193.0 |
5,863.5 |
1,329.5 |
18.8% |
81.5 |
1.2% |
90% |
False |
False |
24,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,368.5 |
2.618 |
7,270.6 |
1.618 |
7,210.6 |
1.000 |
7,173.5 |
0.618 |
7,150.6 |
HIGH |
7,113.5 |
0.618 |
7,090.6 |
0.500 |
7,083.5 |
0.382 |
7,076.4 |
LOW |
7,053.5 |
0.618 |
7,016.4 |
1.000 |
6,993.5 |
1.618 |
6,956.4 |
2.618 |
6,896.4 |
4.250 |
6,798.5 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
7,083.5 |
7,071.0 |
PP |
7,076.8 |
7,068.5 |
S1 |
7,070.2 |
7,066.0 |
|