Trading Metrics calculated at close of trading on 26-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
7,102.0 |
7,102.0 |
0.0 |
0.0% |
7,086.0 |
High |
7,113.5 |
7,169.5 |
56.0 |
0.8% |
7,193.0 |
Low |
7,053.5 |
7,094.0 |
40.5 |
0.6% |
7,015.5 |
Close |
7,063.5 |
7,130.5 |
67.0 |
0.9% |
7,070.0 |
Range |
60.0 |
75.5 |
15.5 |
25.8% |
177.5 |
ATR |
89.3 |
90.5 |
1.2 |
1.3% |
0.0 |
Volume |
139,327 |
123,029 |
-16,298 |
-11.7% |
245,655 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,357.8 |
7,319.7 |
7,172.0 |
|
R3 |
7,282.3 |
7,244.2 |
7,151.3 |
|
R2 |
7,206.8 |
7,206.8 |
7,144.3 |
|
R1 |
7,168.7 |
7,168.7 |
7,137.4 |
7,187.8 |
PP |
7,131.3 |
7,131.3 |
7,131.3 |
7,140.9 |
S1 |
7,093.2 |
7,093.2 |
7,123.6 |
7,112.3 |
S2 |
7,055.8 |
7,055.8 |
7,116.7 |
|
S3 |
6,980.3 |
7,017.7 |
7,109.7 |
|
S4 |
6,904.8 |
6,942.2 |
7,089.0 |
|
|
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 |
7,169.5 |
7,010.5 |
159.0 |
2.2% |
81.5 |
1.1% |
75% |
True |
False |
77,949 |
10 |
7,193.0 |
6,952.0 |
241.0 |
3.4% |
89.3 |
1.3% |
74% |
False |
False |
102,141 |
20 |
7,193.0 |
6,842.5 |
350.5 |
4.9% |
90.4 |
1.3% |
82% |
False |
False |
104,976 |
40 |
7,193.0 |
6,679.0 |
514.0 |
7.2% |
79.5 |
1.1% |
88% |
False |
False |
74,217 |
60 |
7,193.0 |
6,622.0 |
571.0 |
8.0% |
83.7 |
1.2% |
89% |
False |
False |
49,734 |
80 |
7,193.0 |
6,139.0 |
1,054.0 |
14.8% |
81.3 |
1.1% |
94% |
False |
False |
37,460 |
100 |
7,193.0 |
6,085.0 |
1,108.0 |
15.5% |
82.9 |
1.2% |
94% |
False |
False |
30,441 |
120 |
7,193.0 |
5,863.5 |
1,329.5 |
18.6% |
81.9 |
1.1% |
95% |
False |
False |
25,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,490.4 |
2.618 |
7,367.2 |
1.618 |
7,291.7 |
1.000 |
7,245.0 |
0.618 |
7,216.2 |
HIGH |
7,169.5 |
0.618 |
7,140.7 |
0.500 |
7,131.8 |
0.382 |
7,122.8 |
LOW |
7,094.0 |
0.618 |
7,047.3 |
1.000 |
7,018.5 |
1.618 |
6,971.8 |
2.618 |
6,896.3 |
4.250 |
6,773.1 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
7,131.8 |
7,117.0 |
PP |
7,131.3 |
7,103.5 |
S1 |
7,130.9 |
7,090.0 |
|