Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
7,102.0 |
7,150.0 |
48.0 |
0.7% |
7,086.0 |
High |
7,169.5 |
7,189.0 |
19.5 |
0.3% |
7,193.0 |
Low |
7,094.0 |
7,122.5 |
28.5 |
0.4% |
7,015.5 |
Close |
7,130.5 |
7,163.0 |
32.5 |
0.5% |
7,070.0 |
Range |
75.5 |
66.5 |
-9.0 |
-11.9% |
177.5 |
ATR |
90.5 |
88.8 |
-1.7 |
-1.9% |
0.0 |
Volume |
123,029 |
137,213 |
14,184 |
11.5% |
245,655 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,357.7 |
7,326.8 |
7,199.6 |
|
R3 |
7,291.2 |
7,260.3 |
7,181.3 |
|
R2 |
7,224.7 |
7,224.7 |
7,175.2 |
|
R1 |
7,193.8 |
7,193.8 |
7,169.1 |
7,209.3 |
PP |
7,158.2 |
7,158.2 |
7,158.2 |
7,165.9 |
S1 |
7,127.3 |
7,127.3 |
7,156.9 |
7,142.8 |
S2 |
7,091.7 |
7,091.7 |
7,150.8 |
|
S3 |
7,025.2 |
7,060.8 |
7,144.7 |
|
S4 |
6,958.7 |
6,994.3 |
7,126.4 |
|
|
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 |
7,189.0 |
7,010.5 |
178.5 |
2.5% |
78.9 |
1.1% |
85% |
True |
False |
105,392 |
10 |
7,193.0 |
7,010.5 |
182.5 |
2.5% |
81.4 |
1.1% |
84% |
False |
False |
101,602 |
20 |
7,193.0 |
6,842.5 |
350.5 |
4.9% |
92.4 |
1.3% |
91% |
False |
False |
109,398 |
40 |
7,193.0 |
6,748.0 |
445.0 |
6.2% |
78.7 |
1.1% |
93% |
False |
False |
77,635 |
60 |
7,193.0 |
6,630.0 |
563.0 |
7.9% |
83.6 |
1.2% |
95% |
False |
False |
52,018 |
80 |
7,193.0 |
6,250.0 |
943.0 |
13.2% |
80.4 |
1.1% |
97% |
False |
False |
39,171 |
100 |
7,193.0 |
6,085.0 |
1,108.0 |
15.5% |
83.1 |
1.2% |
97% |
False |
False |
31,811 |
120 |
7,193.0 |
5,863.5 |
1,329.5 |
18.6% |
81.9 |
1.1% |
98% |
False |
False |
26,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,471.6 |
2.618 |
7,363.1 |
1.618 |
7,296.6 |
1.000 |
7,255.5 |
0.618 |
7,230.1 |
HIGH |
7,189.0 |
0.618 |
7,163.6 |
0.500 |
7,155.8 |
0.382 |
7,147.9 |
LOW |
7,122.5 |
0.618 |
7,081.4 |
1.000 |
7,056.0 |
1.618 |
7,014.9 |
2.618 |
6,948.4 |
4.250 |
6,839.9 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
7,160.6 |
7,149.1 |
PP |
7,158.2 |
7,135.2 |
S1 |
7,155.8 |
7,121.3 |
|