Trading Metrics calculated at close of trading on 28-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
7,150.0 |
7,162.0 |
12.0 |
0.2% |
7,097.5 |
High |
7,189.0 |
7,184.5 |
-4.5 |
-0.1% |
7,189.0 |
Low |
7,122.5 |
7,080.0 |
-42.5 |
-0.6% |
7,010.5 |
Close |
7,163.0 |
7,115.0 |
-48.0 |
-0.7% |
7,115.0 |
Range |
66.5 |
104.5 |
38.0 |
57.1% |
178.5 |
ATR |
88.8 |
89.9 |
1.1 |
1.3% |
0.0 |
Volume |
137,213 |
149,613 |
12,400 |
9.0% |
676,573 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,440.0 |
7,382.0 |
7,172.5 |
|
R3 |
7,335.5 |
7,277.5 |
7,143.7 |
|
R2 |
7,231.0 |
7,231.0 |
7,134.2 |
|
R1 |
7,173.0 |
7,173.0 |
7,124.6 |
7,149.8 |
PP |
7,126.5 |
7,126.5 |
7,126.5 |
7,114.9 |
S1 |
7,068.5 |
7,068.5 |
7,105.4 |
7,045.3 |
S2 |
7,022.0 |
7,022.0 |
7,095.8 |
|
S3 |
6,917.5 |
6,964.0 |
7,086.3 |
|
S4 |
6,813.0 |
6,859.5 |
7,057.5 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,640.3 |
7,556.2 |
7,213.2 |
|
R3 |
7,461.8 |
7,377.7 |
7,164.1 |
|
R2 |
7,283.3 |
7,283.3 |
7,147.7 |
|
R1 |
7,199.2 |
7,199.2 |
7,131.4 |
7,241.3 |
PP |
7,104.8 |
7,104.8 |
7,104.8 |
7,125.9 |
S1 |
7,020.7 |
7,020.7 |
7,098.6 |
7,062.8 |
S2 |
6,926.3 |
6,926.3 |
7,082.3 |
|
S3 |
6,747.8 |
6,842.2 |
7,065.9 |
|
S4 |
6,569.3 |
6,663.7 |
7,016.8 |
|
|
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% |
80.1 |
1.1% |
59% |
False |
False |
135,314 |
10 |
7,193.0 |
7,010.5 |
182.5 |
2.6% |
86.6 |
1.2% |
57% |
False |
False |
104,339 |
20 |
7,193.0 |
6,842.5 |
350.5 |
4.9% |
92.0 |
1.3% |
78% |
False |
False |
114,606 |
40 |
7,193.0 |
6,842.5 |
350.5 |
4.9% |
77.4 |
1.1% |
78% |
False |
False |
81,345 |
60 |
7,193.0 |
6,646.5 |
546.5 |
7.7% |
84.2 |
1.2% |
86% |
False |
False |
54,508 |
80 |
7,193.0 |
6,250.0 |
943.0 |
13.3% |
81.1 |
1.1% |
92% |
False |
False |
41,038 |
100 |
7,193.0 |
6,137.5 |
1,055.5 |
14.8% |
83.1 |
1.2% |
93% |
False |
False |
33,282 |
120 |
7,193.0 |
5,863.5 |
1,329.5 |
18.7% |
82.0 |
1.2% |
94% |
False |
False |
27,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,628.6 |
2.618 |
7,458.1 |
1.618 |
7,353.6 |
1.000 |
7,289.0 |
0.618 |
7,249.1 |
HIGH |
7,184.5 |
0.618 |
7,144.6 |
0.500 |
7,132.3 |
0.382 |
7,119.9 |
LOW |
7,080.0 |
0.618 |
7,015.4 |
1.000 |
6,975.5 |
1.618 |
6,910.9 |
2.618 |
6,806.4 |
4.250 |
6,635.9 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
7,132.3 |
7,134.5 |
PP |
7,126.5 |
7,128.0 |
S1 |
7,120.8 |
7,121.5 |
|