Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
7,162.0 |
7,100.0 |
-62.0 |
-0.9% |
7,097.5 |
High |
7,184.5 |
7,116.0 |
-68.5 |
-1.0% |
7,189.0 |
Low |
7,080.0 |
7,041.0 |
-39.0 |
-0.6% |
7,010.5 |
Close |
7,115.0 |
7,096.0 |
-19.0 |
-0.3% |
7,115.0 |
Range |
104.5 |
75.0 |
-29.5 |
-28.2% |
178.5 |
ATR |
89.9 |
88.8 |
-1.1 |
-1.2% |
0.0 |
Volume |
149,613 |
140,060 |
-9,553 |
-6.4% |
676,573 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,309.3 |
7,277.7 |
7,137.3 |
|
R3 |
7,234.3 |
7,202.7 |
7,116.6 |
|
R2 |
7,159.3 |
7,159.3 |
7,109.8 |
|
R1 |
7,127.7 |
7,127.7 |
7,102.9 |
7,106.0 |
PP |
7,084.3 |
7,084.3 |
7,084.3 |
7,073.5 |
S1 |
7,052.7 |
7,052.7 |
7,089.1 |
7,031.0 |
S2 |
7,009.3 |
7,009.3 |
7,082.3 |
|
S3 |
6,934.3 |
6,977.7 |
7,075.4 |
|
S4 |
6,859.3 |
6,902.7 |
7,054.8 |
|
|
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 |
7,041.0 |
148.0 |
2.1% |
76.3 |
1.1% |
37% |
False |
True |
137,848 |
10 |
7,193.0 |
7,010.5 |
182.5 |
2.6% |
85.4 |
1.2% |
47% |
False |
False |
106,228 |
20 |
7,193.0 |
6,842.5 |
350.5 |
4.9% |
90.1 |
1.3% |
72% |
False |
False |
119,335 |
40 |
7,193.0 |
6,842.5 |
350.5 |
4.9% |
76.3 |
1.1% |
72% |
False |
False |
84,816 |
60 |
7,193.0 |
6,646.5 |
546.5 |
7.7% |
83.9 |
1.2% |
82% |
False |
False |
56,834 |
80 |
7,193.0 |
6,250.0 |
943.0 |
13.3% |
81.0 |
1.1% |
90% |
False |
False |
42,784 |
100 |
7,193.0 |
6,137.5 |
1,055.5 |
14.9% |
82.8 |
1.2% |
91% |
False |
False |
34,676 |
120 |
7,193.0 |
5,863.5 |
1,329.5 |
18.7% |
82.2 |
1.2% |
93% |
False |
False |
28,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,434.8 |
2.618 |
7,312.4 |
1.618 |
7,237.4 |
1.000 |
7,191.0 |
0.618 |
7,162.4 |
HIGH |
7,116.0 |
0.618 |
7,087.4 |
0.500 |
7,078.5 |
0.382 |
7,069.7 |
LOW |
7,041.0 |
0.618 |
6,994.7 |
1.000 |
6,966.0 |
1.618 |
6,919.7 |
2.618 |
6,844.7 |
4.250 |
6,722.3 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
7,090.2 |
7,115.0 |
PP |
7,084.3 |
7,108.7 |
S1 |
7,078.5 |
7,102.3 |
|