Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,276.00 |
1,279.50 |
3.50 |
0.3% |
1,289.50 |
High |
1,288.00 |
1,289.75 |
1.75 |
0.1% |
1,296.25 |
Low |
1,273.25 |
1,277.75 |
4.50 |
0.4% |
1,267.50 |
Close |
1,279.75 |
1,288.50 |
8.75 |
0.7% |
1,279.75 |
Range |
14.75 |
12.00 |
-2.75 |
-18.6% |
28.75 |
ATR |
12.95 |
12.88 |
-0.07 |
-0.5% |
0.00 |
Volume |
2,011,881 |
1,636,119 |
-375,762 |
-18.7% |
8,288,079 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.25 |
1,317.00 |
1,295.00 |
|
R3 |
1,309.25 |
1,305.00 |
1,291.75 |
|
R2 |
1,297.25 |
1,297.25 |
1,290.75 |
|
R1 |
1,293.00 |
1,293.00 |
1,289.50 |
1,295.00 |
PP |
1,285.25 |
1,285.25 |
1,285.25 |
1,286.50 |
S1 |
1,281.00 |
1,281.00 |
1,287.50 |
1,283.00 |
S2 |
1,273.25 |
1,273.25 |
1,286.25 |
|
S3 |
1,261.25 |
1,269.00 |
1,285.25 |
|
S4 |
1,249.25 |
1,257.00 |
1,282.00 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.50 |
1,352.25 |
1,295.50 |
|
R3 |
1,338.75 |
1,323.50 |
1,287.75 |
|
R2 |
1,310.00 |
1,310.00 |
1,285.00 |
|
R1 |
1,294.75 |
1,294.75 |
1,282.50 |
1,288.00 |
PP |
1,281.25 |
1,281.25 |
1,281.25 |
1,277.75 |
S1 |
1,266.00 |
1,266.00 |
1,277.00 |
1,259.25 |
S2 |
1,252.50 |
1,252.50 |
1,274.50 |
|
S3 |
1,223.75 |
1,237.25 |
1,271.75 |
|
S4 |
1,195.00 |
1,208.50 |
1,264.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,296.25 |
1,267.50 |
28.75 |
2.2% |
14.75 |
1.2% |
73% |
False |
False |
1,984,839 |
10 |
1,296.25 |
1,258.00 |
38.25 |
3.0% |
13.25 |
1.0% |
80% |
False |
False |
1,832,658 |
20 |
1,296.25 |
1,245.50 |
50.75 |
3.9% |
12.00 |
0.9% |
85% |
False |
False |
1,517,623 |
40 |
1,296.25 |
1,167.25 |
129.00 |
10.0% |
12.50 |
1.0% |
94% |
False |
False |
1,144,384 |
60 |
1,296.25 |
1,165.75 |
130.50 |
10.1% |
13.75 |
1.1% |
94% |
False |
False |
764,224 |
80 |
1,296.25 |
1,122.00 |
174.25 |
13.5% |
14.25 |
1.1% |
96% |
False |
False |
573,449 |
100 |
1,296.25 |
1,041.00 |
255.25 |
19.8% |
14.50 |
1.1% |
97% |
False |
False |
458,851 |
120 |
1,296.25 |
1,028.25 |
268.00 |
20.8% |
14.75 |
1.1% |
97% |
False |
False |
382,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.75 |
2.618 |
1,321.25 |
1.618 |
1,309.25 |
1.000 |
1,301.75 |
0.618 |
1,297.25 |
HIGH |
1,289.75 |
0.618 |
1,285.25 |
0.500 |
1,283.75 |
0.382 |
1,282.25 |
LOW |
1,277.75 |
0.618 |
1,270.25 |
1.000 |
1,265.75 |
1.618 |
1,258.25 |
2.618 |
1,246.25 |
4.250 |
1,226.75 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,287.00 |
1,285.25 |
PP |
1,285.25 |
1,282.00 |
S1 |
1,283.75 |
1,278.50 |
|