Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,279.50 |
1,288.50 |
9.00 |
0.7% |
1,289.50 |
High |
1,289.75 |
1,291.75 |
2.00 |
0.2% |
1,296.25 |
Low |
1,277.75 |
1,277.25 |
-0.50 |
0.0% |
1,267.50 |
Close |
1,288.50 |
1,287.50 |
-1.00 |
-0.1% |
1,279.75 |
Range |
12.00 |
14.50 |
2.50 |
20.8% |
28.75 |
ATR |
12.88 |
13.00 |
0.12 |
0.9% |
0.00 |
Volume |
1,636,119 |
2,360,267 |
724,148 |
44.3% |
8,288,079 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.00 |
1,322.75 |
1,295.50 |
|
R3 |
1,314.50 |
1,308.25 |
1,291.50 |
|
R2 |
1,300.00 |
1,300.00 |
1,290.25 |
|
R1 |
1,293.75 |
1,293.75 |
1,288.75 |
1,289.50 |
PP |
1,285.50 |
1,285.50 |
1,285.50 |
1,283.50 |
S1 |
1,279.25 |
1,279.25 |
1,286.25 |
1,275.00 |
S2 |
1,271.00 |
1,271.00 |
1,284.75 |
|
S3 |
1,256.50 |
1,264.75 |
1,283.50 |
|
S4 |
1,242.00 |
1,250.25 |
1,279.50 |
|
|
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% |
15.25 |
1.2% |
70% |
False |
False |
2,130,660 |
10 |
1,296.25 |
1,264.00 |
32.25 |
2.5% |
13.75 |
1.1% |
73% |
False |
False |
1,881,111 |
20 |
1,296.25 |
1,249.50 |
46.75 |
3.6% |
12.25 |
1.0% |
81% |
False |
False |
1,605,934 |
40 |
1,296.25 |
1,167.25 |
129.00 |
10.0% |
12.50 |
1.0% |
93% |
False |
False |
1,203,027 |
60 |
1,296.25 |
1,165.75 |
130.50 |
10.1% |
13.75 |
1.1% |
93% |
False |
False |
803,550 |
80 |
1,296.25 |
1,122.00 |
174.25 |
13.5% |
14.00 |
1.1% |
95% |
False |
False |
602,947 |
100 |
1,296.25 |
1,066.75 |
229.50 |
17.8% |
14.25 |
1.1% |
96% |
False |
False |
482,453 |
120 |
1,296.25 |
1,028.25 |
268.00 |
20.8% |
14.75 |
1.1% |
97% |
False |
False |
402,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.50 |
2.618 |
1,329.75 |
1.618 |
1,315.25 |
1.000 |
1,306.25 |
0.618 |
1,300.75 |
HIGH |
1,291.75 |
0.618 |
1,286.25 |
0.500 |
1,284.50 |
0.382 |
1,282.75 |
LOW |
1,277.25 |
0.618 |
1,268.25 |
1.000 |
1,262.75 |
1.618 |
1,253.75 |
2.618 |
1,239.25 |
4.250 |
1,215.50 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,286.50 |
1,285.75 |
PP |
1,285.50 |
1,284.25 |
S1 |
1,284.50 |
1,282.50 |
|