Trading Metrics calculated at close of trading on 26-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,288.50 |
1,287.25 |
-1.25 |
-0.1% |
1,289.50 |
High |
1,291.75 |
1,296.75 |
5.00 |
0.4% |
1,296.25 |
Low |
1,277.25 |
1,286.00 |
8.75 |
0.7% |
1,267.50 |
Close |
1,287.50 |
1,293.50 |
6.00 |
0.5% |
1,279.75 |
Range |
14.50 |
10.75 |
-3.75 |
-25.9% |
28.75 |
ATR |
13.00 |
12.84 |
-0.16 |
-1.2% |
0.00 |
Volume |
2,360,267 |
1,608,754 |
-751,513 |
-31.8% |
8,288,079 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.25 |
1,319.75 |
1,299.50 |
|
R3 |
1,313.50 |
1,309.00 |
1,296.50 |
|
R2 |
1,302.75 |
1,302.75 |
1,295.50 |
|
R1 |
1,298.25 |
1,298.25 |
1,294.50 |
1,300.50 |
PP |
1,292.00 |
1,292.00 |
1,292.00 |
1,293.25 |
S1 |
1,287.50 |
1,287.50 |
1,292.50 |
1,289.75 |
S2 |
1,281.25 |
1,281.25 |
1,291.50 |
|
S3 |
1,270.50 |
1,276.75 |
1,290.50 |
|
S4 |
1,259.75 |
1,266.00 |
1,287.50 |
|
|
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 |
1,296.75 |
1,267.50 |
29.25 |
2.3% |
13.25 |
1.0% |
89% |
True |
False |
1,987,977 |
10 |
1,296.75 |
1,267.50 |
29.25 |
2.3% |
13.75 |
1.1% |
89% |
True |
False |
1,879,636 |
20 |
1,296.75 |
1,249.50 |
47.25 |
3.7% |
12.50 |
1.0% |
93% |
True |
False |
1,658,682 |
40 |
1,296.75 |
1,167.75 |
129.00 |
10.0% |
12.25 |
0.9% |
97% |
True |
False |
1,243,187 |
60 |
1,296.75 |
1,165.75 |
131.00 |
10.1% |
13.75 |
1.1% |
98% |
True |
False |
830,310 |
80 |
1,296.75 |
1,122.00 |
174.75 |
13.5% |
14.00 |
1.1% |
98% |
True |
False |
623,032 |
100 |
1,296.75 |
1,076.75 |
220.00 |
17.0% |
14.25 |
1.1% |
99% |
True |
False |
498,540 |
120 |
1,296.75 |
1,028.25 |
268.50 |
20.8% |
14.75 |
1.1% |
99% |
True |
False |
415,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.50 |
2.618 |
1,325.00 |
1.618 |
1,314.25 |
1.000 |
1,307.50 |
0.618 |
1,303.50 |
HIGH |
1,296.75 |
0.618 |
1,292.75 |
0.500 |
1,291.50 |
0.382 |
1,290.00 |
LOW |
1,286.00 |
0.618 |
1,279.25 |
1.000 |
1,275.25 |
1.618 |
1,268.50 |
2.618 |
1,257.75 |
4.250 |
1,240.25 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,292.75 |
1,291.25 |
PP |
1,292.00 |
1,289.25 |
S1 |
1,291.50 |
1,287.00 |
|