Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,287.25 |
1,293.75 |
6.50 |
0.5% |
1,289.50 |
High |
1,296.75 |
1,298.25 |
1.50 |
0.1% |
1,296.25 |
Low |
1,286.00 |
1,289.25 |
3.25 |
0.3% |
1,267.50 |
Close |
1,293.50 |
1,295.75 |
2.25 |
0.2% |
1,279.75 |
Range |
10.75 |
9.00 |
-1.75 |
-16.3% |
28.75 |
ATR |
12.84 |
12.56 |
-0.27 |
-2.1% |
0.00 |
Volume |
1,608,754 |
1,552,301 |
-56,453 |
-3.5% |
8,288,079 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.50 |
1,317.50 |
1,300.75 |
|
R3 |
1,312.50 |
1,308.50 |
1,298.25 |
|
R2 |
1,303.50 |
1,303.50 |
1,297.50 |
|
R1 |
1,299.50 |
1,299.50 |
1,296.50 |
1,301.50 |
PP |
1,294.50 |
1,294.50 |
1,294.50 |
1,295.50 |
S1 |
1,290.50 |
1,290.50 |
1,295.00 |
1,292.50 |
S2 |
1,285.50 |
1,285.50 |
1,294.00 |
|
S3 |
1,276.50 |
1,281.50 |
1,293.25 |
|
S4 |
1,267.50 |
1,272.50 |
1,290.75 |
|
|
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 |
1,298.25 |
1,273.25 |
25.00 |
1.9% |
12.25 |
0.9% |
90% |
True |
False |
1,833,864 |
10 |
1,298.25 |
1,267.50 |
30.75 |
2.4% |
13.25 |
1.0% |
92% |
True |
False |
1,874,522 |
20 |
1,298.25 |
1,249.50 |
48.75 |
3.8% |
12.75 |
1.0% |
95% |
True |
False |
1,706,925 |
40 |
1,298.25 |
1,171.50 |
126.75 |
9.8% |
12.00 |
0.9% |
98% |
True |
False |
1,281,777 |
60 |
1,298.25 |
1,165.75 |
132.50 |
10.2% |
13.50 |
1.0% |
98% |
True |
False |
856,176 |
80 |
1,298.25 |
1,128.00 |
170.25 |
13.1% |
14.00 |
1.1% |
99% |
True |
False |
642,432 |
100 |
1,298.25 |
1,077.00 |
221.25 |
17.1% |
14.25 |
1.1% |
99% |
True |
False |
514,062 |
120 |
1,298.25 |
1,028.25 |
270.00 |
20.8% |
14.50 |
1.1% |
99% |
True |
False |
428,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.50 |
2.618 |
1,321.75 |
1.618 |
1,312.75 |
1.000 |
1,307.25 |
0.618 |
1,303.75 |
HIGH |
1,298.25 |
0.618 |
1,294.75 |
0.500 |
1,293.75 |
0.382 |
1,292.75 |
LOW |
1,289.25 |
0.618 |
1,283.75 |
1.000 |
1,280.25 |
1.618 |
1,274.75 |
2.618 |
1,265.75 |
4.250 |
1,251.00 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,295.00 |
1,293.00 |
PP |
1,294.50 |
1,290.50 |
S1 |
1,293.75 |
1,287.75 |
|