Trading Metrics calculated at close of trading on 28-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,293.75 |
1,295.25 |
1.50 |
0.1% |
1,279.50 |
High |
1,298.25 |
1,299.50 |
1.25 |
0.1% |
1,299.50 |
Low |
1,289.25 |
1,270.50 |
-18.75 |
-1.5% |
1,270.50 |
Close |
1,295.75 |
1,271.50 |
-24.25 |
-1.9% |
1,271.50 |
Range |
9.00 |
29.00 |
20.00 |
222.2% |
29.00 |
ATR |
12.56 |
13.74 |
1.17 |
9.3% |
0.00 |
Volume |
1,552,301 |
3,235,835 |
1,683,534 |
108.5% |
10,393,276 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.50 |
1,348.50 |
1,287.50 |
|
R3 |
1,338.50 |
1,319.50 |
1,279.50 |
|
R2 |
1,309.50 |
1,309.50 |
1,276.75 |
|
R1 |
1,290.50 |
1,290.50 |
1,274.25 |
1,285.50 |
PP |
1,280.50 |
1,280.50 |
1,280.50 |
1,278.00 |
S1 |
1,261.50 |
1,261.50 |
1,268.75 |
1,256.50 |
S2 |
1,251.50 |
1,251.50 |
1,266.25 |
|
S3 |
1,222.50 |
1,232.50 |
1,263.50 |
|
S4 |
1,193.50 |
1,203.50 |
1,255.50 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.50 |
1,348.50 |
1,287.50 |
|
R3 |
1,338.50 |
1,319.50 |
1,279.50 |
|
R2 |
1,309.50 |
1,309.50 |
1,276.75 |
|
R1 |
1,290.50 |
1,290.50 |
1,274.25 |
1,285.50 |
PP |
1,280.50 |
1,280.50 |
1,280.50 |
1,278.00 |
S1 |
1,261.50 |
1,261.50 |
1,268.75 |
1,256.50 |
S2 |
1,251.50 |
1,251.50 |
1,266.25 |
|
S3 |
1,222.50 |
1,232.50 |
1,263.50 |
|
S4 |
1,193.50 |
1,203.50 |
1,255.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,299.50 |
1,270.50 |
29.00 |
2.3% |
15.00 |
1.2% |
3% |
True |
True |
2,078,655 |
10 |
1,299.50 |
1,267.50 |
32.00 |
2.5% |
15.25 |
1.2% |
13% |
True |
False |
2,031,013 |
20 |
1,299.50 |
1,249.50 |
50.00 |
3.9% |
14.00 |
1.1% |
44% |
True |
False |
1,833,077 |
40 |
1,299.50 |
1,197.00 |
102.50 |
8.1% |
12.00 |
0.9% |
73% |
True |
False |
1,362,408 |
60 |
1,299.50 |
1,165.75 |
133.75 |
10.5% |
13.75 |
1.1% |
79% |
True |
False |
910,045 |
80 |
1,299.50 |
1,140.50 |
159.00 |
12.5% |
14.00 |
1.1% |
82% |
True |
False |
682,870 |
100 |
1,299.50 |
1,077.00 |
222.50 |
17.5% |
14.25 |
1.1% |
87% |
True |
False |
546,420 |
120 |
1,299.50 |
1,028.25 |
271.25 |
21.3% |
14.75 |
1.2% |
90% |
True |
False |
455,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.75 |
2.618 |
1,375.50 |
1.618 |
1,346.50 |
1.000 |
1,328.50 |
0.618 |
1,317.50 |
HIGH |
1,299.50 |
0.618 |
1,288.50 |
0.500 |
1,285.00 |
0.382 |
1,281.50 |
LOW |
1,270.50 |
0.618 |
1,252.50 |
1.000 |
1,241.50 |
1.618 |
1,223.50 |
2.618 |
1,194.50 |
4.250 |
1,147.25 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,285.00 |
1,285.00 |
PP |
1,280.50 |
1,280.50 |
S1 |
1,276.00 |
1,276.00 |
|