Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,295.25 |
1,269.50 |
-25.75 |
-2.0% |
1,279.50 |
High |
1,299.50 |
1,283.75 |
-15.75 |
-1.2% |
1,299.50 |
Low |
1,270.50 |
1,262.25 |
-8.25 |
-0.6% |
1,270.50 |
Close |
1,271.50 |
1,282.50 |
11.00 |
0.9% |
1,271.50 |
Range |
29.00 |
21.50 |
-7.50 |
-25.9% |
29.00 |
ATR |
13.74 |
14.29 |
0.55 |
4.0% |
0.00 |
Volume |
3,235,835 |
2,313,880 |
-921,955 |
-28.5% |
10,393,276 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.75 |
1,333.00 |
1,294.25 |
|
R3 |
1,319.25 |
1,311.50 |
1,288.50 |
|
R2 |
1,297.75 |
1,297.75 |
1,286.50 |
|
R1 |
1,290.00 |
1,290.00 |
1,284.50 |
1,294.00 |
PP |
1,276.25 |
1,276.25 |
1,276.25 |
1,278.00 |
S1 |
1,268.50 |
1,268.50 |
1,280.50 |
1,272.50 |
S2 |
1,254.75 |
1,254.75 |
1,278.50 |
|
S3 |
1,233.25 |
1,247.00 |
1,276.50 |
|
S4 |
1,211.75 |
1,225.50 |
1,270.75 |
|
|
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 |
1,262.25 |
37.25 |
2.9% |
17.00 |
1.3% |
54% |
False |
True |
2,214,207 |
10 |
1,299.50 |
1,262.25 |
37.25 |
2.9% |
16.00 |
1.2% |
54% |
False |
True |
2,099,523 |
20 |
1,299.50 |
1,255.25 |
44.25 |
3.5% |
14.50 |
1.1% |
62% |
False |
False |
1,915,418 |
40 |
1,299.50 |
1,208.00 |
91.50 |
7.1% |
12.00 |
0.9% |
81% |
False |
False |
1,419,587 |
60 |
1,299.50 |
1,165.75 |
133.75 |
10.4% |
14.00 |
1.1% |
87% |
False |
False |
948,595 |
80 |
1,299.50 |
1,140.50 |
159.00 |
12.4% |
14.25 |
1.1% |
89% |
False |
False |
711,778 |
100 |
1,299.50 |
1,086.50 |
213.00 |
16.6% |
14.25 |
1.1% |
92% |
False |
False |
569,558 |
120 |
1,299.50 |
1,028.25 |
271.25 |
21.2% |
14.75 |
1.2% |
94% |
False |
False |
474,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.00 |
2.618 |
1,340.00 |
1.618 |
1,318.50 |
1.000 |
1,305.25 |
0.618 |
1,297.00 |
HIGH |
1,283.75 |
0.618 |
1,275.50 |
0.500 |
1,273.00 |
0.382 |
1,270.50 |
LOW |
1,262.25 |
0.618 |
1,249.00 |
1.000 |
1,240.75 |
1.618 |
1,227.50 |
2.618 |
1,206.00 |
4.250 |
1,171.00 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,279.25 |
1,282.00 |
PP |
1,276.25 |
1,281.50 |
S1 |
1,273.00 |
1,281.00 |
|