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 |
10,300 |
10,410 |
110 |
1.1% |
10,605 |
High |
10,420 |
10,500 |
80 |
0.8% |
10,630 |
Low |
10,300 |
10,360 |
60 |
0.6% |
10,290 |
Close |
10,415 |
10,445 |
30 |
0.3% |
10,320 |
Range |
120 |
140 |
20 |
16.7% |
340 |
ATR |
130 |
131 |
1 |
0.5% |
0 |
Volume |
5,668 |
14,795 |
9,127 |
161.0% |
40,981 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,855 |
10,790 |
10,522 |
|
R3 |
10,715 |
10,650 |
10,484 |
|
R2 |
10,575 |
10,575 |
10,471 |
|
R1 |
10,510 |
10,510 |
10,458 |
10,543 |
PP |
10,435 |
10,435 |
10,435 |
10,451 |
S1 |
10,370 |
10,370 |
10,432 |
10,403 |
S2 |
10,295 |
10,295 |
10,419 |
|
S3 |
10,155 |
10,230 |
10,407 |
|
S4 |
10,015 |
10,090 |
10,368 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,433 |
11,217 |
10,507 |
|
R3 |
11,093 |
10,877 |
10,414 |
|
R2 |
10,753 |
10,753 |
10,382 |
|
R1 |
10,537 |
10,537 |
10,351 |
10,475 |
PP |
10,413 |
10,413 |
10,413 |
10,383 |
S1 |
10,197 |
10,197 |
10,289 |
10,135 |
S2 |
10,073 |
10,073 |
10,258 |
|
S3 |
9,733 |
9,857 |
10,227 |
|
S4 |
9,393 |
9,517 |
10,133 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,630 |
10,290 |
340 |
3.3% |
157 |
1.5% |
46% |
False |
False |
10,620 |
10 |
10,665 |
10,290 |
375 |
3.6% |
138 |
1.3% |
41% |
False |
False |
9,506 |
20 |
10,665 |
10,150 |
515 |
4.9% |
134 |
1.3% |
57% |
False |
False |
7,806 |
40 |
10,665 |
9,905 |
760 |
7.3% |
127 |
1.2% |
71% |
False |
False |
6,941 |
60 |
10,665 |
9,175 |
1,490 |
14.3% |
90 |
0.9% |
85% |
False |
False |
4,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,095 |
2.618 |
10,867 |
1.618 |
10,727 |
1.000 |
10,640 |
0.618 |
10,587 |
HIGH |
10,500 |
0.618 |
10,447 |
0.500 |
10,430 |
0.382 |
10,414 |
LOW |
10,360 |
0.618 |
10,274 |
1.000 |
10,220 |
1.618 |
10,134 |
2.618 |
9,994 |
4.250 |
9,765 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
10,440 |
10,432 |
PP |
10,435 |
10,418 |
S1 |
10,430 |
10,405 |
|