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 |
10,410 |
10,435 |
25 |
0.2% |
10,605 |
High |
10,500 |
10,485 |
-15 |
-0.1% |
10,630 |
Low |
10,360 |
10,405 |
45 |
0.4% |
10,290 |
Close |
10,445 |
10,455 |
10 |
0.1% |
10,320 |
Range |
140 |
80 |
-60 |
-42.9% |
340 |
ATR |
131 |
128 |
-4 |
-2.8% |
0 |
Volume |
14,795 |
6,400 |
-8,395 |
-56.7% |
40,981 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,688 |
10,652 |
10,499 |
|
R3 |
10,608 |
10,572 |
10,477 |
|
R2 |
10,528 |
10,528 |
10,470 |
|
R1 |
10,492 |
10,492 |
10,462 |
10,510 |
PP |
10,448 |
10,448 |
10,448 |
10,458 |
S1 |
10,412 |
10,412 |
10,448 |
10,430 |
S2 |
10,368 |
10,368 |
10,440 |
|
S3 |
10,288 |
10,332 |
10,433 |
|
S4 |
10,208 |
10,252 |
10,411 |
|
|
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 |
10,530 |
10,290 |
240 |
2.3% |
137 |
1.3% |
69% |
False |
False |
10,475 |
10 |
10,665 |
10,290 |
375 |
3.6% |
132 |
1.3% |
44% |
False |
False |
9,417 |
20 |
10,665 |
10,150 |
515 |
4.9% |
133 |
1.3% |
59% |
False |
False |
7,943 |
40 |
10,665 |
9,905 |
760 |
7.3% |
125 |
1.2% |
72% |
False |
False |
7,101 |
60 |
10,665 |
9,175 |
1,490 |
14.3% |
91 |
0.9% |
86% |
False |
False |
4,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,825 |
2.618 |
10,695 |
1.618 |
10,615 |
1.000 |
10,565 |
0.618 |
10,535 |
HIGH |
10,485 |
0.618 |
10,455 |
0.500 |
10,445 |
0.382 |
10,436 |
LOW |
10,405 |
0.618 |
10,356 |
1.000 |
10,325 |
1.618 |
10,276 |
2.618 |
10,196 |
4.250 |
10,065 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
10,452 |
10,437 |
PP |
10,448 |
10,418 |
S1 |
10,445 |
10,400 |
|