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 |
10,435 |
10,455 |
20 |
0.2% |
10,605 |
High |
10,485 |
10,535 |
50 |
0.5% |
10,630 |
Low |
10,405 |
10,440 |
35 |
0.3% |
10,290 |
Close |
10,455 |
10,515 |
60 |
0.6% |
10,320 |
Range |
80 |
95 |
15 |
18.8% |
340 |
ATR |
128 |
125 |
-2 |
-1.8% |
0 |
Volume |
6,400 |
11,362 |
4,962 |
77.5% |
40,981 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,782 |
10,743 |
10,567 |
|
R3 |
10,687 |
10,648 |
10,541 |
|
R2 |
10,592 |
10,592 |
10,533 |
|
R1 |
10,553 |
10,553 |
10,524 |
10,573 |
PP |
10,497 |
10,497 |
10,497 |
10,506 |
S1 |
10,458 |
10,458 |
10,506 |
10,478 |
S2 |
10,402 |
10,402 |
10,498 |
|
S3 |
10,307 |
10,363 |
10,489 |
|
S4 |
10,212 |
10,268 |
10,463 |
|
|
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 |
10,535 |
10,290 |
245 |
2.3% |
133 |
1.3% |
92% |
True |
False |
10,111 |
10 |
10,655 |
10,290 |
365 |
3.5% |
129 |
1.2% |
62% |
False |
False |
9,667 |
20 |
10,665 |
10,150 |
515 |
4.9% |
133 |
1.3% |
71% |
False |
False |
8,338 |
40 |
10,665 |
10,035 |
630 |
6.0% |
124 |
1.2% |
76% |
False |
False |
7,384 |
60 |
10,665 |
9,260 |
1,405 |
13.4% |
92 |
0.9% |
89% |
False |
False |
4,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,939 |
2.618 |
10,784 |
1.618 |
10,689 |
1.000 |
10,630 |
0.618 |
10,594 |
HIGH |
10,535 |
0.618 |
10,499 |
0.500 |
10,488 |
0.382 |
10,476 |
LOW |
10,440 |
0.618 |
10,381 |
1.000 |
10,345 |
1.618 |
10,286 |
2.618 |
10,191 |
4.250 |
10,036 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
10,506 |
10,493 |
PP |
10,497 |
10,470 |
S1 |
10,488 |
10,448 |
|