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 |
10,455 |
10,510 |
55 |
0.5% |
10,300 |
High |
10,535 |
10,510 |
-25 |
-0.2% |
10,535 |
Low |
10,440 |
10,215 |
-225 |
-2.2% |
10,215 |
Close |
10,515 |
10,235 |
-280 |
-2.7% |
10,235 |
Range |
95 |
295 |
200 |
210.5% |
320 |
ATR |
125 |
138 |
12 |
10.0% |
0 |
Volume |
11,362 |
12,481 |
1,119 |
9.8% |
50,706 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,205 |
11,015 |
10,397 |
|
R3 |
10,910 |
10,720 |
10,316 |
|
R2 |
10,615 |
10,615 |
10,289 |
|
R1 |
10,425 |
10,425 |
10,262 |
10,373 |
PP |
10,320 |
10,320 |
10,320 |
10,294 |
S1 |
10,130 |
10,130 |
10,208 |
10,078 |
S2 |
10,025 |
10,025 |
10,181 |
|
S3 |
9,730 |
9,835 |
10,154 |
|
S4 |
9,435 |
9,540 |
10,073 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,288 |
11,082 |
10,411 |
|
R3 |
10,968 |
10,762 |
10,323 |
|
R2 |
10,648 |
10,648 |
10,294 |
|
R1 |
10,442 |
10,442 |
10,264 |
10,385 |
PP |
10,328 |
10,328 |
10,328 |
10,300 |
S1 |
10,122 |
10,122 |
10,206 |
10,065 |
S2 |
10,008 |
10,008 |
10,176 |
|
S3 |
9,688 |
9,802 |
10,147 |
|
S4 |
9,368 |
9,482 |
10,059 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,535 |
10,215 |
320 |
3.1% |
146 |
1.4% |
6% |
False |
True |
10,141 |
10 |
10,630 |
10,215 |
415 |
4.1% |
151 |
1.5% |
5% |
False |
True |
10,003 |
20 |
10,665 |
10,150 |
515 |
5.0% |
140 |
1.4% |
17% |
False |
False |
8,676 |
40 |
10,665 |
10,140 |
525 |
5.1% |
127 |
1.2% |
18% |
False |
False |
7,693 |
60 |
10,665 |
9,335 |
1,330 |
13.0% |
97 |
1.0% |
68% |
False |
False |
5,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,764 |
2.618 |
11,282 |
1.618 |
10,987 |
1.000 |
10,805 |
0.618 |
10,692 |
HIGH |
10,510 |
0.618 |
10,397 |
0.500 |
10,363 |
0.382 |
10,328 |
LOW |
10,215 |
0.618 |
10,033 |
1.000 |
9,920 |
1.618 |
9,738 |
2.618 |
9,443 |
4.250 |
8,961 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
10,363 |
10,375 |
PP |
10,320 |
10,328 |
S1 |
10,278 |
10,282 |
|