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 |
10,510 |
10,230 |
-280 |
-2.7% |
10,300 |
High |
10,510 |
10,300 |
-210 |
-2.0% |
10,535 |
Low |
10,215 |
10,170 |
-45 |
-0.4% |
10,215 |
Close |
10,235 |
10,255 |
20 |
0.2% |
10,235 |
Range |
295 |
130 |
-165 |
-55.9% |
320 |
ATR |
138 |
137 |
-1 |
-0.4% |
0 |
Volume |
12,481 |
8,759 |
-3,722 |
-29.8% |
50,706 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,632 |
10,573 |
10,327 |
|
R3 |
10,502 |
10,443 |
10,291 |
|
R2 |
10,372 |
10,372 |
10,279 |
|
R1 |
10,313 |
10,313 |
10,267 |
10,343 |
PP |
10,242 |
10,242 |
10,242 |
10,256 |
S1 |
10,183 |
10,183 |
10,243 |
10,213 |
S2 |
10,112 |
10,112 |
10,231 |
|
S3 |
9,982 |
10,053 |
10,219 |
|
S4 |
9,852 |
9,923 |
10,184 |
|
|
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 |
10,170 |
365 |
3.6% |
148 |
1.4% |
23% |
False |
True |
10,759 |
10 |
10,630 |
10,170 |
460 |
4.5% |
151 |
1.5% |
18% |
False |
True |
10,044 |
20 |
10,665 |
10,170 |
495 |
4.8% |
142 |
1.4% |
17% |
False |
True |
9,047 |
40 |
10,665 |
10,140 |
525 |
5.1% |
127 |
1.2% |
22% |
False |
False |
7,904 |
60 |
10,665 |
9,520 |
1,145 |
11.2% |
100 |
1.0% |
64% |
False |
False |
5,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,853 |
2.618 |
10,640 |
1.618 |
10,510 |
1.000 |
10,430 |
0.618 |
10,380 |
HIGH |
10,300 |
0.618 |
10,250 |
0.500 |
10,235 |
0.382 |
10,220 |
LOW |
10,170 |
0.618 |
10,090 |
1.000 |
10,040 |
1.618 |
9,960 |
2.618 |
9,830 |
4.250 |
9,618 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
10,248 |
10,353 |
PP |
10,242 |
10,320 |
S1 |
10,235 |
10,288 |
|