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 |
11,927 |
11,920 |
-7 |
-0.1% |
11,729 |
High |
11,951 |
11,972 |
21 |
0.2% |
11,857 |
Low |
11,851 |
11,911 |
60 |
0.5% |
11,688 |
Close |
11,922 |
11,936 |
14 |
0.1% |
11,822 |
Range |
100 |
61 |
-39 |
-39.0% |
169 |
ATR |
104 |
101 |
-3 |
-2.9% |
0 |
Volume |
133,455 |
99,816 |
-33,639 |
-25.2% |
393,150 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,123 |
12,090 |
11,970 |
|
R3 |
12,062 |
12,029 |
11,953 |
|
R2 |
12,001 |
12,001 |
11,947 |
|
R1 |
11,968 |
11,968 |
11,942 |
11,985 |
PP |
11,940 |
11,940 |
11,940 |
11,948 |
S1 |
11,907 |
11,907 |
11,931 |
11,924 |
S2 |
11,879 |
11,879 |
11,925 |
|
S3 |
11,818 |
11,846 |
11,919 |
|
S4 |
11,757 |
11,785 |
11,903 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,296 |
12,228 |
11,915 |
|
R3 |
12,127 |
12,059 |
11,869 |
|
R2 |
11,958 |
11,958 |
11,853 |
|
R1 |
11,890 |
11,890 |
11,838 |
11,924 |
PP |
11,789 |
11,789 |
11,789 |
11,806 |
S1 |
11,721 |
11,721 |
11,807 |
11,755 |
S2 |
11,620 |
11,620 |
11,791 |
|
S3 |
11,451 |
11,552 |
11,776 |
|
S4 |
11,282 |
11,383 |
11,729 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,972 |
11,694 |
278 |
2.3% |
103 |
0.9% |
87% |
True |
False |
108,017 |
10 |
11,972 |
11,605 |
367 |
3.1% |
104 |
0.9% |
90% |
True |
False |
99,838 |
20 |
11,972 |
11,467 |
505 |
4.2% |
98 |
0.8% |
93% |
True |
False |
88,913 |
40 |
11,972 |
10,870 |
1,102 |
9.2% |
99 |
0.8% |
97% |
True |
False |
66,453 |
60 |
11,972 |
10,855 |
1,117 |
9.4% |
112 |
0.9% |
97% |
True |
False |
44,323 |
80 |
11,972 |
10,575 |
1,397 |
11.7% |
116 |
1.0% |
97% |
True |
False |
33,258 |
100 |
11,972 |
10,206 |
1,766 |
14.8% |
111 |
0.9% |
98% |
True |
False |
26,614 |
120 |
11,972 |
9,790 |
2,182 |
18.3% |
102 |
0.8% |
98% |
True |
False |
22,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,231 |
2.618 |
12,132 |
1.618 |
12,071 |
1.000 |
12,033 |
0.618 |
12,010 |
HIGH |
11,972 |
0.618 |
11,949 |
0.500 |
11,942 |
0.382 |
11,934 |
LOW |
11,911 |
0.618 |
11,873 |
1.000 |
11,850 |
1.618 |
11,812 |
2.618 |
11,751 |
4.250 |
11,652 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,942 |
11,920 |
PP |
11,940 |
11,905 |
S1 |
11,938 |
11,889 |
|