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 |
11,936 |
11,934 |
-2 |
0.0% |
11,814 |
High |
11,971 |
11,965 |
-6 |
-0.1% |
11,972 |
Low |
11,912 |
11,753 |
-159 |
-1.3% |
11,753 |
Close |
11,944 |
11,775 |
-169 |
-1.4% |
11,775 |
Range |
59 |
212 |
153 |
259.3% |
219 |
ATR |
98 |
106 |
8 |
8.3% |
0 |
Volume |
91,171 |
172,262 |
81,091 |
88.9% |
604,027 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,467 |
12,333 |
11,892 |
|
R3 |
12,255 |
12,121 |
11,833 |
|
R2 |
12,043 |
12,043 |
11,814 |
|
R1 |
11,909 |
11,909 |
11,795 |
11,870 |
PP |
11,831 |
11,831 |
11,831 |
11,812 |
S1 |
11,697 |
11,697 |
11,756 |
11,658 |
S2 |
11,619 |
11,619 |
11,736 |
|
S3 |
11,407 |
11,485 |
11,717 |
|
S4 |
11,195 |
11,273 |
11,659 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,490 |
12,352 |
11,896 |
|
R3 |
12,271 |
12,133 |
11,835 |
|
R2 |
12,052 |
12,052 |
11,815 |
|
R1 |
11,914 |
11,914 |
11,795 |
11,874 |
PP |
11,833 |
11,833 |
11,833 |
11,813 |
S1 |
11,695 |
11,695 |
11,755 |
11,655 |
S2 |
11,614 |
11,614 |
11,735 |
|
S3 |
11,395 |
11,476 |
11,715 |
|
S4 |
11,176 |
11,257 |
11,655 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,972 |
11,753 |
219 |
1.9% |
114 |
1.0% |
10% |
False |
True |
120,805 |
10 |
11,972 |
11,627 |
345 |
2.9% |
112 |
0.9% |
43% |
False |
False |
108,618 |
20 |
11,972 |
11,467 |
505 |
4.3% |
106 |
0.9% |
61% |
False |
False |
98,639 |
40 |
11,972 |
11,145 |
827 |
7.0% |
95 |
0.8% |
76% |
False |
False |
73,033 |
60 |
11,972 |
10,855 |
1,117 |
9.5% |
112 |
0.9% |
82% |
False |
False |
48,712 |
80 |
11,972 |
10,754 |
1,218 |
10.3% |
115 |
1.0% |
84% |
False |
False |
36,550 |
100 |
11,972 |
10,263 |
1,709 |
14.5% |
114 |
1.0% |
88% |
False |
False |
29,248 |
120 |
11,972 |
9,790 |
2,182 |
18.5% |
103 |
0.9% |
91% |
False |
False |
24,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,866 |
2.618 |
12,520 |
1.618 |
12,308 |
1.000 |
12,177 |
0.618 |
12,096 |
HIGH |
11,965 |
0.618 |
11,884 |
0.500 |
11,859 |
0.382 |
11,834 |
LOW |
11,753 |
0.618 |
11,622 |
1.000 |
11,541 |
1.618 |
11,410 |
2.618 |
11,198 |
4.250 |
10,852 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,859 |
11,863 |
PP |
11,831 |
11,833 |
S1 |
11,803 |
11,804 |
|