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 |
5,939.0 |
5,930.0 |
-9.0 |
-0.2% |
5,863.0 |
High |
5,961.0 |
5,930.5 |
-30.5 |
-0.5% |
5,968.5 |
Low |
5,910.0 |
5,806.0 |
-104.0 |
-1.8% |
5,806.0 |
Close |
5,930.5 |
5,850.5 |
-80.0 |
-1.3% |
5,850.5 |
Range |
51.0 |
124.5 |
73.5 |
144.1% |
162.5 |
ATR |
73.9 |
77.5 |
3.6 |
4.9% |
0.0 |
Volume |
85,556 |
130,677 |
45,121 |
52.7% |
488,232 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,236.0 |
6,167.5 |
5,919.0 |
|
R3 |
6,111.5 |
6,043.0 |
5,884.5 |
|
R2 |
5,987.0 |
5,987.0 |
5,873.5 |
|
R1 |
5,918.5 |
5,918.5 |
5,862.0 |
5,890.5 |
PP |
5,862.5 |
5,862.5 |
5,862.5 |
5,848.0 |
S1 |
5,794.0 |
5,794.0 |
5,839.0 |
5,766.0 |
S2 |
5,738.0 |
5,738.0 |
5,827.5 |
|
S3 |
5,613.5 |
5,669.5 |
5,816.5 |
|
S4 |
5,489.0 |
5,545.0 |
5,782.0 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,362.5 |
6,269.0 |
5,940.0 |
|
R3 |
6,200.0 |
6,106.5 |
5,895.0 |
|
R2 |
6,037.5 |
6,037.5 |
5,880.5 |
|
R1 |
5,944.0 |
5,944.0 |
5,865.5 |
5,909.5 |
PP |
5,875.0 |
5,875.0 |
5,875.0 |
5,858.0 |
S1 |
5,781.5 |
5,781.5 |
5,835.5 |
5,747.0 |
S2 |
5,712.5 |
5,712.5 |
5,820.5 |
|
S3 |
5,550.0 |
5,619.0 |
5,806.0 |
|
S4 |
5,387.5 |
5,456.5 |
5,761.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,968.5 |
5,806.0 |
162.5 |
2.8% |
79.5 |
1.4% |
27% |
False |
True |
97,646 |
10 |
6,042.5 |
5,806.0 |
236.5 |
4.0% |
84.5 |
1.4% |
19% |
False |
True |
101,853 |
20 |
6,050.0 |
5,806.0 |
244.0 |
4.2% |
79.0 |
1.4% |
18% |
False |
True |
99,380 |
40 |
6,050.0 |
5,525.0 |
525.0 |
9.0% |
68.5 |
1.2% |
62% |
False |
False |
78,896 |
60 |
6,050.0 |
5,482.0 |
568.0 |
9.7% |
70.5 |
1.2% |
65% |
False |
False |
52,769 |
80 |
6,050.0 |
5,482.0 |
568.0 |
9.7% |
64.0 |
1.1% |
65% |
False |
False |
39,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,459.5 |
2.618 |
6,256.5 |
1.618 |
6,132.0 |
1.000 |
6,055.0 |
0.618 |
6,007.5 |
HIGH |
5,930.5 |
0.618 |
5,883.0 |
0.500 |
5,868.0 |
0.382 |
5,853.5 |
LOW |
5,806.0 |
0.618 |
5,729.0 |
1.000 |
5,681.5 |
1.618 |
5,604.5 |
2.618 |
5,480.0 |
4.250 |
5,277.0 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
5,868.0 |
5,887.0 |
PP |
5,862.5 |
5,875.0 |
S1 |
5,856.5 |
5,863.0 |
|