Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,347.8 |
1,344.9 |
-2.9 |
-0.2% |
1,361.1 |
High |
1,351.1 |
1,354.0 |
2.9 |
0.2% |
1,380.6 |
Low |
1,338.7 |
1,333.3 |
-5.4 |
-0.4% |
1,338.7 |
Close |
1,342.6 |
1,346.0 |
3.4 |
0.3% |
1,342.6 |
Range |
12.4 |
20.7 |
8.3 |
66.9% |
41.9 |
ATR |
19.4 |
19.5 |
0.1 |
0.5% |
0.0 |
Volume |
48,201 |
24,772 |
-23,429 |
-48.6% |
115,703 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.5 |
1,397.0 |
1,357.4 |
|
R3 |
1,385.8 |
1,376.3 |
1,351.7 |
|
R2 |
1,365.1 |
1,365.1 |
1,349.8 |
|
R1 |
1,355.6 |
1,355.6 |
1,347.9 |
1,360.4 |
PP |
1,344.4 |
1,344.4 |
1,344.4 |
1,346.8 |
S1 |
1,334.9 |
1,334.9 |
1,344.1 |
1,339.7 |
S2 |
1,323.7 |
1,323.7 |
1,342.2 |
|
S3 |
1,303.0 |
1,314.2 |
1,340.3 |
|
S4 |
1,282.3 |
1,293.5 |
1,334.6 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.7 |
1,453.0 |
1,365.6 |
|
R3 |
1,437.8 |
1,411.1 |
1,354.1 |
|
R2 |
1,395.9 |
1,395.9 |
1,350.3 |
|
R1 |
1,369.2 |
1,369.2 |
1,346.4 |
1,361.6 |
PP |
1,354.0 |
1,354.0 |
1,354.0 |
1,350.2 |
S1 |
1,327.3 |
1,327.3 |
1,338.8 |
1,319.7 |
S2 |
1,312.1 |
1,312.1 |
1,334.9 |
|
S3 |
1,270.2 |
1,285.4 |
1,331.1 |
|
S4 |
1,228.3 |
1,243.5 |
1,319.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,380.6 |
1,333.3 |
47.3 |
3.5% |
18.6 |
1.4% |
27% |
False |
True |
28,095 |
10 |
1,394.7 |
1,333.3 |
61.4 |
4.6% |
17.7 |
1.3% |
21% |
False |
True |
27,680 |
20 |
1,426.3 |
1,333.3 |
93.0 |
6.9% |
18.5 |
1.4% |
14% |
False |
True |
17,919 |
40 |
1,434.1 |
1,333.3 |
100.8 |
7.5% |
18.7 |
1.4% |
13% |
False |
True |
11,217 |
60 |
1,434.1 |
1,327.2 |
106.9 |
7.9% |
20.6 |
1.5% |
18% |
False |
False |
8,470 |
80 |
1,434.1 |
1,302.7 |
131.4 |
9.8% |
20.0 |
1.5% |
33% |
False |
False |
6,811 |
100 |
1,434.1 |
1,242.6 |
191.5 |
14.2% |
17.5 |
1.3% |
54% |
False |
False |
5,543 |
120 |
1,434.1 |
1,198.8 |
235.3 |
17.5% |
15.3 |
1.1% |
63% |
False |
False |
4,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.0 |
2.618 |
1,408.2 |
1.618 |
1,387.5 |
1.000 |
1,374.7 |
0.618 |
1,366.8 |
HIGH |
1,354.0 |
0.618 |
1,346.1 |
0.500 |
1,343.7 |
0.382 |
1,341.2 |
LOW |
1,333.3 |
0.618 |
1,320.5 |
1.000 |
1,312.6 |
1.618 |
1,299.8 |
2.618 |
1,279.1 |
4.250 |
1,245.3 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,345.2 |
1,352.9 |
PP |
1,344.4 |
1,350.6 |
S1 |
1,343.7 |
1,348.3 |
|