Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,344.9 |
1,336.4 |
-8.5 |
-0.6% |
1,361.1 |
High |
1,354.0 |
1,339.3 |
-14.7 |
-1.1% |
1,380.6 |
Low |
1,333.3 |
1,323.5 |
-9.8 |
-0.7% |
1,338.7 |
Close |
1,346.0 |
1,333.8 |
-12.2 |
-0.9% |
1,342.6 |
Range |
20.7 |
15.8 |
-4.9 |
-23.7% |
41.9 |
ATR |
19.5 |
19.7 |
0.2 |
1.1% |
0.0 |
Volume |
24,772 |
65,534 |
40,762 |
164.5% |
115,703 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.6 |
1,372.5 |
1,342.5 |
|
R3 |
1,363.8 |
1,356.7 |
1,338.1 |
|
R2 |
1,348.0 |
1,348.0 |
1,336.7 |
|
R1 |
1,340.9 |
1,340.9 |
1,335.2 |
1,336.6 |
PP |
1,332.2 |
1,332.2 |
1,332.2 |
1,330.0 |
S1 |
1,325.1 |
1,325.1 |
1,332.4 |
1,320.8 |
S2 |
1,316.4 |
1,316.4 |
1,330.9 |
|
S3 |
1,300.6 |
1,309.3 |
1,329.5 |
|
S4 |
1,284.8 |
1,293.5 |
1,325.1 |
|
|
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 |
1,323.5 |
57.1 |
4.3% |
18.0 |
1.3% |
18% |
False |
True |
36,986 |
10 |
1,394.7 |
1,323.5 |
71.2 |
5.3% |
18.2 |
1.4% |
14% |
False |
True |
31,387 |
20 |
1,426.3 |
1,323.5 |
102.8 |
7.7% |
18.6 |
1.4% |
10% |
False |
True |
21,115 |
40 |
1,434.1 |
1,323.5 |
110.6 |
8.3% |
18.5 |
1.4% |
9% |
False |
True |
12,745 |
60 |
1,434.1 |
1,323.5 |
110.6 |
8.3% |
20.5 |
1.5% |
9% |
False |
True |
9,540 |
80 |
1,434.1 |
1,317.0 |
117.1 |
8.8% |
20.0 |
1.5% |
14% |
False |
False |
7,624 |
100 |
1,434.1 |
1,242.6 |
191.5 |
14.4% |
17.6 |
1.3% |
48% |
False |
False |
6,197 |
120 |
1,434.1 |
1,199.0 |
235.1 |
17.6% |
15.4 |
1.2% |
57% |
False |
False |
5,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.5 |
2.618 |
1,380.7 |
1.618 |
1,364.9 |
1.000 |
1,355.1 |
0.618 |
1,349.1 |
HIGH |
1,339.3 |
0.618 |
1,333.3 |
0.500 |
1,331.4 |
0.382 |
1,329.5 |
LOW |
1,323.5 |
0.618 |
1,313.7 |
1.000 |
1,307.7 |
1.618 |
1,297.9 |
2.618 |
1,282.1 |
4.250 |
1,256.4 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,333.0 |
1,338.8 |
PP |
1,332.2 |
1,337.1 |
S1 |
1,331.4 |
1,335.5 |
|