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 |
1,336.4 |
1,334.4 |
-2.0 |
-0.1% |
1,361.1 |
High |
1,339.3 |
1,347.9 |
8.6 |
0.6% |
1,380.6 |
Low |
1,323.5 |
1,325.9 |
2.4 |
0.2% |
1,338.7 |
Close |
1,333.8 |
1,334.5 |
0.7 |
0.1% |
1,342.6 |
Range |
15.8 |
22.0 |
6.2 |
39.2% |
41.9 |
ATR |
19.7 |
19.8 |
0.2 |
0.8% |
0.0 |
Volume |
65,534 |
72,284 |
6,750 |
10.3% |
115,703 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.1 |
1,390.3 |
1,346.6 |
|
R3 |
1,380.1 |
1,368.3 |
1,340.6 |
|
R2 |
1,358.1 |
1,358.1 |
1,338.5 |
|
R1 |
1,346.3 |
1,346.3 |
1,336.5 |
1,352.2 |
PP |
1,336.1 |
1,336.1 |
1,336.1 |
1,339.1 |
S1 |
1,324.3 |
1,324.3 |
1,332.5 |
1,330.2 |
S2 |
1,314.1 |
1,314.1 |
1,330.5 |
|
S3 |
1,292.1 |
1,302.3 |
1,328.5 |
|
S4 |
1,270.1 |
1,280.3 |
1,322.4 |
|
|
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 |
1,372.5 |
1,323.5 |
49.0 |
3.7% |
19.9 |
1.5% |
22% |
False |
False |
46,778 |
10 |
1,394.7 |
1,323.5 |
71.2 |
5.3% |
18.9 |
1.4% |
15% |
False |
False |
36,367 |
20 |
1,426.3 |
1,323.5 |
102.8 |
7.7% |
18.5 |
1.4% |
11% |
False |
False |
24,661 |
40 |
1,434.1 |
1,323.5 |
110.6 |
8.3% |
18.7 |
1.4% |
10% |
False |
False |
14,267 |
60 |
1,434.1 |
1,323.5 |
110.6 |
8.3% |
20.5 |
1.5% |
10% |
False |
False |
10,726 |
80 |
1,434.1 |
1,317.0 |
117.1 |
8.8% |
20.2 |
1.5% |
15% |
False |
False |
8,524 |
100 |
1,434.1 |
1,242.6 |
191.5 |
14.3% |
17.8 |
1.3% |
48% |
False |
False |
6,906 |
120 |
1,434.1 |
1,199.0 |
235.1 |
17.6% |
15.6 |
1.2% |
58% |
False |
False |
5,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.4 |
2.618 |
1,405.5 |
1.618 |
1,383.5 |
1.000 |
1,369.9 |
0.618 |
1,361.5 |
HIGH |
1,347.9 |
0.618 |
1,339.5 |
0.500 |
1,336.9 |
0.382 |
1,334.3 |
LOW |
1,325.9 |
0.618 |
1,312.3 |
1.000 |
1,303.9 |
1.618 |
1,290.3 |
2.618 |
1,268.3 |
4.250 |
1,232.4 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,336.9 |
1,338.8 |
PP |
1,336.1 |
1,337.3 |
S1 |
1,335.3 |
1,335.9 |
|