Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,334.4 |
1,345.2 |
10.8 |
0.8% |
1,361.1 |
High |
1,347.9 |
1,349.0 |
1.1 |
0.1% |
1,380.6 |
Low |
1,325.9 |
1,311.0 |
-14.9 |
-1.1% |
1,338.7 |
Close |
1,334.5 |
1,319.8 |
-14.7 |
-1.1% |
1,342.6 |
Range |
22.0 |
38.0 |
16.0 |
72.7% |
41.9 |
ATR |
19.8 |
21.1 |
1.3 |
6.5% |
0.0 |
Volume |
72,284 |
85,450 |
13,166 |
18.2% |
115,703 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.6 |
1,418.2 |
1,340.7 |
|
R3 |
1,402.6 |
1,380.2 |
1,330.3 |
|
R2 |
1,364.6 |
1,364.6 |
1,326.8 |
|
R1 |
1,342.2 |
1,342.2 |
1,323.3 |
1,334.4 |
PP |
1,326.6 |
1,326.6 |
1,326.6 |
1,322.7 |
S1 |
1,304.2 |
1,304.2 |
1,316.3 |
1,296.4 |
S2 |
1,288.6 |
1,288.6 |
1,312.8 |
|
S3 |
1,250.6 |
1,266.2 |
1,309.4 |
|
S4 |
1,212.6 |
1,228.2 |
1,298.9 |
|
|
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 |
1,354.0 |
1,311.0 |
43.0 |
3.3% |
21.8 |
1.7% |
20% |
False |
True |
59,248 |
10 |
1,394.7 |
1,311.0 |
83.7 |
6.3% |
21.6 |
1.6% |
11% |
False |
True |
42,572 |
20 |
1,426.3 |
1,311.0 |
115.3 |
8.7% |
19.7 |
1.5% |
8% |
False |
True |
28,530 |
40 |
1,434.1 |
1,311.0 |
123.1 |
9.3% |
19.0 |
1.4% |
7% |
False |
True |
16,174 |
60 |
1,434.1 |
1,311.0 |
123.1 |
9.3% |
20.9 |
1.6% |
7% |
False |
True |
12,132 |
80 |
1,434.1 |
1,311.0 |
123.1 |
9.3% |
20.6 |
1.6% |
7% |
False |
True |
9,585 |
100 |
1,434.1 |
1,246.8 |
187.3 |
14.2% |
18.0 |
1.4% |
39% |
False |
False |
7,758 |
120 |
1,434.1 |
1,199.0 |
235.1 |
17.8% |
15.9 |
1.2% |
51% |
False |
False |
6,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,510.5 |
2.618 |
1,448.5 |
1.618 |
1,410.5 |
1.000 |
1,387.0 |
0.618 |
1,372.5 |
HIGH |
1,349.0 |
0.618 |
1,334.5 |
0.500 |
1,330.0 |
0.382 |
1,325.5 |
LOW |
1,311.0 |
0.618 |
1,287.5 |
1.000 |
1,273.0 |
1.618 |
1,249.5 |
2.618 |
1,211.5 |
4.250 |
1,149.5 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,330.0 |
1,330.0 |
PP |
1,326.6 |
1,326.6 |
S1 |
1,323.2 |
1,323.2 |
|