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 |
1,345.2 |
1,314.9 |
-30.3 |
-2.3% |
1,344.9 |
High |
1,349.0 |
1,348.0 |
-1.0 |
-0.1% |
1,354.0 |
Low |
1,311.0 |
1,309.1 |
-1.9 |
-0.1% |
1,309.1 |
Close |
1,319.8 |
1,341.7 |
21.9 |
1.7% |
1,341.7 |
Range |
38.0 |
38.9 |
0.9 |
2.4% |
44.9 |
ATR |
21.1 |
22.4 |
1.3 |
6.0% |
0.0 |
Volume |
85,450 |
185,772 |
100,322 |
117.4% |
433,812 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.6 |
1,434.6 |
1,363.1 |
|
R3 |
1,410.7 |
1,395.7 |
1,352.4 |
|
R2 |
1,371.8 |
1,371.8 |
1,348.8 |
|
R1 |
1,356.8 |
1,356.8 |
1,345.3 |
1,364.3 |
PP |
1,332.9 |
1,332.9 |
1,332.9 |
1,336.7 |
S1 |
1,317.9 |
1,317.9 |
1,338.1 |
1,325.4 |
S2 |
1,294.0 |
1,294.0 |
1,334.6 |
|
S3 |
1,255.1 |
1,279.0 |
1,331.0 |
|
S4 |
1,216.2 |
1,240.1 |
1,320.3 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.6 |
1,450.6 |
1,366.4 |
|
R3 |
1,424.7 |
1,405.7 |
1,354.0 |
|
R2 |
1,379.8 |
1,379.8 |
1,349.9 |
|
R1 |
1,360.8 |
1,360.8 |
1,345.8 |
1,347.9 |
PP |
1,334.9 |
1,334.9 |
1,334.9 |
1,328.5 |
S1 |
1,315.9 |
1,315.9 |
1,337.6 |
1,303.0 |
S2 |
1,290.0 |
1,290.0 |
1,333.5 |
|
S3 |
1,245.1 |
1,271.0 |
1,329.4 |
|
S4 |
1,200.2 |
1,226.1 |
1,317.0 |
|
|
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 |
1,309.1 |
44.9 |
3.3% |
27.1 |
2.0% |
73% |
False |
True |
86,762 |
10 |
1,380.6 |
1,309.1 |
71.5 |
5.3% |
23.1 |
1.7% |
46% |
False |
True |
58,726 |
20 |
1,426.3 |
1,309.1 |
117.2 |
8.7% |
21.1 |
1.6% |
28% |
False |
True |
37,655 |
40 |
1,434.1 |
1,309.1 |
125.0 |
9.3% |
19.6 |
1.5% |
26% |
False |
True |
20,724 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.3% |
21.4 |
1.6% |
26% |
False |
True |
15,213 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.3% |
20.7 |
1.5% |
26% |
False |
True |
11,900 |
100 |
1,434.1 |
1,246.8 |
187.3 |
14.0% |
18.4 |
1.4% |
51% |
False |
False |
9,615 |
120 |
1,434.1 |
1,199.0 |
235.1 |
17.5% |
16.2 |
1.2% |
61% |
False |
False |
8,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,513.3 |
2.618 |
1,449.8 |
1.618 |
1,410.9 |
1.000 |
1,386.9 |
0.618 |
1,372.0 |
HIGH |
1,348.0 |
0.618 |
1,333.1 |
0.500 |
1,328.6 |
0.382 |
1,324.0 |
LOW |
1,309.1 |
0.618 |
1,285.1 |
1.000 |
1,270.2 |
1.618 |
1,246.2 |
2.618 |
1,207.3 |
4.250 |
1,143.8 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,337.3 |
1,337.5 |
PP |
1,332.9 |
1,333.3 |
S1 |
1,328.6 |
1,329.1 |
|