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 |
1,346.6 |
1,337.8 |
-8.8 |
-0.7% |
1,366.0 |
High |
1,355.5 |
1,340.0 |
-15.5 |
-1.1% |
1,382.4 |
Low |
1,335.1 |
1,325.1 |
-10.0 |
-0.7% |
1,340.9 |
Close |
1,347.7 |
1,335.5 |
-12.2 |
-0.9% |
1,344.4 |
Range |
20.4 |
14.9 |
-5.5 |
-27.0% |
41.5 |
ATR |
18.8 |
19.1 |
0.3 |
1.4% |
0.0 |
Volume |
2,531 |
2,795 |
264 |
10.4% |
17,989 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.2 |
1,371.8 |
1,343.7 |
|
R3 |
1,363.3 |
1,356.9 |
1,339.6 |
|
R2 |
1,348.4 |
1,348.4 |
1,338.2 |
|
R1 |
1,342.0 |
1,342.0 |
1,336.9 |
1,337.8 |
PP |
1,333.5 |
1,333.5 |
1,333.5 |
1,331.4 |
S1 |
1,327.1 |
1,327.1 |
1,334.1 |
1,322.9 |
S2 |
1,318.6 |
1,318.6 |
1,332.8 |
|
S3 |
1,303.7 |
1,312.2 |
1,331.4 |
|
S4 |
1,288.8 |
1,297.3 |
1,327.3 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.4 |
1,453.9 |
1,367.2 |
|
R3 |
1,438.9 |
1,412.4 |
1,355.8 |
|
R2 |
1,397.4 |
1,397.4 |
1,352.0 |
|
R1 |
1,370.9 |
1,370.9 |
1,348.2 |
1,363.4 |
PP |
1,355.9 |
1,355.9 |
1,355.9 |
1,352.2 |
S1 |
1,329.4 |
1,329.4 |
1,340.6 |
1,321.9 |
S2 |
1,314.4 |
1,314.4 |
1,336.8 |
|
S3 |
1,272.9 |
1,287.9 |
1,333.0 |
|
S4 |
1,231.4 |
1,246.4 |
1,321.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,382.4 |
1,325.1 |
57.3 |
4.3% |
17.2 |
1.3% |
18% |
False |
True |
4,242 |
10 |
1,396.1 |
1,325.1 |
71.0 |
5.3% |
17.1 |
1.3% |
15% |
False |
True |
3,925 |
20 |
1,428.5 |
1,325.1 |
103.4 |
7.7% |
17.8 |
1.3% |
10% |
False |
True |
3,042 |
40 |
1,436.7 |
1,325.1 |
111.6 |
8.4% |
18.0 |
1.3% |
9% |
False |
True |
2,758 |
60 |
1,436.7 |
1,325.1 |
111.6 |
8.4% |
20.0 |
1.5% |
9% |
False |
True |
2,807 |
80 |
1,436.7 |
1,314.7 |
122.0 |
9.1% |
19.6 |
1.5% |
17% |
False |
False |
2,490 |
100 |
1,436.7 |
1,251.2 |
185.5 |
13.9% |
17.0 |
1.3% |
45% |
False |
False |
2,094 |
120 |
1,436.7 |
1,198.3 |
238.4 |
17.9% |
14.7 |
1.1% |
58% |
False |
False |
1,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.3 |
2.618 |
1,379.0 |
1.618 |
1,364.1 |
1.000 |
1,354.9 |
0.618 |
1,349.2 |
HIGH |
1,340.0 |
0.618 |
1,334.3 |
0.500 |
1,332.6 |
0.382 |
1,330.8 |
LOW |
1,325.1 |
0.618 |
1,315.9 |
1.000 |
1,310.2 |
1.618 |
1,301.0 |
2.618 |
1,286.1 |
4.250 |
1,261.8 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,334.5 |
1,340.3 |
PP |
1,333.5 |
1,338.7 |
S1 |
1,332.6 |
1,337.1 |
|