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 |
1,337.8 |
1,335.4 |
-2.4 |
-0.2% |
1,366.0 |
High |
1,340.0 |
1,348.5 |
8.5 |
0.6% |
1,382.4 |
Low |
1,325.1 |
1,328.2 |
3.1 |
0.2% |
1,340.9 |
Close |
1,335.5 |
1,336.2 |
0.7 |
0.1% |
1,344.4 |
Range |
14.9 |
20.3 |
5.4 |
36.2% |
41.5 |
ATR |
19.1 |
19.2 |
0.1 |
0.4% |
0.0 |
Volume |
2,795 |
2,408 |
-387 |
-13.8% |
17,989 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.5 |
1,387.7 |
1,347.4 |
|
R3 |
1,378.2 |
1,367.4 |
1,341.8 |
|
R2 |
1,357.9 |
1,357.9 |
1,339.9 |
|
R1 |
1,347.1 |
1,347.1 |
1,338.1 |
1,352.5 |
PP |
1,337.6 |
1,337.6 |
1,337.6 |
1,340.4 |
S1 |
1,326.8 |
1,326.8 |
1,334.3 |
1,332.2 |
S2 |
1,317.3 |
1,317.3 |
1,332.5 |
|
S3 |
1,297.0 |
1,306.5 |
1,330.6 |
|
S4 |
1,276.7 |
1,286.2 |
1,325.0 |
|
|
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 |
1,372.5 |
1,325.1 |
47.4 |
3.5% |
18.9 |
1.4% |
23% |
False |
False |
3,658 |
10 |
1,396.1 |
1,325.1 |
71.0 |
5.3% |
17.9 |
1.3% |
16% |
False |
False |
3,814 |
20 |
1,428.5 |
1,325.1 |
103.4 |
7.7% |
17.8 |
1.3% |
11% |
False |
False |
3,151 |
40 |
1,436.7 |
1,325.1 |
111.6 |
8.4% |
18.1 |
1.4% |
10% |
False |
False |
2,724 |
60 |
1,436.7 |
1,325.1 |
111.6 |
8.4% |
20.0 |
1.5% |
10% |
False |
False |
2,823 |
80 |
1,436.7 |
1,319.1 |
117.6 |
8.8% |
19.7 |
1.5% |
15% |
False |
False |
2,516 |
100 |
1,436.7 |
1,251.2 |
185.5 |
13.9% |
17.2 |
1.3% |
46% |
False |
False |
2,106 |
120 |
1,436.7 |
1,198.3 |
238.4 |
17.8% |
14.8 |
1.1% |
58% |
False |
False |
1,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,434.8 |
2.618 |
1,401.6 |
1.618 |
1,381.3 |
1.000 |
1,368.8 |
0.618 |
1,361.0 |
HIGH |
1,348.5 |
0.618 |
1,340.7 |
0.500 |
1,338.4 |
0.382 |
1,336.0 |
LOW |
1,328.2 |
0.618 |
1,315.7 |
1.000 |
1,307.9 |
1.618 |
1,295.4 |
2.618 |
1,275.1 |
4.250 |
1,241.9 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,338.4 |
1,340.3 |
PP |
1,337.6 |
1,338.9 |
S1 |
1,336.9 |
1,337.6 |
|