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 |
1,335.4 |
1,346.4 |
11.0 |
0.8% |
1,366.0 |
High |
1,348.5 |
1,350.6 |
2.1 |
0.2% |
1,382.4 |
Low |
1,328.2 |
1,312.9 |
-15.3 |
-1.2% |
1,340.9 |
Close |
1,336.2 |
1,321.4 |
-14.8 |
-1.1% |
1,344.4 |
Range |
20.3 |
37.7 |
17.4 |
85.7% |
41.5 |
ATR |
19.2 |
20.5 |
1.3 |
6.9% |
0.0 |
Volume |
2,408 |
4,220 |
1,812 |
75.2% |
17,989 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.4 |
1,419.1 |
1,342.1 |
|
R3 |
1,403.7 |
1,381.4 |
1,331.8 |
|
R2 |
1,366.0 |
1,366.0 |
1,328.3 |
|
R1 |
1,343.7 |
1,343.7 |
1,324.9 |
1,336.0 |
PP |
1,328.3 |
1,328.3 |
1,328.3 |
1,324.5 |
S1 |
1,306.0 |
1,306.0 |
1,317.9 |
1,298.3 |
S2 |
1,290.6 |
1,290.6 |
1,314.5 |
|
S3 |
1,252.9 |
1,268.3 |
1,311.0 |
|
S4 |
1,215.2 |
1,230.6 |
1,300.7 |
|
|
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 |
1,355.5 |
1,312.9 |
42.6 |
3.2% |
21.1 |
1.6% |
20% |
False |
True |
3,665 |
10 |
1,396.1 |
1,312.9 |
83.2 |
6.3% |
20.5 |
1.5% |
10% |
False |
True |
3,912 |
20 |
1,428.5 |
1,312.9 |
115.6 |
8.7% |
19.0 |
1.4% |
7% |
False |
True |
3,278 |
40 |
1,436.7 |
1,312.9 |
123.8 |
9.4% |
18.4 |
1.4% |
7% |
False |
True |
2,711 |
60 |
1,436.7 |
1,312.9 |
123.8 |
9.4% |
20.3 |
1.5% |
7% |
False |
True |
2,858 |
80 |
1,436.7 |
1,312.9 |
123.8 |
9.4% |
20.1 |
1.5% |
7% |
False |
True |
2,561 |
100 |
1,436.7 |
1,251.2 |
185.5 |
14.0% |
17.5 |
1.3% |
38% |
False |
False |
2,148 |
120 |
1,436.7 |
1,198.3 |
238.4 |
18.0% |
15.1 |
1.1% |
52% |
False |
False |
1,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,510.8 |
2.618 |
1,449.3 |
1.618 |
1,411.6 |
1.000 |
1,388.3 |
0.618 |
1,373.9 |
HIGH |
1,350.6 |
0.618 |
1,336.2 |
0.500 |
1,331.8 |
0.382 |
1,327.3 |
LOW |
1,312.9 |
0.618 |
1,289.6 |
1.000 |
1,275.2 |
1.618 |
1,251.9 |
2.618 |
1,214.2 |
4.250 |
1,152.7 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,331.8 |
1,331.8 |
PP |
1,328.3 |
1,328.3 |
S1 |
1,324.9 |
1,324.9 |
|