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 |
1,346.4 |
1,316.8 |
-29.6 |
-2.2% |
1,346.6 |
High |
1,350.6 |
1,349.0 |
-1.6 |
-0.1% |
1,355.5 |
Low |
1,312.9 |
1,310.9 |
-2.0 |
-0.2% |
1,310.9 |
Close |
1,321.4 |
1,343.3 |
21.9 |
1.7% |
1,343.3 |
Range |
37.7 |
38.1 |
0.4 |
1.1% |
44.6 |
ATR |
20.5 |
21.8 |
1.3 |
6.1% |
0.0 |
Volume |
4,220 |
8,043 |
3,823 |
90.6% |
19,997 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,448.7 |
1,434.1 |
1,364.3 |
|
R3 |
1,410.6 |
1,396.0 |
1,353.8 |
|
R2 |
1,372.5 |
1,372.5 |
1,350.3 |
|
R1 |
1,357.9 |
1,357.9 |
1,346.8 |
1,365.2 |
PP |
1,334.4 |
1,334.4 |
1,334.4 |
1,338.1 |
S1 |
1,319.8 |
1,319.8 |
1,339.8 |
1,327.1 |
S2 |
1,296.3 |
1,296.3 |
1,336.3 |
|
S3 |
1,258.2 |
1,281.7 |
1,332.8 |
|
S4 |
1,220.1 |
1,243.6 |
1,322.3 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.4 |
1,451.4 |
1,367.8 |
|
R3 |
1,425.8 |
1,406.8 |
1,355.6 |
|
R2 |
1,381.2 |
1,381.2 |
1,351.5 |
|
R1 |
1,362.2 |
1,362.2 |
1,347.4 |
1,349.4 |
PP |
1,336.6 |
1,336.6 |
1,336.6 |
1,330.2 |
S1 |
1,317.6 |
1,317.6 |
1,339.2 |
1,304.8 |
S2 |
1,292.0 |
1,292.0 |
1,335.1 |
|
S3 |
1,247.4 |
1,273.0 |
1,331.0 |
|
S4 |
1,202.8 |
1,228.4 |
1,318.8 |
|
|
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 |
1,310.9 |
44.6 |
3.3% |
26.3 |
2.0% |
73% |
False |
True |
3,999 |
10 |
1,382.4 |
1,310.9 |
71.5 |
5.3% |
22.0 |
1.6% |
45% |
False |
True |
4,339 |
20 |
1,428.5 |
1,310.9 |
117.6 |
8.8% |
20.4 |
1.5% |
28% |
False |
True |
3,616 |
40 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
19.0 |
1.4% |
26% |
False |
True |
2,829 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
20.9 |
1.6% |
26% |
False |
True |
2,979 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
20.2 |
1.5% |
26% |
False |
True |
2,647 |
100 |
1,436.7 |
1,251.2 |
185.5 |
13.8% |
17.9 |
1.3% |
50% |
False |
False |
2,229 |
120 |
1,436.7 |
1,198.3 |
238.4 |
17.7% |
15.4 |
1.1% |
61% |
False |
False |
1,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,510.9 |
2.618 |
1,448.7 |
1.618 |
1,410.6 |
1.000 |
1,387.1 |
0.618 |
1,372.5 |
HIGH |
1,349.0 |
0.618 |
1,334.4 |
0.500 |
1,330.0 |
0.382 |
1,325.5 |
LOW |
1,310.9 |
0.618 |
1,287.4 |
1.000 |
1,272.8 |
1.618 |
1,249.3 |
2.618 |
1,211.2 |
4.250 |
1,149.0 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,338.9 |
1,339.1 |
PP |
1,334.4 |
1,334.9 |
S1 |
1,330.0 |
1,330.8 |
|