Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,347.0 |
1,350.2 |
3.2 |
0.2% |
1,369.0 |
High |
1,349.4 |
1,356.3 |
6.9 |
0.5% |
1,383.8 |
Low |
1,342.7 |
1,336.6 |
-6.1 |
-0.5% |
1,342.7 |
Close |
1,346.0 |
1,349.2 |
3.2 |
0.2% |
1,346.0 |
Range |
6.7 |
19.7 |
13.0 |
194.0% |
41.1 |
ATR |
16.2 |
16.5 |
0.2 |
1.5% |
0.0 |
Volume |
767 |
497 |
-270 |
-35.2% |
4,875 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.5 |
1,397.5 |
1,360.0 |
|
R3 |
1,386.8 |
1,377.8 |
1,354.6 |
|
R2 |
1,367.1 |
1,367.1 |
1,352.8 |
|
R1 |
1,358.1 |
1,358.1 |
1,351.0 |
1,352.8 |
PP |
1,347.4 |
1,347.4 |
1,347.4 |
1,344.7 |
S1 |
1,338.4 |
1,338.4 |
1,347.4 |
1,333.1 |
S2 |
1,327.7 |
1,327.7 |
1,345.6 |
|
S3 |
1,308.0 |
1,318.7 |
1,343.8 |
|
S4 |
1,288.3 |
1,299.0 |
1,338.4 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.8 |
1,454.5 |
1,368.6 |
|
R3 |
1,439.7 |
1,413.4 |
1,357.3 |
|
R2 |
1,398.6 |
1,398.6 |
1,353.5 |
|
R1 |
1,372.3 |
1,372.3 |
1,349.8 |
1,364.9 |
PP |
1,357.5 |
1,357.5 |
1,357.5 |
1,353.8 |
S1 |
1,331.2 |
1,331.2 |
1,342.2 |
1,323.8 |
S2 |
1,316.4 |
1,316.4 |
1,338.5 |
|
S3 |
1,275.3 |
1,290.1 |
1,334.7 |
|
S4 |
1,234.2 |
1,249.0 |
1,323.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,383.8 |
1,336.6 |
47.2 |
3.5% |
15.3 |
1.1% |
27% |
False |
True |
1,074 |
10 |
1,397.5 |
1,336.6 |
60.9 |
4.5% |
14.5 |
1.1% |
21% |
False |
True |
905 |
20 |
1,429.5 |
1,336.6 |
92.9 |
6.9% |
14.4 |
1.1% |
14% |
False |
True |
661 |
40 |
1,436.9 |
1,336.6 |
100.3 |
7.4% |
13.9 |
1.0% |
13% |
False |
True |
518 |
60 |
1,436.9 |
1,336.6 |
100.3 |
7.4% |
14.5 |
1.1% |
13% |
False |
True |
791 |
80 |
1,436.9 |
1,312.0 |
124.9 |
9.3% |
11.9 |
0.9% |
30% |
False |
False |
684 |
100 |
1,436.9 |
1,245.0 |
191.9 |
14.2% |
9.8 |
0.7% |
54% |
False |
False |
594 |
120 |
1,436.9 |
1,200.0 |
236.9 |
17.6% |
8.3 |
0.6% |
63% |
False |
False |
535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.0 |
2.618 |
1,407.9 |
1.618 |
1,388.2 |
1.000 |
1,376.0 |
0.618 |
1,368.5 |
HIGH |
1,356.3 |
0.618 |
1,348.8 |
0.500 |
1,346.5 |
0.382 |
1,344.1 |
LOW |
1,336.6 |
0.618 |
1,324.4 |
1.000 |
1,316.9 |
1.618 |
1,304.7 |
2.618 |
1,285.0 |
4.250 |
1,252.9 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,348.3 |
1,355.8 |
PP |
1,347.4 |
1,353.6 |
S1 |
1,346.5 |
1,351.4 |
|