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 |
1,347.1 |
1,319.0 |
-28.1 |
-2.1% |
1,350.2 |
High |
1,348.5 |
1,348.9 |
0.4 |
0.0% |
1,356.3 |
Low |
1,314.5 |
1,314.2 |
-0.3 |
0.0% |
1,314.2 |
Close |
1,322.7 |
1,344.7 |
22.0 |
1.7% |
1,344.7 |
Range |
34.0 |
34.7 |
0.7 |
2.1% |
42.1 |
ATR |
18.3 |
19.5 |
1.2 |
6.4% |
0.0 |
Volume |
597 |
1,481 |
884 |
148.1% |
4,061 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.0 |
1,427.1 |
1,363.8 |
|
R3 |
1,405.3 |
1,392.4 |
1,354.2 |
|
R2 |
1,370.6 |
1,370.6 |
1,351.1 |
|
R1 |
1,357.7 |
1,357.7 |
1,347.9 |
1,364.2 |
PP |
1,335.9 |
1,335.9 |
1,335.9 |
1,339.2 |
S1 |
1,323.0 |
1,323.0 |
1,341.5 |
1,329.5 |
S2 |
1,301.2 |
1,301.2 |
1,338.3 |
|
S3 |
1,266.5 |
1,288.3 |
1,335.2 |
|
S4 |
1,231.8 |
1,253.6 |
1,325.6 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.7 |
1,446.8 |
1,367.9 |
|
R3 |
1,422.6 |
1,404.7 |
1,356.3 |
|
R2 |
1,380.5 |
1,380.5 |
1,352.4 |
|
R1 |
1,362.6 |
1,362.6 |
1,348.6 |
1,350.5 |
PP |
1,338.4 |
1,338.4 |
1,338.4 |
1,332.4 |
S1 |
1,320.5 |
1,320.5 |
1,340.8 |
1,308.4 |
S2 |
1,296.3 |
1,296.3 |
1,337.0 |
|
S3 |
1,254.2 |
1,278.4 |
1,333.1 |
|
S4 |
1,212.1 |
1,236.3 |
1,321.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,356.3 |
1,314.2 |
42.1 |
3.1% |
24.4 |
1.8% |
72% |
False |
True |
812 |
10 |
1,383.8 |
1,314.2 |
69.6 |
5.2% |
19.8 |
1.5% |
44% |
False |
True |
995 |
20 |
1,429.5 |
1,314.2 |
115.3 |
8.6% |
18.0 |
1.3% |
26% |
False |
True |
774 |
40 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
15.0 |
1.1% |
25% |
False |
True |
579 |
60 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
16.2 |
1.2% |
25% |
False |
True |
839 |
80 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
12.9 |
1.0% |
25% |
False |
True |
714 |
100 |
1,436.9 |
1,245.0 |
191.9 |
14.3% |
10.8 |
0.8% |
52% |
False |
False |
615 |
120 |
1,436.9 |
1,200.0 |
236.9 |
17.6% |
9.1 |
0.7% |
61% |
False |
False |
559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.4 |
2.618 |
1,439.7 |
1.618 |
1,405.0 |
1.000 |
1,383.6 |
0.618 |
1,370.3 |
HIGH |
1,348.9 |
0.618 |
1,335.6 |
0.500 |
1,331.6 |
0.382 |
1,327.5 |
LOW |
1,314.2 |
0.618 |
1,292.8 |
1.000 |
1,279.5 |
1.618 |
1,258.1 |
2.618 |
1,223.4 |
4.250 |
1,166.7 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,340.3 |
1,340.5 |
PP |
1,335.9 |
1,336.2 |
S1 |
1,331.6 |
1,332.0 |
|