Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,274.25 |
1,283.00 |
8.75 |
0.7% |
1,285.00 |
High |
1,284.25 |
1,286.25 |
2.00 |
0.2% |
1,291.00 |
Low |
1,273.25 |
1,272.50 |
-0.75 |
-0.1% |
1,262.75 |
Close |
1,283.50 |
1,282.50 |
-1.00 |
-0.1% |
1,274.75 |
Range |
11.00 |
13.75 |
2.75 |
25.0% |
28.25 |
ATR |
12.15 |
12.26 |
0.11 |
0.9% |
0.00 |
Volume |
810 |
807 |
-3 |
-0.4% |
4,731 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.75 |
1,315.75 |
1,290.00 |
|
R3 |
1,308.00 |
1,302.00 |
1,286.25 |
|
R2 |
1,294.25 |
1,294.25 |
1,285.00 |
|
R1 |
1,288.25 |
1,288.25 |
1,283.75 |
1,284.50 |
PP |
1,280.50 |
1,280.50 |
1,280.50 |
1,278.50 |
S1 |
1,274.50 |
1,274.50 |
1,281.25 |
1,270.50 |
S2 |
1,266.75 |
1,266.75 |
1,280.00 |
|
S3 |
1,253.00 |
1,260.75 |
1,278.75 |
|
S4 |
1,239.25 |
1,247.00 |
1,275.00 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.00 |
1,346.00 |
1,290.25 |
|
R3 |
1,332.75 |
1,317.75 |
1,282.50 |
|
R2 |
1,304.50 |
1,304.50 |
1,280.00 |
|
R1 |
1,289.50 |
1,289.50 |
1,277.25 |
1,283.00 |
PP |
1,276.25 |
1,276.25 |
1,276.25 |
1,272.75 |
S1 |
1,261.25 |
1,261.25 |
1,272.25 |
1,254.50 |
S2 |
1,248.00 |
1,248.00 |
1,269.50 |
|
S3 |
1,219.75 |
1,233.00 |
1,267.00 |
|
S4 |
1,191.50 |
1,204.75 |
1,259.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,291.00 |
1,262.75 |
28.25 |
2.2% |
14.50 |
1.1% |
70% |
False |
False |
963 |
10 |
1,291.00 |
1,259.50 |
31.50 |
2.5% |
13.00 |
1.0% |
73% |
False |
False |
1,218 |
20 |
1,291.00 |
1,244.75 |
46.25 |
3.6% |
11.75 |
0.9% |
82% |
False |
False |
911 |
40 |
1,291.00 |
1,163.00 |
128.00 |
10.0% |
11.75 |
0.9% |
93% |
False |
False |
585 |
60 |
1,291.00 |
1,161.50 |
129.50 |
10.1% |
12.50 |
1.0% |
93% |
False |
False |
395 |
80 |
1,291.00 |
1,117.50 |
173.50 |
13.5% |
13.00 |
1.0% |
95% |
False |
False |
298 |
100 |
1,291.00 |
1,067.50 |
223.50 |
17.4% |
12.50 |
1.0% |
96% |
False |
False |
240 |
120 |
1,291.00 |
1,030.50 |
260.50 |
20.3% |
10.50 |
0.8% |
97% |
False |
False |
204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.75 |
2.618 |
1,322.25 |
1.618 |
1,308.50 |
1.000 |
1,300.00 |
0.618 |
1,294.75 |
HIGH |
1,286.25 |
0.618 |
1,281.00 |
0.500 |
1,279.50 |
0.382 |
1,277.75 |
LOW |
1,272.50 |
0.618 |
1,264.00 |
1.000 |
1,258.75 |
1.618 |
1,250.25 |
2.618 |
1,236.50 |
4.250 |
1,214.00 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,281.50 |
1,280.75 |
PP |
1,280.50 |
1,279.00 |
S1 |
1,279.50 |
1,277.25 |
|