Trading Metrics calculated at close of trading on 26-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,283.00 |
1,282.00 |
-1.00 |
-0.1% |
1,285.00 |
High |
1,286.25 |
1,291.75 |
5.50 |
0.4% |
1,291.00 |
Low |
1,272.50 |
1,281.50 |
9.00 |
0.7% |
1,262.75 |
Close |
1,282.50 |
1,288.75 |
6.25 |
0.5% |
1,274.75 |
Range |
13.75 |
10.25 |
-3.50 |
-25.5% |
28.25 |
ATR |
12.26 |
12.12 |
-0.14 |
-1.2% |
0.00 |
Volume |
807 |
1,040 |
233 |
28.9% |
4,731 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.00 |
1,313.75 |
1,294.50 |
|
R3 |
1,307.75 |
1,303.50 |
1,291.50 |
|
R2 |
1,297.50 |
1,297.50 |
1,290.75 |
|
R1 |
1,293.25 |
1,293.25 |
1,289.75 |
1,295.50 |
PP |
1,287.25 |
1,287.25 |
1,287.25 |
1,288.50 |
S1 |
1,283.00 |
1,283.00 |
1,287.75 |
1,285.00 |
S2 |
1,277.00 |
1,277.00 |
1,286.75 |
|
S3 |
1,266.75 |
1,272.75 |
1,286.00 |
|
S4 |
1,256.50 |
1,262.50 |
1,283.00 |
|
|
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 |
1,291.75 |
1,262.75 |
29.00 |
2.3% |
12.50 |
1.0% |
90% |
True |
False |
663 |
10 |
1,291.75 |
1,262.75 |
29.00 |
2.3% |
13.25 |
1.0% |
90% |
True |
False |
1,284 |
20 |
1,291.75 |
1,244.75 |
47.00 |
3.6% |
12.00 |
0.9% |
94% |
True |
False |
958 |
40 |
1,291.75 |
1,163.75 |
128.00 |
9.9% |
11.50 |
0.9% |
98% |
True |
False |
611 |
60 |
1,291.75 |
1,161.50 |
130.25 |
10.1% |
12.50 |
1.0% |
98% |
True |
False |
413 |
80 |
1,291.75 |
1,117.50 |
174.25 |
13.5% |
13.00 |
1.0% |
98% |
True |
False |
311 |
100 |
1,291.75 |
1,080.50 |
211.25 |
16.4% |
12.50 |
1.0% |
99% |
True |
False |
251 |
120 |
1,291.75 |
1,030.50 |
261.25 |
20.3% |
10.50 |
0.8% |
99% |
True |
False |
213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.25 |
2.618 |
1,318.50 |
1.618 |
1,308.25 |
1.000 |
1,302.00 |
0.618 |
1,298.00 |
HIGH |
1,291.75 |
0.618 |
1,287.75 |
0.500 |
1,286.50 |
0.382 |
1,285.50 |
LOW |
1,281.50 |
0.618 |
1,275.25 |
1.000 |
1,271.25 |
1.618 |
1,265.00 |
2.618 |
1,254.75 |
4.250 |
1,238.00 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,288.00 |
1,286.50 |
PP |
1,287.25 |
1,284.25 |
S1 |
1,286.50 |
1,282.00 |
|