Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,282.00 |
1,288.00 |
6.00 |
0.5% |
1,285.00 |
High |
1,291.75 |
1,293.00 |
1.25 |
0.1% |
1,291.00 |
Low |
1,281.50 |
1,284.50 |
3.00 |
0.2% |
1,262.75 |
Close |
1,288.75 |
1,291.00 |
2.25 |
0.2% |
1,274.75 |
Range |
10.25 |
8.50 |
-1.75 |
-17.1% |
28.25 |
ATR |
12.12 |
11.86 |
-0.26 |
-2.1% |
0.00 |
Volume |
1,040 |
2,482 |
1,442 |
138.7% |
4,731 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.00 |
1,311.50 |
1,295.75 |
|
R3 |
1,306.50 |
1,303.00 |
1,293.25 |
|
R2 |
1,298.00 |
1,298.00 |
1,292.50 |
|
R1 |
1,294.50 |
1,294.50 |
1,291.75 |
1,296.25 |
PP |
1,289.50 |
1,289.50 |
1,289.50 |
1,290.50 |
S1 |
1,286.00 |
1,286.00 |
1,290.25 |
1,287.75 |
S2 |
1,281.00 |
1,281.00 |
1,289.50 |
|
S3 |
1,272.50 |
1,277.50 |
1,288.75 |
|
S4 |
1,264.00 |
1,269.00 |
1,286.25 |
|
|
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 |
1,293.00 |
1,268.25 |
24.75 |
1.9% |
11.50 |
0.9% |
92% |
True |
False |
1,074 |
10 |
1,293.00 |
1,262.75 |
30.25 |
2.3% |
12.50 |
1.0% |
93% |
True |
False |
1,395 |
20 |
1,293.00 |
1,244.75 |
48.25 |
3.7% |
12.00 |
0.9% |
96% |
True |
False |
1,068 |
40 |
1,293.00 |
1,167.25 |
125.75 |
9.7% |
11.25 |
0.9% |
98% |
True |
False |
673 |
60 |
1,293.00 |
1,161.50 |
131.50 |
10.2% |
12.50 |
1.0% |
98% |
True |
False |
454 |
80 |
1,293.00 |
1,123.25 |
169.75 |
13.1% |
12.75 |
1.0% |
99% |
True |
False |
342 |
100 |
1,293.00 |
1,083.00 |
210.00 |
16.3% |
12.50 |
1.0% |
99% |
True |
False |
275 |
120 |
1,293.00 |
1,030.50 |
262.50 |
20.3% |
10.75 |
0.8% |
99% |
True |
False |
233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.00 |
2.618 |
1,315.25 |
1.618 |
1,306.75 |
1.000 |
1,301.50 |
0.618 |
1,298.25 |
HIGH |
1,293.00 |
0.618 |
1,289.75 |
0.500 |
1,288.75 |
0.382 |
1,287.75 |
LOW |
1,284.50 |
0.618 |
1,279.25 |
1.000 |
1,276.00 |
1.618 |
1,270.75 |
2.618 |
1,262.25 |
4.250 |
1,248.50 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,290.25 |
1,288.25 |
PP |
1,289.50 |
1,285.50 |
S1 |
1,288.75 |
1,282.75 |
|