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 |
1,288.00 |
1,289.75 |
1.75 |
0.1% |
1,274.25 |
High |
1,293.00 |
1,294.50 |
1.50 |
0.1% |
1,294.50 |
Low |
1,284.50 |
1,266.00 |
-18.50 |
-1.4% |
1,266.00 |
Close |
1,291.00 |
1,266.50 |
-24.50 |
-1.9% |
1,266.50 |
Range |
8.50 |
28.50 |
20.00 |
235.3% |
28.50 |
ATR |
11.86 |
13.05 |
1.19 |
10.0% |
0.00 |
Volume |
2,482 |
594 |
-1,888 |
-76.1% |
5,733 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.25 |
1,342.25 |
1,282.25 |
|
R3 |
1,332.75 |
1,313.75 |
1,274.25 |
|
R2 |
1,304.25 |
1,304.25 |
1,271.75 |
|
R1 |
1,285.25 |
1,285.25 |
1,269.00 |
1,280.50 |
PP |
1,275.75 |
1,275.75 |
1,275.75 |
1,273.25 |
S1 |
1,256.75 |
1,256.75 |
1,264.00 |
1,252.00 |
S2 |
1,247.25 |
1,247.25 |
1,261.25 |
|
S3 |
1,218.75 |
1,228.25 |
1,258.75 |
|
S4 |
1,190.25 |
1,199.75 |
1,250.75 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.25 |
1,342.25 |
1,282.25 |
|
R3 |
1,332.75 |
1,313.75 |
1,274.25 |
|
R2 |
1,304.25 |
1,304.25 |
1,271.75 |
|
R1 |
1,285.25 |
1,285.25 |
1,269.00 |
1,280.50 |
PP |
1,275.75 |
1,275.75 |
1,275.75 |
1,273.25 |
S1 |
1,256.75 |
1,256.75 |
1,264.00 |
1,252.00 |
S2 |
1,247.25 |
1,247.25 |
1,261.25 |
|
S3 |
1,218.75 |
1,228.25 |
1,258.75 |
|
S4 |
1,190.25 |
1,199.75 |
1,250.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,294.50 |
1,266.00 |
28.50 |
2.3% |
14.50 |
1.1% |
2% |
True |
True |
1,146 |
10 |
1,294.50 |
1,262.75 |
31.75 |
2.5% |
14.75 |
1.2% |
12% |
True |
False |
1,282 |
20 |
1,294.50 |
1,244.75 |
49.75 |
3.9% |
13.25 |
1.0% |
44% |
True |
False |
1,089 |
40 |
1,294.50 |
1,193.25 |
101.25 |
8.0% |
11.25 |
0.9% |
72% |
True |
False |
688 |
60 |
1,294.50 |
1,161.50 |
133.00 |
10.5% |
12.75 |
1.0% |
79% |
True |
False |
464 |
80 |
1,294.50 |
1,137.50 |
157.00 |
12.4% |
12.75 |
1.0% |
82% |
True |
False |
349 |
100 |
1,294.50 |
1,083.00 |
211.50 |
16.7% |
12.75 |
1.0% |
87% |
True |
False |
281 |
120 |
1,294.50 |
1,030.50 |
264.00 |
20.8% |
10.75 |
0.9% |
89% |
True |
False |
238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,415.50 |
2.618 |
1,369.00 |
1.618 |
1,340.50 |
1.000 |
1,323.00 |
0.618 |
1,312.00 |
HIGH |
1,294.50 |
0.618 |
1,283.50 |
0.500 |
1,280.25 |
0.382 |
1,277.00 |
LOW |
1,266.00 |
0.618 |
1,248.50 |
1.000 |
1,237.50 |
1.618 |
1,220.00 |
2.618 |
1,191.50 |
4.250 |
1,145.00 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,280.25 |
1,280.25 |
PP |
1,275.75 |
1,275.75 |
S1 |
1,271.00 |
1,271.00 |
|