Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,289.75 |
1,264.75 |
-25.00 |
-1.9% |
1,274.25 |
High |
1,294.50 |
1,278.75 |
-15.75 |
-1.2% |
1,294.50 |
Low |
1,266.00 |
1,257.75 |
-8.25 |
-0.7% |
1,266.00 |
Close |
1,266.50 |
1,277.50 |
11.00 |
0.9% |
1,266.50 |
Range |
28.50 |
21.00 |
-7.50 |
-26.3% |
28.50 |
ATR |
13.05 |
13.62 |
0.57 |
4.4% |
0.00 |
Volume |
594 |
2,749 |
2,155 |
362.8% |
5,733 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.25 |
1,327.00 |
1,289.00 |
|
R3 |
1,313.25 |
1,306.00 |
1,283.25 |
|
R2 |
1,292.25 |
1,292.25 |
1,281.25 |
|
R1 |
1,285.00 |
1,285.00 |
1,279.50 |
1,288.50 |
PP |
1,271.25 |
1,271.25 |
1,271.25 |
1,273.25 |
S1 |
1,264.00 |
1,264.00 |
1,275.50 |
1,267.50 |
S2 |
1,250.25 |
1,250.25 |
1,273.75 |
|
S3 |
1,229.25 |
1,243.00 |
1,271.75 |
|
S4 |
1,208.25 |
1,222.00 |
1,266.00 |
|
|
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 |
1,257.75 |
36.75 |
2.9% |
16.50 |
1.3% |
54% |
False |
True |
1,534 |
10 |
1,294.50 |
1,257.75 |
36.75 |
2.9% |
15.25 |
1.2% |
54% |
False |
True |
1,321 |
20 |
1,294.50 |
1,250.75 |
43.75 |
3.4% |
14.00 |
1.1% |
61% |
False |
False |
1,203 |
40 |
1,294.50 |
1,204.00 |
90.50 |
7.1% |
11.25 |
0.9% |
81% |
False |
False |
756 |
60 |
1,294.50 |
1,161.50 |
133.00 |
10.4% |
12.75 |
1.0% |
87% |
False |
False |
509 |
80 |
1,294.50 |
1,137.50 |
157.00 |
12.3% |
13.00 |
1.0% |
89% |
False |
False |
383 |
100 |
1,294.50 |
1,083.00 |
211.50 |
16.6% |
13.00 |
1.0% |
92% |
False |
False |
309 |
120 |
1,294.50 |
1,030.50 |
264.00 |
20.7% |
11.00 |
0.9% |
94% |
False |
False |
260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.00 |
2.618 |
1,333.75 |
1.618 |
1,312.75 |
1.000 |
1,299.75 |
0.618 |
1,291.75 |
HIGH |
1,278.75 |
0.618 |
1,270.75 |
0.500 |
1,268.25 |
0.382 |
1,265.75 |
LOW |
1,257.75 |
0.618 |
1,244.75 |
1.000 |
1,236.75 |
1.618 |
1,223.75 |
2.618 |
1,202.75 |
4.250 |
1,168.50 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,274.50 |
1,277.00 |
PP |
1,271.25 |
1,276.50 |
S1 |
1,268.25 |
1,276.00 |
|