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 |
11,873.43 |
11,980.52 |
107.09 |
0.9% |
11,783.82 |
High |
11,982.94 |
11,985.97 |
3.03 |
0.0% |
11,905.48 |
Low |
11,867.98 |
11,898.74 |
30.76 |
0.3% |
11,744.77 |
Close |
11,980.52 |
11,977.19 |
-3.33 |
0.0% |
11,871.84 |
Range |
114.96 |
87.23 |
-27.73 |
-24.1% |
160.71 |
ATR |
86.46 |
86.52 |
0.05 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,215.66 |
12,183.65 |
12,025.17 |
|
R3 |
12,128.43 |
12,096.42 |
12,001.18 |
|
R2 |
12,041.20 |
12,041.20 |
11,993.18 |
|
R1 |
12,009.19 |
12,009.19 |
11,985.19 |
11,981.58 |
PP |
11,953.97 |
11,953.97 |
11,953.97 |
11,940.16 |
S1 |
11,921.96 |
11,921.96 |
11,969.19 |
11,894.35 |
S2 |
11,866.74 |
11,866.74 |
11,961.20 |
|
S3 |
11,779.51 |
11,834.73 |
11,953.20 |
|
S4 |
11,692.28 |
11,747.50 |
11,929.21 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,322.83 |
12,258.04 |
11,960.23 |
|
R3 |
12,162.12 |
12,097.33 |
11,916.04 |
|
R2 |
12,001.41 |
12,001.41 |
11,901.30 |
|
R1 |
11,936.62 |
11,936.62 |
11,886.57 |
11,969.02 |
PP |
11,840.70 |
11,840.70 |
11,840.70 |
11,856.89 |
S1 |
11,775.91 |
11,775.91 |
11,857.11 |
11,808.31 |
S2 |
11,679.99 |
11,679.99 |
11,842.38 |
|
S3 |
11,519.28 |
11,615.20 |
11,827.64 |
|
S4 |
11,358.57 |
11,454.49 |
11,783.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,985.97 |
11,744.77 |
241.20 |
2.0% |
89.61 |
0.7% |
96% |
True |
False |
|
10 |
11,985.97 |
11,635.48 |
350.49 |
2.9% |
85.81 |
0.7% |
97% |
True |
False |
|
20 |
11,985.97 |
11,530.32 |
455.65 |
3.8% |
82.82 |
0.7% |
98% |
True |
False |
|
40 |
11,985.97 |
10,929.28 |
1,056.69 |
8.8% |
84.54 |
0.7% |
99% |
True |
False |
|
60 |
11,985.97 |
10,929.28 |
1,056.69 |
8.8% |
98.59 |
0.8% |
99% |
True |
False |
|
80 |
11,985.97 |
10,711.12 |
1,274.85 |
10.6% |
104.48 |
0.9% |
99% |
True |
False |
|
100 |
11,985.97 |
10,253.96 |
1,732.01 |
14.5% |
105.82 |
0.9% |
99% |
True |
False |
|
120 |
11,985.97 |
9,936.62 |
2,049.35 |
17.1% |
113.25 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,356.70 |
2.618 |
12,214.34 |
1.618 |
12,127.11 |
1.000 |
12,073.20 |
0.618 |
12,039.88 |
HIGH |
11,985.97 |
0.618 |
11,952.65 |
0.500 |
11,942.36 |
0.382 |
11,932.06 |
LOW |
11,898.74 |
0.618 |
11,844.83 |
1.000 |
11,811.51 |
1.618 |
11,757.60 |
2.618 |
11,670.37 |
4.250 |
11,528.01 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,965.58 |
11,952.92 |
PP |
11,953.97 |
11,928.65 |
S1 |
11,942.36 |
11,904.39 |
|