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 |
11,980.52 |
11,978.85 |
-1.67 |
0.0% |
11,783.82 |
High |
11,985.97 |
12,020.52 |
34.55 |
0.3% |
11,905.48 |
Low |
11,898.74 |
11,961.83 |
63.09 |
0.5% |
11,744.77 |
Close |
11,977.19 |
11,985.44 |
8.25 |
0.1% |
11,871.84 |
Range |
87.23 |
58.69 |
-28.54 |
-32.7% |
160.71 |
ATR |
86.52 |
84.53 |
-1.99 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,165.33 |
12,134.08 |
12,017.72 |
|
R3 |
12,106.64 |
12,075.39 |
12,001.58 |
|
R2 |
12,047.95 |
12,047.95 |
11,996.20 |
|
R1 |
12,016.70 |
12,016.70 |
11,990.82 |
12,032.33 |
PP |
11,989.26 |
11,989.26 |
11,989.26 |
11,997.08 |
S1 |
11,958.01 |
11,958.01 |
11,980.06 |
11,973.64 |
S2 |
11,930.57 |
11,930.57 |
11,974.68 |
|
S3 |
11,871.88 |
11,899.32 |
11,969.30 |
|
S4 |
11,813.19 |
11,840.63 |
11,953.16 |
|
|
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 |
12,020.52 |
11,744.77 |
275.75 |
2.3% |
88.79 |
0.7% |
87% |
True |
False |
|
10 |
12,020.52 |
11,673.62 |
346.90 |
2.9% |
84.82 |
0.7% |
90% |
True |
False |
|
20 |
12,020.52 |
11,530.32 |
490.20 |
4.1% |
83.25 |
0.7% |
93% |
True |
False |
|
40 |
12,020.52 |
10,942.98 |
1,077.54 |
9.0% |
82.14 |
0.7% |
97% |
True |
False |
|
60 |
12,020.52 |
10,929.28 |
1,091.24 |
9.1% |
98.65 |
0.8% |
97% |
True |
False |
|
80 |
12,020.52 |
10,711.12 |
1,309.40 |
10.9% |
104.14 |
0.9% |
97% |
True |
False |
|
100 |
12,020.52 |
10,321.84 |
1,698.68 |
14.2% |
105.74 |
0.9% |
98% |
True |
False |
|
120 |
12,020.52 |
9,936.62 |
2,083.90 |
17.4% |
113.18 |
0.9% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,269.95 |
2.618 |
12,174.17 |
1.618 |
12,115.48 |
1.000 |
12,079.21 |
0.618 |
12,056.79 |
HIGH |
12,020.52 |
0.618 |
11,998.10 |
0.500 |
11,991.18 |
0.382 |
11,984.25 |
LOW |
11,961.83 |
0.618 |
11,925.56 |
1.000 |
11,903.14 |
1.618 |
11,866.87 |
2.618 |
11,808.18 |
4.250 |
11,712.40 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,991.18 |
11,971.71 |
PP |
11,989.26 |
11,957.98 |
S1 |
11,987.35 |
11,944.25 |
|