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 |
11,985.36 |
11,990.36 |
5.00 |
0.0% |
11,873.43 |
High |
12,019.53 |
12,012.42 |
-7.11 |
-0.1% |
12,020.52 |
Low |
11,971.93 |
11,803.04 |
-168.89 |
-1.4% |
11,803.04 |
Close |
11,989.83 |
11,823.70 |
-166.13 |
-1.4% |
11,823.70 |
Range |
47.60 |
209.38 |
161.78 |
339.9% |
217.48 |
ATR |
81.89 |
91.00 |
9.11 |
11.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,507.86 |
12,375.16 |
11,938.86 |
|
R3 |
12,298.48 |
12,165.78 |
11,881.28 |
|
R2 |
12,089.10 |
12,089.10 |
11,862.09 |
|
R1 |
11,956.40 |
11,956.40 |
11,842.89 |
11,918.06 |
PP |
11,879.72 |
11,879.72 |
11,879.72 |
11,860.55 |
S1 |
11,747.02 |
11,747.02 |
11,804.51 |
11,708.68 |
S2 |
11,670.34 |
11,670.34 |
11,785.31 |
|
S3 |
11,460.96 |
11,537.64 |
11,766.12 |
|
S4 |
11,251.58 |
11,328.26 |
11,708.54 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,534.86 |
12,396.76 |
11,943.31 |
|
R3 |
12,317.38 |
12,179.28 |
11,883.51 |
|
R2 |
12,099.90 |
12,099.90 |
11,863.57 |
|
R1 |
11,961.80 |
11,961.80 |
11,843.64 |
11,922.11 |
PP |
11,882.42 |
11,882.42 |
11,882.42 |
11,862.58 |
S1 |
11,744.32 |
11,744.32 |
11,803.76 |
11,704.63 |
S2 |
11,664.94 |
11,664.94 |
11,783.83 |
|
S3 |
11,447.46 |
11,526.84 |
11,763.89 |
|
S4 |
11,229.98 |
11,309.36 |
11,704.09 |
|
|
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 |
11,803.04 |
217.48 |
1.8% |
103.57 |
0.9% |
9% |
False |
True |
|
10 |
12,020.52 |
11,698.83 |
321.69 |
2.7% |
93.98 |
0.8% |
39% |
False |
False |
|
20 |
12,020.52 |
11,530.32 |
490.20 |
4.1% |
91.36 |
0.8% |
60% |
False |
False |
|
40 |
12,020.52 |
11,255.85 |
764.67 |
6.5% |
78.85 |
0.7% |
74% |
False |
False |
|
60 |
12,020.52 |
10,929.28 |
1,091.24 |
9.2% |
98.32 |
0.8% |
82% |
False |
False |
|
80 |
12,020.52 |
10,892.76 |
1,127.76 |
9.5% |
102.90 |
0.9% |
83% |
False |
False |
|
100 |
12,020.52 |
10,335.69 |
1,684.83 |
14.2% |
105.88 |
0.9% |
88% |
False |
False |
|
120 |
12,020.52 |
9,936.62 |
2,083.90 |
17.6% |
113.45 |
1.0% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,902.29 |
2.618 |
12,560.58 |
1.618 |
12,351.20 |
1.000 |
12,221.80 |
0.618 |
12,141.82 |
HIGH |
12,012.42 |
0.618 |
11,932.44 |
0.500 |
11,907.73 |
0.382 |
11,883.02 |
LOW |
11,803.04 |
0.618 |
11,673.64 |
1.000 |
11,593.66 |
1.618 |
11,464.26 |
2.618 |
11,254.88 |
4.250 |
10,913.18 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
11,907.73 |
11,911.78 |
PP |
11,879.72 |
11,882.42 |
S1 |
11,851.71 |
11,853.06 |
|