Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
5,888.5 |
5,939.0 |
50.5 |
0.9% |
5,980.0 |
High |
5,968.5 |
5,961.0 |
-7.5 |
-0.1% |
6,042.5 |
Low |
5,888.5 |
5,910.0 |
21.5 |
0.4% |
5,824.0 |
Close |
5,940.5 |
5,930.5 |
-10.0 |
-0.2% |
5,862.0 |
Range |
80.0 |
51.0 |
-29.0 |
-36.3% |
218.5 |
ATR |
75.6 |
73.9 |
-1.8 |
-2.3% |
0.0 |
Volume |
87,223 |
85,556 |
-1,667 |
-1.9% |
530,299 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,087.0 |
6,059.5 |
5,958.5 |
|
R3 |
6,036.0 |
6,008.5 |
5,944.5 |
|
R2 |
5,985.0 |
5,985.0 |
5,940.0 |
|
R1 |
5,957.5 |
5,957.5 |
5,935.0 |
5,946.0 |
PP |
5,934.0 |
5,934.0 |
5,934.0 |
5,928.0 |
S1 |
5,906.5 |
5,906.5 |
5,926.0 |
5,895.0 |
S2 |
5,883.0 |
5,883.0 |
5,921.0 |
|
S3 |
5,832.0 |
5,855.5 |
5,916.5 |
|
S4 |
5,781.0 |
5,804.5 |
5,902.5 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,565.0 |
6,432.0 |
5,982.0 |
|
R3 |
6,346.5 |
6,213.5 |
5,922.0 |
|
R2 |
6,128.0 |
6,128.0 |
5,902.0 |
|
R1 |
5,995.0 |
5,995.0 |
5,882.0 |
5,952.0 |
PP |
5,909.5 |
5,909.5 |
5,909.5 |
5,888.0 |
S1 |
5,776.5 |
5,776.5 |
5,842.0 |
5,734.0 |
S2 |
5,691.0 |
5,691.0 |
5,822.0 |
|
S3 |
5,472.5 |
5,558.0 |
5,802.0 |
|
S4 |
5,254.0 |
5,339.5 |
5,742.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,968.5 |
5,833.0 |
135.5 |
2.3% |
68.5 |
1.2% |
72% |
False |
False |
95,386 |
10 |
6,042.5 |
5,824.0 |
218.5 |
3.7% |
81.0 |
1.4% |
49% |
False |
False |
98,660 |
20 |
6,050.0 |
5,824.0 |
226.0 |
3.8% |
75.5 |
1.3% |
47% |
False |
False |
95,016 |
40 |
6,050.0 |
5,482.0 |
568.0 |
9.6% |
67.0 |
1.1% |
79% |
False |
False |
75,657 |
60 |
6,050.0 |
5,482.0 |
568.0 |
9.6% |
69.5 |
1.2% |
79% |
False |
False |
50,601 |
80 |
6,050.0 |
5,482.0 |
568.0 |
9.6% |
63.0 |
1.1% |
79% |
False |
False |
37,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,178.0 |
2.618 |
6,094.5 |
1.618 |
6,043.5 |
1.000 |
6,012.0 |
0.618 |
5,992.5 |
HIGH |
5,961.0 |
0.618 |
5,941.5 |
0.500 |
5,935.5 |
0.382 |
5,929.5 |
LOW |
5,910.0 |
0.618 |
5,878.5 |
1.000 |
5,859.0 |
1.618 |
5,827.5 |
2.618 |
5,776.5 |
4.250 |
5,693.0 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
5,935.5 |
5,926.0 |
PP |
5,934.0 |
5,921.5 |
S1 |
5,932.0 |
5,917.0 |
|