Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,643.5 |
1,649.8 |
6.3 |
0.4% |
1,617.7 |
High |
1,662.9 |
1,650.7 |
-12.2 |
-0.7% |
1,662.9 |
Low |
1,640.9 |
1,625.7 |
-15.2 |
-0.9% |
1,605.7 |
Close |
1,647.7 |
1,630.8 |
-16.9 |
-1.0% |
1,630.8 |
Range |
22.0 |
25.0 |
3.0 |
13.6% |
57.2 |
ATR |
31.5 |
31.0 |
-0.5 |
-1.5% |
0.0 |
Volume |
133,295 |
155,883 |
22,588 |
16.9% |
693,925 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,710.7 |
1,695.8 |
1,644.6 |
|
R3 |
1,685.7 |
1,670.8 |
1,637.7 |
|
R2 |
1,660.7 |
1,660.7 |
1,635.4 |
|
R1 |
1,645.8 |
1,645.8 |
1,633.1 |
1,640.8 |
PP |
1,635.7 |
1,635.7 |
1,635.7 |
1,633.2 |
S1 |
1,620.8 |
1,620.8 |
1,628.5 |
1,615.8 |
S2 |
1,610.7 |
1,610.7 |
1,626.2 |
|
S3 |
1,585.7 |
1,595.8 |
1,623.9 |
|
S4 |
1,560.7 |
1,570.8 |
1,617.1 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,804.7 |
1,775.0 |
1,662.3 |
|
R3 |
1,747.5 |
1,717.8 |
1,646.5 |
|
R2 |
1,690.3 |
1,690.3 |
1,641.3 |
|
R1 |
1,660.6 |
1,660.6 |
1,636.0 |
1,675.5 |
PP |
1,633.1 |
1,633.1 |
1,633.1 |
1,640.6 |
S1 |
1,603.4 |
1,603.4 |
1,625.6 |
1,618.3 |
S2 |
1,575.9 |
1,575.9 |
1,620.3 |
|
S3 |
1,518.7 |
1,546.2 |
1,615.1 |
|
S4 |
1,461.5 |
1,489.0 |
1,599.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,662.9 |
1,605.7 |
57.2 |
3.5% |
23.1 |
1.4% |
44% |
False |
False |
138,785 |
10 |
1,662.9 |
1,546.2 |
116.7 |
7.2% |
27.2 |
1.7% |
72% |
False |
False |
133,647 |
20 |
1,662.9 |
1,523.9 |
139.0 |
8.5% |
27.9 |
1.7% |
77% |
False |
False |
117,226 |
40 |
1,787.1 |
1,523.9 |
263.2 |
16.1% |
33.6 |
2.1% |
41% |
False |
False |
108,136 |
60 |
1,806.6 |
1,523.9 |
282.7 |
17.3% |
33.9 |
2.1% |
38% |
False |
False |
75,139 |
80 |
1,820.8 |
1,523.9 |
296.9 |
18.2% |
38.2 |
2.3% |
36% |
False |
False |
57,315 |
100 |
1,925.1 |
1,523.9 |
401.2 |
24.6% |
42.2 |
2.6% |
27% |
False |
False |
46,464 |
120 |
1,925.1 |
1,523.9 |
401.2 |
24.6% |
41.0 |
2.5% |
27% |
False |
False |
39,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,757.0 |
2.618 |
1,716.2 |
1.618 |
1,691.2 |
1.000 |
1,675.7 |
0.618 |
1,666.2 |
HIGH |
1,650.7 |
0.618 |
1,641.2 |
0.500 |
1,638.2 |
0.382 |
1,635.3 |
LOW |
1,625.7 |
0.618 |
1,610.3 |
1.000 |
1,600.7 |
1.618 |
1,585.3 |
2.618 |
1,560.3 |
4.250 |
1,519.5 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,638.2 |
1,644.3 |
PP |
1,635.7 |
1,639.8 |
S1 |
1,633.3 |
1,635.3 |
|