Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,649.8 |
1,635.8 |
-14.0 |
-0.8% |
1,617.7 |
High |
1,650.7 |
1,668.0 |
17.3 |
1.0% |
1,662.9 |
Low |
1,625.7 |
1,631.9 |
6.2 |
0.4% |
1,605.7 |
Close |
1,630.8 |
1,655.6 |
24.8 |
1.5% |
1,630.8 |
Range |
25.0 |
36.1 |
11.1 |
44.4% |
57.2 |
ATR |
31.0 |
31.4 |
0.4 |
1.4% |
0.0 |
Volume |
155,883 |
172,910 |
17,027 |
10.9% |
693,925 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.1 |
1,744.0 |
1,675.5 |
|
R3 |
1,724.0 |
1,707.9 |
1,665.5 |
|
R2 |
1,687.9 |
1,687.9 |
1,662.2 |
|
R1 |
1,671.8 |
1,671.8 |
1,658.9 |
1,679.9 |
PP |
1,651.8 |
1,651.8 |
1,651.8 |
1,655.9 |
S1 |
1,635.7 |
1,635.7 |
1,652.3 |
1,643.8 |
S2 |
1,615.7 |
1,615.7 |
1,649.0 |
|
S3 |
1,579.6 |
1,599.6 |
1,645.7 |
|
S4 |
1,543.5 |
1,563.5 |
1,635.7 |
|
|
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 |
1,668.0 |
1,609.2 |
58.8 |
3.6% |
26.5 |
1.6% |
79% |
True |
False |
148,716 |
10 |
1,668.0 |
1,566.8 |
101.2 |
6.1% |
27.2 |
1.6% |
88% |
True |
False |
142,105 |
20 |
1,668.0 |
1,523.9 |
144.1 |
8.7% |
28.0 |
1.7% |
91% |
True |
False |
117,132 |
40 |
1,770.5 |
1,523.9 |
246.6 |
14.9% |
33.8 |
2.0% |
53% |
False |
False |
112,059 |
60 |
1,806.6 |
1,523.9 |
282.7 |
17.1% |
34.1 |
2.1% |
47% |
False |
False |
77,905 |
80 |
1,806.6 |
1,523.9 |
282.7 |
17.1% |
38.2 |
2.3% |
47% |
False |
False |
59,446 |
100 |
1,925.1 |
1,523.9 |
401.2 |
24.2% |
41.6 |
2.5% |
33% |
False |
False |
48,139 |
120 |
1,925.1 |
1,523.9 |
401.2 |
24.2% |
41.2 |
2.5% |
33% |
False |
False |
40,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,821.4 |
2.618 |
1,762.5 |
1.618 |
1,726.4 |
1.000 |
1,704.1 |
0.618 |
1,690.3 |
HIGH |
1,668.0 |
0.618 |
1,654.2 |
0.500 |
1,650.0 |
0.382 |
1,645.7 |
LOW |
1,631.9 |
0.618 |
1,609.6 |
1.000 |
1,595.8 |
1.618 |
1,573.5 |
2.618 |
1,537.4 |
4.250 |
1,478.5 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,653.7 |
1,652.7 |
PP |
1,651.8 |
1,649.8 |
S1 |
1,650.0 |
1,646.9 |
|