Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,635.8 |
1,651.5 |
15.7 |
1.0% |
1,617.7 |
High |
1,668.0 |
1,662.9 |
-5.1 |
-0.3% |
1,662.9 |
Low |
1,631.9 |
1,642.1 |
10.2 |
0.6% |
1,605.7 |
Close |
1,655.6 |
1,659.9 |
4.3 |
0.3% |
1,630.8 |
Range |
36.1 |
20.8 |
-15.3 |
-42.4% |
57.2 |
ATR |
31.4 |
30.7 |
-0.8 |
-2.4% |
0.0 |
Volume |
172,910 |
140,100 |
-32,810 |
-19.0% |
693,925 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.4 |
1,709.4 |
1,671.3 |
|
R3 |
1,696.6 |
1,688.6 |
1,665.6 |
|
R2 |
1,675.8 |
1,675.8 |
1,663.7 |
|
R1 |
1,667.8 |
1,667.8 |
1,661.8 |
1,671.8 |
PP |
1,655.0 |
1,655.0 |
1,655.0 |
1,657.0 |
S1 |
1,647.0 |
1,647.0 |
1,658.0 |
1,651.0 |
S2 |
1,634.2 |
1,634.2 |
1,656.1 |
|
S3 |
1,613.4 |
1,626.2 |
1,654.2 |
|
S4 |
1,592.6 |
1,605.4 |
1,648.5 |
|
|
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 |
1,625.7 |
42.3 |
2.5% |
24.2 |
1.5% |
81% |
False |
False |
146,351 |
10 |
1,668.0 |
1,593.8 |
74.2 |
4.5% |
25.1 |
1.5% |
89% |
False |
False |
146,163 |
20 |
1,668.0 |
1,523.9 |
144.1 |
8.7% |
27.5 |
1.7% |
94% |
False |
False |
117,926 |
40 |
1,767.1 |
1,523.9 |
243.2 |
14.7% |
32.9 |
2.0% |
56% |
False |
False |
114,847 |
60 |
1,806.6 |
1,523.9 |
282.7 |
17.0% |
33.8 |
2.0% |
48% |
False |
False |
80,181 |
80 |
1,806.6 |
1,523.9 |
282.7 |
17.0% |
37.7 |
2.3% |
48% |
False |
False |
61,099 |
100 |
1,925.1 |
1,523.9 |
401.2 |
24.2% |
40.8 |
2.5% |
34% |
False |
False |
49,493 |
120 |
1,925.1 |
1,523.9 |
401.2 |
24.2% |
41.2 |
2.5% |
34% |
False |
False |
41,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,751.3 |
2.618 |
1,717.4 |
1.618 |
1,696.6 |
1.000 |
1,683.7 |
0.618 |
1,675.8 |
HIGH |
1,662.9 |
0.618 |
1,655.0 |
0.500 |
1,652.5 |
0.382 |
1,650.0 |
LOW |
1,642.1 |
0.618 |
1,629.2 |
1.000 |
1,621.3 |
1.618 |
1,608.4 |
2.618 |
1,587.6 |
4.250 |
1,553.7 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,657.4 |
1,655.6 |
PP |
1,655.0 |
1,651.2 |
S1 |
1,652.5 |
1,646.9 |
|