Trading Metrics calculated at close of trading on 19-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,651.5 |
1,660.7 |
9.2 |
0.6% |
1,617.7 |
High |
1,662.9 |
1,670.6 |
7.7 |
0.5% |
1,662.9 |
Low |
1,642.1 |
1,649.2 |
7.1 |
0.4% |
1,605.7 |
Close |
1,659.9 |
1,654.5 |
-5.4 |
-0.3% |
1,630.8 |
Range |
20.8 |
21.4 |
0.6 |
2.9% |
57.2 |
ATR |
30.7 |
30.0 |
-0.7 |
-2.2% |
0.0 |
Volume |
140,100 |
122,559 |
-17,541 |
-12.5% |
693,925 |
|
Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.3 |
1,709.8 |
1,666.3 |
|
R3 |
1,700.9 |
1,688.4 |
1,660.4 |
|
R2 |
1,679.5 |
1,679.5 |
1,658.4 |
|
R1 |
1,667.0 |
1,667.0 |
1,656.5 |
1,662.6 |
PP |
1,658.1 |
1,658.1 |
1,658.1 |
1,655.9 |
S1 |
1,645.6 |
1,645.6 |
1,652.5 |
1,641.2 |
S2 |
1,636.7 |
1,636.7 |
1,650.6 |
|
S3 |
1,615.3 |
1,624.2 |
1,648.6 |
|
S4 |
1,593.9 |
1,602.8 |
1,642.7 |
|
|
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 |
1,670.6 |
1,625.7 |
44.9 |
2.7% |
25.1 |
1.5% |
64% |
True |
False |
144,949 |
10 |
1,670.6 |
1,597.7 |
72.9 |
4.4% |
24.6 |
1.5% |
78% |
True |
False |
144,028 |
20 |
1,670.6 |
1,523.9 |
146.7 |
8.9% |
27.3 |
1.6% |
89% |
True |
False |
118,643 |
40 |
1,767.1 |
1,523.9 |
243.2 |
14.7% |
32.8 |
2.0% |
54% |
False |
False |
117,109 |
60 |
1,806.6 |
1,523.9 |
282.7 |
17.1% |
33.6 |
2.0% |
46% |
False |
False |
82,164 |
80 |
1,806.6 |
1,523.9 |
282.7 |
17.1% |
36.4 |
2.2% |
46% |
False |
False |
62,564 |
100 |
1,925.1 |
1,523.9 |
401.2 |
24.2% |
40.3 |
2.4% |
33% |
False |
False |
50,686 |
120 |
1,925.1 |
1,523.9 |
401.2 |
24.2% |
41.3 |
2.5% |
33% |
False |
False |
42,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.6 |
2.618 |
1,726.6 |
1.618 |
1,705.2 |
1.000 |
1,692.0 |
0.618 |
1,683.8 |
HIGH |
1,670.6 |
0.618 |
1,662.4 |
0.500 |
1,659.9 |
0.382 |
1,657.4 |
LOW |
1,649.2 |
0.618 |
1,636.0 |
1.000 |
1,627.8 |
1.618 |
1,614.6 |
2.618 |
1,593.2 |
4.250 |
1,558.3 |
|
|
Fisher Pivots for day following 19-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,659.9 |
1,653.4 |
PP |
1,658.1 |
1,652.3 |
S1 |
1,656.3 |
1,651.3 |
|