Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,660.7 |
1,657.0 |
-3.7 |
-0.2% |
1,635.8 |
High |
1,670.6 |
1,667.3 |
-3.3 |
-0.2% |
1,670.6 |
Low |
1,649.2 |
1,645.2 |
-4.0 |
-0.2% |
1,631.9 |
Close |
1,654.5 |
1,664.0 |
9.5 |
0.6% |
1,664.0 |
Range |
21.4 |
22.1 |
0.7 |
3.3% |
38.7 |
ATR |
30.0 |
29.4 |
-0.6 |
-1.9% |
0.0 |
Volume |
122,559 |
120,967 |
-1,592 |
-1.3% |
556,536 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,725.1 |
1,716.7 |
1,676.2 |
|
R3 |
1,703.0 |
1,694.6 |
1,670.1 |
|
R2 |
1,680.9 |
1,680.9 |
1,668.1 |
|
R1 |
1,672.5 |
1,672.5 |
1,666.0 |
1,676.7 |
PP |
1,658.8 |
1,658.8 |
1,658.8 |
1,661.0 |
S1 |
1,650.4 |
1,650.4 |
1,662.0 |
1,654.6 |
S2 |
1,636.7 |
1,636.7 |
1,659.9 |
|
S3 |
1,614.6 |
1,628.3 |
1,657.9 |
|
S4 |
1,592.5 |
1,606.2 |
1,651.8 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,771.6 |
1,756.5 |
1,685.3 |
|
R3 |
1,732.9 |
1,717.8 |
1,674.6 |
|
R2 |
1,694.2 |
1,694.2 |
1,671.1 |
|
R1 |
1,679.1 |
1,679.1 |
1,667.5 |
1,686.7 |
PP |
1,655.5 |
1,655.5 |
1,655.5 |
1,659.3 |
S1 |
1,640.4 |
1,640.4 |
1,660.5 |
1,648.0 |
S2 |
1,616.8 |
1,616.8 |
1,656.9 |
|
S3 |
1,578.1 |
1,601.7 |
1,653.4 |
|
S4 |
1,539.4 |
1,563.0 |
1,642.7 |
|
|
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% |
85% |
False |
False |
142,483 |
10 |
1,670.6 |
1,605.7 |
64.9 |
3.9% |
23.9 |
1.4% |
90% |
False |
False |
139,711 |
20 |
1,670.6 |
1,523.9 |
146.7 |
8.8% |
27.0 |
1.6% |
96% |
False |
False |
120,115 |
40 |
1,767.1 |
1,523.9 |
243.2 |
14.6% |
31.9 |
1.9% |
58% |
False |
False |
119,719 |
60 |
1,806.6 |
1,523.9 |
282.7 |
17.0% |
33.5 |
2.0% |
50% |
False |
False |
84,157 |
80 |
1,806.6 |
1,523.9 |
282.7 |
17.0% |
35.1 |
2.1% |
50% |
False |
False |
64,022 |
100 |
1,925.1 |
1,523.9 |
401.2 |
24.1% |
39.9 |
2.4% |
35% |
False |
False |
51,874 |
120 |
1,925.1 |
1,523.9 |
401.2 |
24.1% |
41.3 |
2.5% |
35% |
False |
False |
43,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.2 |
2.618 |
1,725.2 |
1.618 |
1,703.1 |
1.000 |
1,689.4 |
0.618 |
1,681.0 |
HIGH |
1,667.3 |
0.618 |
1,658.9 |
0.500 |
1,656.3 |
0.382 |
1,653.6 |
LOW |
1,645.2 |
0.618 |
1,631.5 |
1.000 |
1,623.1 |
1.618 |
1,609.4 |
2.618 |
1,587.3 |
4.250 |
1,551.3 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,661.4 |
1,661.5 |
PP |
1,658.8 |
1,658.9 |
S1 |
1,656.3 |
1,656.4 |
|