Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,665.2 |
1,677.1 |
11.9 |
0.7% |
1,635.8 |
High |
1,681.8 |
1,680.0 |
-1.8 |
-0.1% |
1,670.6 |
Low |
1,663.0 |
1,661.0 |
-2.0 |
-0.1% |
1,631.9 |
Close |
1,678.3 |
1,664.5 |
-13.8 |
-0.8% |
1,664.0 |
Range |
18.8 |
19.0 |
0.2 |
1.1% |
38.7 |
ATR |
28.7 |
28.0 |
-0.7 |
-2.4% |
0.0 |
Volume |
117,633 |
125,807 |
8,174 |
6.9% |
556,536 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,725.5 |
1,714.0 |
1,675.0 |
|
R3 |
1,706.5 |
1,695.0 |
1,669.7 |
|
R2 |
1,687.5 |
1,687.5 |
1,668.0 |
|
R1 |
1,676.0 |
1,676.0 |
1,666.2 |
1,672.3 |
PP |
1,668.5 |
1,668.5 |
1,668.5 |
1,666.6 |
S1 |
1,657.0 |
1,657.0 |
1,662.8 |
1,653.3 |
S2 |
1,649.5 |
1,649.5 |
1,661.0 |
|
S3 |
1,630.5 |
1,638.0 |
1,659.3 |
|
S4 |
1,611.5 |
1,619.0 |
1,654.1 |
|
|
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 |
1,681.8 |
1,642.1 |
39.7 |
2.4% |
20.4 |
1.2% |
56% |
False |
False |
125,413 |
10 |
1,681.8 |
1,609.2 |
72.6 |
4.4% |
23.5 |
1.4% |
76% |
False |
False |
137,064 |
20 |
1,681.8 |
1,523.9 |
157.9 |
9.5% |
26.2 |
1.6% |
89% |
False |
False |
122,283 |
40 |
1,767.1 |
1,523.9 |
243.2 |
14.6% |
31.0 |
1.9% |
58% |
False |
False |
124,354 |
60 |
1,806.6 |
1,523.9 |
282.7 |
17.0% |
32.6 |
2.0% |
50% |
False |
False |
88,107 |
80 |
1,806.6 |
1,523.9 |
282.7 |
17.0% |
34.0 |
2.0% |
50% |
False |
False |
66,935 |
100 |
1,925.1 |
1,523.9 |
401.2 |
24.1% |
39.1 |
2.3% |
35% |
False |
False |
54,288 |
120 |
1,925.1 |
1,523.9 |
401.2 |
24.1% |
41.0 |
2.5% |
35% |
False |
False |
45,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,760.8 |
2.618 |
1,729.7 |
1.618 |
1,710.7 |
1.000 |
1,699.0 |
0.618 |
1,691.7 |
HIGH |
1,680.0 |
0.618 |
1,672.7 |
0.500 |
1,670.5 |
0.382 |
1,668.3 |
LOW |
1,661.0 |
0.618 |
1,649.3 |
1.000 |
1,642.0 |
1.618 |
1,630.3 |
2.618 |
1,611.3 |
4.250 |
1,580.3 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,670.5 |
1,664.2 |
PP |
1,668.5 |
1,663.8 |
S1 |
1,666.5 |
1,663.5 |
|