Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,677.1 |
1,666.5 |
-10.6 |
-0.6% |
1,635.8 |
High |
1,680.0 |
1,713.2 |
33.2 |
2.0% |
1,670.6 |
Low |
1,661.0 |
1,649.2 |
-11.8 |
-0.7% |
1,631.9 |
Close |
1,664.5 |
1,700.1 |
35.6 |
2.1% |
1,664.0 |
Range |
19.0 |
64.0 |
45.0 |
236.8% |
38.7 |
ATR |
28.0 |
30.6 |
2.6 |
9.2% |
0.0 |
Volume |
125,807 |
226,848 |
101,041 |
80.3% |
556,536 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,879.5 |
1,853.8 |
1,735.3 |
|
R3 |
1,815.5 |
1,789.8 |
1,717.7 |
|
R2 |
1,751.5 |
1,751.5 |
1,711.8 |
|
R1 |
1,725.8 |
1,725.8 |
1,706.0 |
1,738.7 |
PP |
1,687.5 |
1,687.5 |
1,687.5 |
1,693.9 |
S1 |
1,661.8 |
1,661.8 |
1,694.2 |
1,674.7 |
S2 |
1,623.5 |
1,623.5 |
1,688.4 |
|
S3 |
1,559.5 |
1,597.8 |
1,682.5 |
|
S4 |
1,495.5 |
1,533.8 |
1,664.9 |
|
|
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 |
1,713.2 |
1,645.2 |
68.0 |
4.0% |
29.1 |
1.7% |
81% |
True |
False |
142,762 |
10 |
1,713.2 |
1,625.7 |
87.5 |
5.1% |
26.6 |
1.6% |
85% |
True |
False |
144,557 |
20 |
1,713.2 |
1,523.9 |
189.3 |
11.1% |
28.8 |
1.7% |
93% |
True |
False |
131,784 |
40 |
1,767.1 |
1,523.9 |
243.2 |
14.3% |
31.9 |
1.9% |
72% |
False |
False |
128,435 |
60 |
1,806.6 |
1,523.9 |
282.7 |
16.6% |
32.9 |
1.9% |
62% |
False |
False |
91,806 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.6% |
34.2 |
2.0% |
62% |
False |
False |
69,727 |
100 |
1,925.1 |
1,523.9 |
401.2 |
23.6% |
39.4 |
2.3% |
44% |
False |
False |
56,546 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.6% |
41.4 |
2.4% |
44% |
False |
False |
47,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,985.2 |
2.618 |
1,880.8 |
1.618 |
1,816.8 |
1.000 |
1,777.2 |
0.618 |
1,752.8 |
HIGH |
1,713.2 |
0.618 |
1,688.8 |
0.500 |
1,681.2 |
0.382 |
1,673.6 |
LOW |
1,649.2 |
0.618 |
1,609.6 |
1.000 |
1,585.2 |
1.618 |
1,545.6 |
2.618 |
1,481.6 |
4.250 |
1,377.2 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,693.8 |
1,693.8 |
PP |
1,687.5 |
1,687.5 |
S1 |
1,681.2 |
1,681.2 |
|