Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,710.9 |
1,720.7 |
9.8 |
0.6% |
1,665.2 |
High |
1,731.5 |
1,739.8 |
8.3 |
0.5% |
1,739.8 |
Low |
1,703.0 |
1,714.2 |
11.2 |
0.7% |
1,649.2 |
Close |
1,726.7 |
1,732.2 |
5.5 |
0.3% |
1,732.2 |
Range |
28.5 |
25.6 |
-2.9 |
-10.2% |
90.6 |
ATR |
30.6 |
30.3 |
-0.4 |
-1.2% |
0.0 |
Volume |
205,055 |
165,285 |
-39,770 |
-19.4% |
840,628 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,805.5 |
1,794.5 |
1,746.3 |
|
R3 |
1,779.9 |
1,768.9 |
1,739.2 |
|
R2 |
1,754.3 |
1,754.3 |
1,736.9 |
|
R1 |
1,743.3 |
1,743.3 |
1,734.5 |
1,748.8 |
PP |
1,728.7 |
1,728.7 |
1,728.7 |
1,731.5 |
S1 |
1,717.7 |
1,717.7 |
1,729.9 |
1,723.2 |
S2 |
1,703.1 |
1,703.1 |
1,727.5 |
|
S3 |
1,677.5 |
1,692.1 |
1,725.2 |
|
S4 |
1,651.9 |
1,666.5 |
1,718.1 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.9 |
1,946.1 |
1,782.0 |
|
R3 |
1,888.3 |
1,855.5 |
1,757.1 |
|
R2 |
1,797.7 |
1,797.7 |
1,748.8 |
|
R1 |
1,764.9 |
1,764.9 |
1,740.5 |
1,781.3 |
PP |
1,707.1 |
1,707.1 |
1,707.1 |
1,715.3 |
S1 |
1,674.3 |
1,674.3 |
1,723.9 |
1,690.7 |
S2 |
1,616.5 |
1,616.5 |
1,715.6 |
|
S3 |
1,525.9 |
1,583.7 |
1,707.3 |
|
S4 |
1,435.3 |
1,493.1 |
1,682.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,739.8 |
1,649.2 |
90.6 |
5.2% |
31.2 |
1.8% |
92% |
True |
False |
168,125 |
10 |
1,739.8 |
1,625.7 |
114.1 |
6.6% |
28.1 |
1.6% |
93% |
True |
False |
155,304 |
20 |
1,739.8 |
1,523.9 |
215.9 |
12.5% |
28.4 |
1.6% |
96% |
True |
False |
142,787 |
40 |
1,767.1 |
1,523.9 |
243.2 |
14.0% |
31.9 |
1.8% |
86% |
False |
False |
132,698 |
60 |
1,806.6 |
1,523.9 |
282.7 |
16.3% |
32.9 |
1.9% |
74% |
False |
False |
97,773 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.3% |
33.9 |
2.0% |
74% |
False |
False |
74,292 |
100 |
1,925.1 |
1,523.9 |
401.2 |
23.2% |
39.2 |
2.3% |
52% |
False |
False |
60,223 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.2% |
41.3 |
2.4% |
52% |
False |
False |
50,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,848.6 |
2.618 |
1,806.8 |
1.618 |
1,781.2 |
1.000 |
1,765.4 |
0.618 |
1,755.6 |
HIGH |
1,739.8 |
0.618 |
1,730.0 |
0.500 |
1,727.0 |
0.382 |
1,724.0 |
LOW |
1,714.2 |
0.618 |
1,698.4 |
1.000 |
1,688.6 |
1.618 |
1,672.8 |
2.618 |
1,647.2 |
4.250 |
1,605.4 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,730.5 |
1,719.6 |
PP |
1,728.7 |
1,707.1 |
S1 |
1,727.0 |
1,694.5 |
|