Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,720.7 |
1,737.2 |
16.5 |
1.0% |
1,665.2 |
High |
1,739.8 |
1,739.9 |
0.1 |
0.0% |
1,739.8 |
Low |
1,714.2 |
1,715.7 |
1.5 |
0.1% |
1,649.2 |
Close |
1,732.2 |
1,731.0 |
-1.2 |
-0.1% |
1,732.2 |
Range |
25.6 |
24.2 |
-1.4 |
-5.5% |
90.6 |
ATR |
30.3 |
29.8 |
-0.4 |
-1.4% |
0.0 |
Volume |
165,285 |
51,547 |
-113,738 |
-68.8% |
840,628 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.5 |
1,790.4 |
1,744.3 |
|
R3 |
1,777.3 |
1,766.2 |
1,737.7 |
|
R2 |
1,753.1 |
1,753.1 |
1,735.4 |
|
R1 |
1,742.0 |
1,742.0 |
1,733.2 |
1,735.5 |
PP |
1,728.9 |
1,728.9 |
1,728.9 |
1,725.6 |
S1 |
1,717.8 |
1,717.8 |
1,728.8 |
1,711.3 |
S2 |
1,704.7 |
1,704.7 |
1,726.6 |
|
S3 |
1,680.5 |
1,693.6 |
1,724.3 |
|
S4 |
1,656.3 |
1,669.4 |
1,717.7 |
|
|
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 |
1,739.9 |
1,649.2 |
90.7 |
5.2% |
32.3 |
1.9% |
90% |
True |
False |
154,908 |
10 |
1,739.9 |
1,631.9 |
108.0 |
6.2% |
28.1 |
1.6% |
92% |
True |
False |
144,871 |
20 |
1,739.9 |
1,546.2 |
193.7 |
11.2% |
27.6 |
1.6% |
95% |
True |
False |
139,259 |
40 |
1,767.1 |
1,523.9 |
243.2 |
14.0% |
31.2 |
1.8% |
85% |
False |
False |
129,663 |
60 |
1,806.6 |
1,523.9 |
282.7 |
16.3% |
32.6 |
1.9% |
73% |
False |
False |
98,557 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.3% |
33.2 |
1.9% |
73% |
False |
False |
74,916 |
100 |
1,890.5 |
1,523.9 |
366.6 |
21.2% |
38.9 |
2.2% |
56% |
False |
False |
60,725 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.2% |
41.2 |
2.4% |
52% |
False |
False |
51,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,842.8 |
2.618 |
1,803.3 |
1.618 |
1,779.1 |
1.000 |
1,764.1 |
0.618 |
1,754.9 |
HIGH |
1,739.9 |
0.618 |
1,730.7 |
0.500 |
1,727.8 |
0.382 |
1,724.9 |
LOW |
1,715.7 |
0.618 |
1,700.7 |
1.000 |
1,691.5 |
1.618 |
1,676.5 |
2.618 |
1,652.3 |
4.250 |
1,612.9 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,729.9 |
1,727.8 |
PP |
1,728.9 |
1,724.6 |
S1 |
1,727.8 |
1,721.5 |
|