Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,737.2 |
1,731.7 |
-5.5 |
-0.3% |
1,665.2 |
High |
1,739.9 |
1,747.7 |
7.8 |
0.4% |
1,739.8 |
Low |
1,715.7 |
1,725.0 |
9.3 |
0.5% |
1,649.2 |
Close |
1,731.0 |
1,737.8 |
6.8 |
0.4% |
1,732.2 |
Range |
24.2 |
22.7 |
-1.5 |
-6.2% |
90.6 |
ATR |
29.8 |
29.3 |
-0.5 |
-1.7% |
0.0 |
Volume |
51,547 |
6,988 |
-44,559 |
-86.4% |
840,628 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,804.9 |
1,794.1 |
1,750.3 |
|
R3 |
1,782.2 |
1,771.4 |
1,744.0 |
|
R2 |
1,759.5 |
1,759.5 |
1,742.0 |
|
R1 |
1,748.7 |
1,748.7 |
1,739.9 |
1,754.1 |
PP |
1,736.8 |
1,736.8 |
1,736.8 |
1,739.6 |
S1 |
1,726.0 |
1,726.0 |
1,735.7 |
1,731.4 |
S2 |
1,714.1 |
1,714.1 |
1,733.6 |
|
S3 |
1,691.4 |
1,703.3 |
1,731.6 |
|
S4 |
1,668.7 |
1,680.6 |
1,725.3 |
|
|
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 |
1,747.7 |
1,649.2 |
98.5 |
5.7% |
33.0 |
1.9% |
90% |
True |
False |
131,144 |
10 |
1,747.7 |
1,642.1 |
105.6 |
6.1% |
26.7 |
1.5% |
91% |
True |
False |
128,278 |
20 |
1,747.7 |
1,566.8 |
180.9 |
10.4% |
26.9 |
1.6% |
95% |
True |
False |
135,191 |
40 |
1,767.1 |
1,523.9 |
243.2 |
14.0% |
31.2 |
1.8% |
88% |
False |
False |
127,148 |
60 |
1,806.6 |
1,523.9 |
282.7 |
16.3% |
32.5 |
1.9% |
76% |
False |
False |
98,542 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.3% |
32.8 |
1.9% |
76% |
False |
False |
74,921 |
100 |
1,890.5 |
1,523.9 |
366.6 |
21.1% |
38.3 |
2.2% |
58% |
False |
False |
60,739 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.1% |
40.9 |
2.4% |
53% |
False |
False |
51,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,844.2 |
2.618 |
1,807.1 |
1.618 |
1,784.4 |
1.000 |
1,770.4 |
0.618 |
1,761.7 |
HIGH |
1,747.7 |
0.618 |
1,739.0 |
0.500 |
1,736.4 |
0.382 |
1,733.7 |
LOW |
1,725.0 |
0.618 |
1,711.0 |
1.000 |
1,702.3 |
1.618 |
1,688.3 |
2.618 |
1,665.6 |
4.250 |
1,628.5 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,737.3 |
1,735.5 |
PP |
1,736.8 |
1,733.2 |
S1 |
1,736.4 |
1,731.0 |
|