Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,288.25 |
1,292.00 |
3.75 |
0.3% |
1,274.75 |
High |
1,297.50 |
1,295.00 |
-2.50 |
-0.2% |
1,297.50 |
Low |
1,280.75 |
1,272.75 |
-8.00 |
-0.6% |
1,267.25 |
Close |
1,291.75 |
1,289.00 |
-2.75 |
-0.2% |
1,289.00 |
Range |
16.75 |
22.25 |
5.50 |
32.8% |
30.25 |
ATR |
19.84 |
20.01 |
0.17 |
0.9% |
0.00 |
Volume |
1,505,640 |
1,774,678 |
269,038 |
17.9% |
7,314,415 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.25 |
1,343.00 |
1,301.25 |
|
R3 |
1,330.00 |
1,320.75 |
1,295.00 |
|
R2 |
1,307.75 |
1,307.75 |
1,293.00 |
|
R1 |
1,298.50 |
1,298.50 |
1,291.00 |
1,292.00 |
PP |
1,285.50 |
1,285.50 |
1,285.50 |
1,282.50 |
S1 |
1,276.25 |
1,276.25 |
1,287.00 |
1,269.75 |
S2 |
1,263.25 |
1,263.25 |
1,285.00 |
|
S3 |
1,241.00 |
1,254.00 |
1,283.00 |
|
S4 |
1,218.75 |
1,231.75 |
1,276.75 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.25 |
1,362.50 |
1,305.75 |
|
R3 |
1,345.00 |
1,332.25 |
1,297.25 |
|
R2 |
1,314.75 |
1,314.75 |
1,294.50 |
|
R1 |
1,302.00 |
1,302.00 |
1,291.75 |
1,308.50 |
PP |
1,284.50 |
1,284.50 |
1,284.50 |
1,287.75 |
S1 |
1,271.75 |
1,271.75 |
1,286.25 |
1,278.00 |
S2 |
1,254.25 |
1,254.25 |
1,283.50 |
|
S3 |
1,224.00 |
1,241.50 |
1,280.75 |
|
S4 |
1,193.75 |
1,211.25 |
1,272.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,297.50 |
1,267.25 |
30.25 |
2.3% |
15.50 |
1.2% |
72% |
False |
False |
1,462,883 |
10 |
1,297.50 |
1,250.75 |
46.75 |
3.6% |
14.25 |
1.1% |
82% |
False |
False |
1,337,769 |
20 |
1,297.50 |
1,195.50 |
102.00 |
7.9% |
17.25 |
1.3% |
92% |
False |
False |
1,286,879 |
40 |
1,297.50 |
1,141.75 |
155.75 |
12.1% |
22.50 |
1.7% |
95% |
False |
False |
962,647 |
60 |
1,297.50 |
1,141.75 |
155.75 |
12.1% |
25.00 |
1.9% |
95% |
False |
False |
642,806 |
80 |
1,297.50 |
1,062.00 |
235.50 |
18.3% |
27.75 |
2.2% |
96% |
False |
False |
482,567 |
100 |
1,297.50 |
1,062.00 |
235.50 |
18.3% |
28.50 |
2.2% |
96% |
False |
False |
386,101 |
120 |
1,328.00 |
1,062.00 |
266.00 |
20.6% |
30.50 |
2.4% |
85% |
False |
False |
321,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.50 |
2.618 |
1,353.25 |
1.618 |
1,331.00 |
1.000 |
1,317.25 |
0.618 |
1,308.75 |
HIGH |
1,295.00 |
0.618 |
1,286.50 |
0.500 |
1,284.00 |
0.382 |
1,281.25 |
LOW |
1,272.75 |
0.618 |
1,259.00 |
1.000 |
1,250.50 |
1.618 |
1,236.75 |
2.618 |
1,214.50 |
4.250 |
1,178.25 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,287.25 |
1,287.75 |
PP |
1,285.50 |
1,286.50 |
S1 |
1,284.00 |
1,285.00 |
|