Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,292.00 |
1,285.25 |
-6.75 |
-0.5% |
1,274.75 |
High |
1,295.00 |
1,302.50 |
7.50 |
0.6% |
1,297.50 |
Low |
1,272.75 |
1,281.25 |
8.50 |
0.7% |
1,267.25 |
Close |
1,289.00 |
1,289.25 |
0.25 |
0.0% |
1,289.00 |
Range |
22.25 |
21.25 |
-1.00 |
-4.5% |
30.25 |
ATR |
20.01 |
20.10 |
0.09 |
0.4% |
0.00 |
Volume |
1,774,678 |
1,836,820 |
62,142 |
3.5% |
7,314,415 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.75 |
1,343.25 |
1,301.00 |
|
R3 |
1,333.50 |
1,322.00 |
1,295.00 |
|
R2 |
1,312.25 |
1,312.25 |
1,293.25 |
|
R1 |
1,300.75 |
1,300.75 |
1,291.25 |
1,306.50 |
PP |
1,291.00 |
1,291.00 |
1,291.00 |
1,294.00 |
S1 |
1,279.50 |
1,279.50 |
1,287.25 |
1,285.25 |
S2 |
1,269.75 |
1,269.75 |
1,285.25 |
|
S3 |
1,248.50 |
1,258.25 |
1,283.50 |
|
S4 |
1,227.25 |
1,237.00 |
1,277.50 |
|
|
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 |
1,302.50 |
1,272.75 |
29.75 |
2.3% |
17.50 |
1.4% |
55% |
True |
False |
1,586,731 |
10 |
1,302.50 |
1,259.75 |
42.75 |
3.3% |
15.25 |
1.2% |
69% |
True |
False |
1,476,179 |
20 |
1,302.50 |
1,195.50 |
107.00 |
8.3% |
17.25 |
1.3% |
88% |
True |
False |
1,283,591 |
40 |
1,302.50 |
1,141.75 |
160.75 |
12.5% |
22.25 |
1.7% |
92% |
True |
False |
1,008,504 |
60 |
1,302.50 |
1,141.75 |
160.75 |
12.5% |
24.75 |
1.9% |
92% |
True |
False |
673,361 |
80 |
1,302.50 |
1,062.00 |
240.50 |
18.7% |
27.50 |
2.1% |
94% |
True |
False |
505,516 |
100 |
1,302.50 |
1,062.00 |
240.50 |
18.7% |
28.25 |
2.2% |
94% |
True |
False |
404,468 |
120 |
1,316.50 |
1,062.00 |
254.50 |
19.7% |
30.50 |
2.4% |
89% |
False |
False |
337,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.75 |
2.618 |
1,358.25 |
1.618 |
1,337.00 |
1.000 |
1,323.75 |
0.618 |
1,315.75 |
HIGH |
1,302.50 |
0.618 |
1,294.50 |
0.500 |
1,292.00 |
0.382 |
1,289.25 |
LOW |
1,281.25 |
0.618 |
1,268.00 |
1.000 |
1,260.00 |
1.618 |
1,246.75 |
2.618 |
1,225.50 |
4.250 |
1,191.00 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,292.00 |
1,288.75 |
PP |
1,291.00 |
1,288.25 |
S1 |
1,290.00 |
1,287.50 |
|