Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,285.25 |
1,289.00 |
3.75 |
0.3% |
1,274.75 |
High |
1,302.50 |
1,304.25 |
1.75 |
0.1% |
1,297.50 |
Low |
1,281.25 |
1,286.50 |
5.25 |
0.4% |
1,267.25 |
Close |
1,289.25 |
1,302.25 |
13.00 |
1.0% |
1,289.00 |
Range |
21.25 |
17.75 |
-3.50 |
-16.5% |
30.25 |
ATR |
20.10 |
19.93 |
-0.17 |
-0.8% |
0.00 |
Volume |
1,836,820 |
1,660,756 |
-176,064 |
-9.6% |
7,314,415 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.00 |
1,344.25 |
1,312.00 |
|
R3 |
1,333.25 |
1,326.50 |
1,307.25 |
|
R2 |
1,315.50 |
1,315.50 |
1,305.50 |
|
R1 |
1,308.75 |
1,308.75 |
1,304.00 |
1,312.00 |
PP |
1,297.75 |
1,297.75 |
1,297.75 |
1,299.25 |
S1 |
1,291.00 |
1,291.00 |
1,300.50 |
1,294.50 |
S2 |
1,280.00 |
1,280.00 |
1,299.00 |
|
S3 |
1,262.25 |
1,273.25 |
1,297.25 |
|
S4 |
1,244.50 |
1,255.50 |
1,292.50 |
|
|
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 |
1,304.25 |
1,272.75 |
31.50 |
2.4% |
17.75 |
1.4% |
94% |
True |
False |
1,668,719 |
10 |
1,304.25 |
1,259.75 |
44.50 |
3.4% |
16.00 |
1.2% |
96% |
True |
False |
1,521,318 |
20 |
1,304.25 |
1,195.50 |
108.75 |
8.4% |
17.25 |
1.3% |
98% |
True |
False |
1,257,485 |
40 |
1,304.25 |
1,141.75 |
162.50 |
12.5% |
22.00 |
1.7% |
99% |
True |
False |
1,049,950 |
60 |
1,304.25 |
1,141.75 |
162.50 |
12.5% |
24.75 |
1.9% |
99% |
True |
False |
701,017 |
80 |
1,304.25 |
1,062.00 |
242.25 |
18.6% |
27.00 |
2.1% |
99% |
True |
False |
526,262 |
100 |
1,304.25 |
1,062.00 |
242.25 |
18.6% |
28.00 |
2.2% |
99% |
True |
False |
421,068 |
120 |
1,304.25 |
1,062.00 |
242.25 |
18.6% |
30.50 |
2.3% |
99% |
True |
False |
350,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.75 |
2.618 |
1,350.75 |
1.618 |
1,333.00 |
1.000 |
1,322.00 |
0.618 |
1,315.25 |
HIGH |
1,304.25 |
0.618 |
1,297.50 |
0.500 |
1,295.50 |
0.382 |
1,293.25 |
LOW |
1,286.50 |
0.618 |
1,275.50 |
1.000 |
1,268.75 |
1.618 |
1,257.75 |
2.618 |
1,240.00 |
4.250 |
1,211.00 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,300.00 |
1,297.75 |
PP |
1,297.75 |
1,293.00 |
S1 |
1,295.50 |
1,288.50 |
|