Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,302.75 |
1,310.00 |
7.25 |
0.6% |
1,285.25 |
High |
1,311.50 |
1,311.75 |
0.25 |
0.0% |
1,311.75 |
Low |
1,299.25 |
1,304.75 |
5.50 |
0.4% |
1,281.25 |
Close |
1,310.50 |
1,310.75 |
0.25 |
0.0% |
1,310.75 |
Range |
12.25 |
7.00 |
-5.25 |
-42.9% |
30.50 |
ATR |
19.38 |
18.50 |
-0.88 |
-4.6% |
0.00 |
Volume |
1,508,684 |
1,175,481 |
-333,203 |
-22.1% |
6,181,741 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.00 |
1,327.50 |
1,314.50 |
|
R3 |
1,323.00 |
1,320.50 |
1,312.75 |
|
R2 |
1,316.00 |
1,316.00 |
1,312.00 |
|
R1 |
1,313.50 |
1,313.50 |
1,311.50 |
1,314.75 |
PP |
1,309.00 |
1,309.00 |
1,309.00 |
1,309.75 |
S1 |
1,306.50 |
1,306.50 |
1,310.00 |
1,307.75 |
S2 |
1,302.00 |
1,302.00 |
1,309.50 |
|
S3 |
1,295.00 |
1,299.50 |
1,308.75 |
|
S4 |
1,288.00 |
1,292.50 |
1,307.00 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.75 |
1,382.25 |
1,327.50 |
|
R3 |
1,362.25 |
1,351.75 |
1,319.25 |
|
R2 |
1,331.75 |
1,331.75 |
1,316.25 |
|
R1 |
1,321.25 |
1,321.25 |
1,313.50 |
1,326.50 |
PP |
1,301.25 |
1,301.25 |
1,301.25 |
1,304.00 |
S1 |
1,290.75 |
1,290.75 |
1,308.00 |
1,296.00 |
S2 |
1,270.75 |
1,270.75 |
1,305.25 |
|
S3 |
1,240.25 |
1,260.25 |
1,302.25 |
|
S4 |
1,209.75 |
1,229.75 |
1,294.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,311.75 |
1,272.75 |
39.00 |
3.0% |
16.00 |
1.2% |
97% |
True |
False |
1,591,283 |
10 |
1,311.75 |
1,266.75 |
45.00 |
3.4% |
15.00 |
1.2% |
98% |
True |
False |
1,494,103 |
20 |
1,311.75 |
1,223.00 |
88.75 |
6.8% |
15.00 |
1.1% |
99% |
True |
False |
1,235,695 |
40 |
1,311.75 |
1,141.75 |
170.00 |
13.0% |
21.25 |
1.6% |
99% |
True |
False |
1,116,411 |
60 |
1,311.75 |
1,141.75 |
170.00 |
13.0% |
24.25 |
1.8% |
99% |
True |
False |
745,713 |
80 |
1,311.75 |
1,062.00 |
249.75 |
19.1% |
26.25 |
2.0% |
100% |
True |
False |
559,781 |
100 |
1,311.75 |
1,062.00 |
249.75 |
19.1% |
27.50 |
2.1% |
100% |
True |
False |
447,909 |
120 |
1,311.75 |
1,062.00 |
249.75 |
19.1% |
30.25 |
2.3% |
100% |
True |
False |
373,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.50 |
2.618 |
1,330.00 |
1.618 |
1,323.00 |
1.000 |
1,318.75 |
0.618 |
1,316.00 |
HIGH |
1,311.75 |
0.618 |
1,309.00 |
0.500 |
1,308.25 |
0.382 |
1,307.50 |
LOW |
1,304.75 |
0.618 |
1,300.50 |
1.000 |
1,297.75 |
1.618 |
1,293.50 |
2.618 |
1,286.50 |
4.250 |
1,275.00 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,310.00 |
1,307.00 |
PP |
1,309.00 |
1,303.00 |
S1 |
1,308.25 |
1,299.00 |
|