Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,307.50 |
1,311.25 |
3.75 |
0.3% |
1,285.25 |
High |
1,318.25 |
1,311.75 |
-6.50 |
-0.5% |
1,311.75 |
Low |
1,305.00 |
1,301.50 |
-3.50 |
-0.3% |
1,281.25 |
Close |
1,311.00 |
1,311.50 |
0.50 |
0.0% |
1,310.75 |
Range |
13.25 |
10.25 |
-3.00 |
-22.6% |
30.50 |
ATR |
18.12 |
17.56 |
-0.56 |
-3.1% |
0.00 |
Volume |
1,594,961 |
1,468,957 |
-126,004 |
-7.9% |
6,181,741 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.00 |
1,335.50 |
1,317.25 |
|
R3 |
1,328.75 |
1,325.25 |
1,314.25 |
|
R2 |
1,318.50 |
1,318.50 |
1,313.50 |
|
R1 |
1,315.00 |
1,315.00 |
1,312.50 |
1,316.75 |
PP |
1,308.25 |
1,308.25 |
1,308.25 |
1,309.00 |
S1 |
1,304.75 |
1,304.75 |
1,310.50 |
1,306.50 |
S2 |
1,298.00 |
1,298.00 |
1,309.50 |
|
S3 |
1,287.75 |
1,294.50 |
1,308.75 |
|
S4 |
1,277.50 |
1,284.25 |
1,305.75 |
|
|
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 |
1,318.25 |
1,286.50 |
31.75 |
2.4% |
12.00 |
0.9% |
79% |
False |
False |
1,481,767 |
10 |
1,318.25 |
1,272.75 |
45.50 |
3.5% |
14.75 |
1.1% |
85% |
False |
False |
1,534,249 |
20 |
1,318.25 |
1,243.00 |
75.25 |
5.7% |
14.00 |
1.1% |
91% |
False |
False |
1,252,855 |
40 |
1,318.25 |
1,141.75 |
176.50 |
13.5% |
20.50 |
1.6% |
96% |
False |
False |
1,192,655 |
60 |
1,318.25 |
1,141.75 |
176.50 |
13.5% |
23.50 |
1.8% |
96% |
False |
False |
796,714 |
80 |
1,318.25 |
1,062.00 |
256.25 |
19.5% |
25.75 |
2.0% |
97% |
False |
False |
598,034 |
100 |
1,318.25 |
1,062.00 |
256.25 |
19.5% |
27.25 |
2.1% |
97% |
False |
False |
478,545 |
120 |
1,318.25 |
1,062.00 |
256.25 |
19.5% |
29.75 |
2.3% |
97% |
False |
False |
398,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.25 |
2.618 |
1,338.50 |
1.618 |
1,328.25 |
1.000 |
1,322.00 |
0.618 |
1,318.00 |
HIGH |
1,311.75 |
0.618 |
1,307.75 |
0.500 |
1,306.50 |
0.382 |
1,305.50 |
LOW |
1,301.50 |
0.618 |
1,295.25 |
1.000 |
1,291.25 |
1.618 |
1,285.00 |
2.618 |
1,274.75 |
4.250 |
1,258.00 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,310.00 |
1,311.00 |
PP |
1,308.25 |
1,310.50 |
S1 |
1,306.50 |
1,310.00 |
|