Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,311.25 |
1,311.25 |
0.00 |
0.0% |
1,285.25 |
High |
1,311.75 |
1,324.75 |
13.00 |
1.0% |
1,311.75 |
Low |
1,301.50 |
1,303.00 |
1.50 |
0.1% |
1,281.25 |
Close |
1,311.50 |
1,320.25 |
8.75 |
0.7% |
1,310.75 |
Range |
10.25 |
21.75 |
11.50 |
112.2% |
30.50 |
ATR |
17.56 |
17.86 |
0.30 |
1.7% |
0.00 |
Volume |
1,468,957 |
1,968,562 |
499,605 |
34.0% |
6,181,741 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.25 |
1,372.50 |
1,332.25 |
|
R3 |
1,359.50 |
1,350.75 |
1,326.25 |
|
R2 |
1,337.75 |
1,337.75 |
1,324.25 |
|
R1 |
1,329.00 |
1,329.00 |
1,322.25 |
1,333.50 |
PP |
1,316.00 |
1,316.00 |
1,316.00 |
1,318.25 |
S1 |
1,307.25 |
1,307.25 |
1,318.25 |
1,311.50 |
S2 |
1,294.25 |
1,294.25 |
1,316.25 |
|
S3 |
1,272.50 |
1,285.50 |
1,314.25 |
|
S4 |
1,250.75 |
1,263.75 |
1,308.25 |
|
|
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 |
1,324.75 |
1,299.25 |
25.50 |
1.9% |
13.00 |
1.0% |
82% |
True |
False |
1,543,329 |
10 |
1,324.75 |
1,272.75 |
52.00 |
3.9% |
15.25 |
1.2% |
91% |
True |
False |
1,606,024 |
20 |
1,324.75 |
1,243.00 |
81.75 |
6.2% |
14.50 |
1.1% |
94% |
True |
False |
1,324,449 |
40 |
1,324.75 |
1,164.00 |
160.75 |
12.2% |
20.50 |
1.6% |
97% |
True |
False |
1,241,699 |
60 |
1,324.75 |
1,141.75 |
183.00 |
13.9% |
23.25 |
1.8% |
98% |
True |
False |
829,487 |
80 |
1,324.75 |
1,062.00 |
262.75 |
19.9% |
25.50 |
1.9% |
98% |
True |
False |
622,623 |
100 |
1,324.75 |
1,062.00 |
262.75 |
19.9% |
27.00 |
2.1% |
98% |
True |
False |
498,230 |
120 |
1,324.75 |
1,062.00 |
262.75 |
19.9% |
29.75 |
2.3% |
98% |
True |
False |
415,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.25 |
2.618 |
1,381.75 |
1.618 |
1,360.00 |
1.000 |
1,346.50 |
0.618 |
1,338.25 |
HIGH |
1,324.75 |
0.618 |
1,316.50 |
0.500 |
1,314.00 |
0.382 |
1,311.25 |
LOW |
1,303.00 |
0.618 |
1,289.50 |
1.000 |
1,281.25 |
1.618 |
1,267.75 |
2.618 |
1,246.00 |
4.250 |
1,210.50 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,318.00 |
1,318.00 |
PP |
1,316.00 |
1,315.50 |
S1 |
1,314.00 |
1,313.00 |
|