Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,320.75 |
1,314.75 |
-6.00 |
-0.5% |
1,307.50 |
High |
1,329.75 |
1,319.25 |
-10.50 |
-0.8% |
1,329.75 |
Low |
1,309.25 |
1,307.00 |
-2.25 |
-0.2% |
1,301.50 |
Close |
1,315.25 |
1,312.50 |
-2.75 |
-0.2% |
1,312.50 |
Range |
20.50 |
12.25 |
-8.25 |
-40.2% |
28.25 |
ATR |
18.05 |
17.64 |
-0.41 |
-2.3% |
0.00 |
Volume |
2,001,696 |
1,730,421 |
-271,275 |
-13.6% |
8,764,597 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.75 |
1,343.25 |
1,319.25 |
|
R3 |
1,337.50 |
1,331.00 |
1,315.75 |
|
R2 |
1,325.25 |
1,325.25 |
1,314.75 |
|
R1 |
1,318.75 |
1,318.75 |
1,313.50 |
1,316.00 |
PP |
1,313.00 |
1,313.00 |
1,313.00 |
1,311.50 |
S1 |
1,306.50 |
1,306.50 |
1,311.50 |
1,303.50 |
S2 |
1,300.75 |
1,300.75 |
1,310.25 |
|
S3 |
1,288.50 |
1,294.25 |
1,309.25 |
|
S4 |
1,276.25 |
1,282.00 |
1,305.75 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.25 |
1,384.25 |
1,328.00 |
|
R3 |
1,371.00 |
1,356.00 |
1,320.25 |
|
R2 |
1,342.75 |
1,342.75 |
1,317.75 |
|
R1 |
1,327.75 |
1,327.75 |
1,315.00 |
1,335.25 |
PP |
1,314.50 |
1,314.50 |
1,314.50 |
1,318.50 |
S1 |
1,299.50 |
1,299.50 |
1,310.00 |
1,307.00 |
S2 |
1,286.25 |
1,286.25 |
1,307.25 |
|
S3 |
1,258.00 |
1,271.25 |
1,304.75 |
|
S4 |
1,229.75 |
1,243.00 |
1,297.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,329.75 |
1,301.50 |
28.25 |
2.2% |
15.50 |
1.2% |
39% |
False |
False |
1,752,919 |
10 |
1,329.75 |
1,272.75 |
57.00 |
4.3% |
15.75 |
1.2% |
70% |
False |
False |
1,672,101 |
20 |
1,329.75 |
1,243.75 |
86.00 |
6.6% |
14.50 |
1.1% |
80% |
False |
False |
1,450,085 |
40 |
1,329.75 |
1,177.25 |
152.50 |
11.6% |
20.25 |
1.5% |
89% |
False |
False |
1,334,585 |
60 |
1,329.75 |
1,141.75 |
188.00 |
14.3% |
23.00 |
1.7% |
91% |
False |
False |
891,576 |
80 |
1,329.75 |
1,062.00 |
267.75 |
20.4% |
24.75 |
1.9% |
94% |
False |
False |
669,240 |
100 |
1,329.75 |
1,062.00 |
267.75 |
20.4% |
26.75 |
2.0% |
94% |
False |
False |
535,551 |
120 |
1,329.75 |
1,062.00 |
267.75 |
20.4% |
29.00 |
2.2% |
94% |
False |
False |
446,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.25 |
2.618 |
1,351.25 |
1.618 |
1,339.00 |
1.000 |
1,331.50 |
0.618 |
1,326.75 |
HIGH |
1,319.25 |
0.618 |
1,314.50 |
0.500 |
1,313.00 |
0.382 |
1,311.75 |
LOW |
1,307.00 |
0.618 |
1,299.50 |
1.000 |
1,294.75 |
1.618 |
1,287.25 |
2.618 |
1,275.00 |
4.250 |
1,255.00 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,313.00 |
1,316.50 |
PP |
1,313.00 |
1,315.00 |
S1 |
1,312.75 |
1,313.75 |
|