Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,314.75 |
1,314.00 |
-0.75 |
-0.1% |
1,307.50 |
High |
1,319.25 |
1,314.50 |
-4.75 |
-0.4% |
1,329.75 |
Low |
1,307.00 |
1,296.00 |
-11.00 |
-0.8% |
1,301.50 |
Close |
1,312.50 |
1,309.00 |
-3.50 |
-0.3% |
1,312.50 |
Range |
12.25 |
18.50 |
6.25 |
51.0% |
28.25 |
ATR |
17.64 |
17.70 |
0.06 |
0.4% |
0.00 |
Volume |
1,730,421 |
1,710,571 |
-19,850 |
-1.1% |
8,764,597 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.00 |
1,354.00 |
1,319.25 |
|
R3 |
1,343.50 |
1,335.50 |
1,314.00 |
|
R2 |
1,325.00 |
1,325.00 |
1,312.50 |
|
R1 |
1,317.00 |
1,317.00 |
1,310.75 |
1,311.75 |
PP |
1,306.50 |
1,306.50 |
1,306.50 |
1,304.00 |
S1 |
1,298.50 |
1,298.50 |
1,307.25 |
1,293.25 |
S2 |
1,288.00 |
1,288.00 |
1,305.50 |
|
S3 |
1,269.50 |
1,280.00 |
1,304.00 |
|
S4 |
1,251.00 |
1,261.50 |
1,298.75 |
|
|
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 |
1,296.00 |
33.75 |
2.6% |
16.75 |
1.3% |
39% |
False |
True |
1,776,041 |
10 |
1,329.75 |
1,281.25 |
48.50 |
3.7% |
15.50 |
1.2% |
57% |
False |
False |
1,665,690 |
20 |
1,329.75 |
1,250.75 |
79.00 |
6.0% |
14.75 |
1.1% |
74% |
False |
False |
1,501,730 |
40 |
1,329.75 |
1,195.50 |
134.25 |
10.3% |
19.00 |
1.5% |
85% |
False |
False |
1,376,981 |
60 |
1,329.75 |
1,141.75 |
188.00 |
14.4% |
22.50 |
1.7% |
89% |
False |
False |
920,067 |
80 |
1,329.75 |
1,100.50 |
229.25 |
17.5% |
24.50 |
1.9% |
91% |
False |
False |
690,601 |
100 |
1,329.75 |
1,062.00 |
267.75 |
20.5% |
26.75 |
2.0% |
92% |
False |
False |
552,656 |
120 |
1,329.75 |
1,062.00 |
267.75 |
20.5% |
28.50 |
2.2% |
92% |
False |
False |
460,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,393.00 |
2.618 |
1,363.00 |
1.618 |
1,344.50 |
1.000 |
1,333.00 |
0.618 |
1,326.00 |
HIGH |
1,314.50 |
0.618 |
1,307.50 |
0.500 |
1,305.25 |
0.382 |
1,303.00 |
LOW |
1,296.00 |
0.618 |
1,284.50 |
1.000 |
1,277.50 |
1.618 |
1,266.00 |
2.618 |
1,247.50 |
4.250 |
1,217.50 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,307.75 |
1,313.00 |
PP |
1,306.50 |
1,311.50 |
S1 |
1,305.25 |
1,310.25 |
|