Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1,314.00 |
1,309.00 |
-5.00 |
-0.4% |
1,307.50 |
High |
1,314.50 |
1,317.50 |
3.00 |
0.2% |
1,329.75 |
Low |
1,296.00 |
1,302.25 |
6.25 |
0.5% |
1,301.50 |
Close |
1,309.00 |
1,308.25 |
-0.75 |
-0.1% |
1,312.50 |
Range |
18.50 |
15.25 |
-3.25 |
-17.6% |
28.25 |
ATR |
17.70 |
17.52 |
-0.17 |
-1.0% |
0.00 |
Volume |
1,710,571 |
1,891,559 |
180,988 |
10.6% |
8,764,597 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.00 |
1,347.00 |
1,316.75 |
|
R3 |
1,339.75 |
1,331.75 |
1,312.50 |
|
R2 |
1,324.50 |
1,324.50 |
1,311.00 |
|
R1 |
1,316.50 |
1,316.50 |
1,309.75 |
1,313.00 |
PP |
1,309.25 |
1,309.25 |
1,309.25 |
1,307.50 |
S1 |
1,301.25 |
1,301.25 |
1,306.75 |
1,297.50 |
S2 |
1,294.00 |
1,294.00 |
1,305.50 |
|
S3 |
1,278.75 |
1,286.00 |
1,304.00 |
|
S4 |
1,263.50 |
1,270.75 |
1,299.75 |
|
|
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% |
17.75 |
1.3% |
36% |
False |
False |
1,860,561 |
10 |
1,329.75 |
1,286.50 |
43.25 |
3.3% |
15.00 |
1.1% |
50% |
False |
False |
1,671,164 |
20 |
1,329.75 |
1,259.75 |
70.00 |
5.4% |
15.00 |
1.2% |
69% |
False |
False |
1,573,672 |
40 |
1,329.75 |
1,195.50 |
134.25 |
10.3% |
19.00 |
1.5% |
84% |
False |
False |
1,422,998 |
60 |
1,329.75 |
1,141.75 |
188.00 |
14.4% |
22.50 |
1.7% |
89% |
False |
False |
951,548 |
80 |
1,329.75 |
1,123.00 |
206.75 |
15.8% |
24.25 |
1.8% |
90% |
False |
False |
714,200 |
100 |
1,329.75 |
1,062.00 |
267.75 |
20.5% |
26.50 |
2.0% |
92% |
False |
False |
571,571 |
120 |
1,329.75 |
1,062.00 |
267.75 |
20.5% |
28.00 |
2.1% |
92% |
False |
False |
476,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.25 |
2.618 |
1,357.50 |
1.618 |
1,342.25 |
1.000 |
1,332.75 |
0.618 |
1,327.00 |
HIGH |
1,317.50 |
0.618 |
1,311.75 |
0.500 |
1,310.00 |
0.382 |
1,308.00 |
LOW |
1,302.25 |
0.618 |
1,292.75 |
1.000 |
1,287.00 |
1.618 |
1,277.50 |
2.618 |
1,262.25 |
4.250 |
1,237.50 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1,310.00 |
1,308.00 |
PP |
1,309.25 |
1,307.75 |
S1 |
1,308.75 |
1,307.50 |
|