Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,413 |
12,350 |
-63 |
-0.5% |
12,312 |
High |
12,440 |
12,514 |
74 |
0.6% |
12,465 |
Low |
12,248 |
12,327 |
79 |
0.6% |
12,248 |
Close |
12,390 |
12,420 |
30 |
0.2% |
12,390 |
Range |
192 |
187 |
-5 |
-2.6% |
217 |
ATR |
171 |
172 |
1 |
0.7% |
0 |
Volume |
97,528 |
100,802 |
3,274 |
3.4% |
415,831 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,981 |
12,888 |
12,523 |
|
R3 |
12,794 |
12,701 |
12,472 |
|
R2 |
12,607 |
12,607 |
12,454 |
|
R1 |
12,514 |
12,514 |
12,437 |
12,561 |
PP |
12,420 |
12,420 |
12,420 |
12,444 |
S1 |
12,327 |
12,327 |
12,403 |
12,374 |
S2 |
12,233 |
12,233 |
12,386 |
|
S3 |
12,046 |
12,140 |
12,369 |
|
S4 |
11,859 |
11,953 |
12,317 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,019 |
12,921 |
12,509 |
|
R3 |
12,802 |
12,704 |
12,450 |
|
R2 |
12,585 |
12,585 |
12,430 |
|
R1 |
12,487 |
12,487 |
12,410 |
12,536 |
PP |
12,368 |
12,368 |
12,368 |
12,392 |
S1 |
12,270 |
12,270 |
12,370 |
12,319 |
S2 |
12,151 |
12,151 |
12,350 |
|
S3 |
11,934 |
12,053 |
12,330 |
|
S4 |
11,717 |
11,836 |
12,271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,514 |
12,248 |
266 |
2.1% |
146 |
1.2% |
65% |
True |
False |
87,635 |
10 |
12,514 |
12,219 |
295 |
2.4% |
131 |
1.0% |
68% |
True |
False |
84,850 |
20 |
12,514 |
11,661 |
853 |
6.9% |
151 |
1.2% |
89% |
True |
False |
75,574 |
40 |
12,514 |
11,077 |
1,437 |
11.6% |
188 |
1.5% |
93% |
True |
False |
55,744 |
60 |
12,514 |
11,077 |
1,437 |
11.6% |
193 |
1.5% |
93% |
True |
False |
37,171 |
80 |
12,514 |
10,288 |
2,226 |
17.9% |
211 |
1.7% |
96% |
True |
False |
27,887 |
100 |
12,514 |
10,288 |
2,226 |
17.9% |
191 |
1.5% |
96% |
True |
False |
22,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,309 |
2.618 |
13,004 |
1.618 |
12,817 |
1.000 |
12,701 |
0.618 |
12,630 |
HIGH |
12,514 |
0.618 |
12,443 |
0.500 |
12,421 |
0.382 |
12,399 |
LOW |
12,327 |
0.618 |
12,212 |
1.000 |
12,140 |
1.618 |
12,025 |
2.618 |
11,838 |
4.250 |
11,532 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,421 |
12,407 |
PP |
12,420 |
12,394 |
S1 |
12,420 |
12,381 |
|