Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,350 |
12,416 |
66 |
0.5% |
12,312 |
High |
12,514 |
12,529 |
15 |
0.1% |
12,465 |
Low |
12,327 |
12,397 |
70 |
0.6% |
12,248 |
Close |
12,420 |
12,504 |
84 |
0.7% |
12,390 |
Range |
187 |
132 |
-55 |
-29.4% |
217 |
ATR |
172 |
169 |
-3 |
-1.7% |
0 |
Volume |
100,802 |
84,854 |
-15,948 |
-15.8% |
415,831 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,873 |
12,820 |
12,577 |
|
R3 |
12,741 |
12,688 |
12,540 |
|
R2 |
12,609 |
12,609 |
12,528 |
|
R1 |
12,556 |
12,556 |
12,516 |
12,583 |
PP |
12,477 |
12,477 |
12,477 |
12,490 |
S1 |
12,424 |
12,424 |
12,492 |
12,451 |
S2 |
12,345 |
12,345 |
12,480 |
|
S3 |
12,213 |
12,292 |
12,468 |
|
S4 |
12,081 |
12,160 |
12,432 |
|
|
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 |
12,529 |
12,248 |
281 |
2.2% |
145 |
1.2% |
91% |
True |
False |
89,379 |
10 |
12,529 |
12,219 |
310 |
2.5% |
134 |
1.1% |
92% |
True |
False |
85,726 |
20 |
12,529 |
11,661 |
868 |
6.9% |
150 |
1.2% |
97% |
True |
False |
74,395 |
40 |
12,529 |
11,077 |
1,452 |
11.6% |
186 |
1.5% |
98% |
True |
False |
57,864 |
60 |
12,529 |
11,077 |
1,452 |
11.6% |
192 |
1.5% |
98% |
True |
False |
38,584 |
80 |
12,529 |
10,288 |
2,241 |
17.9% |
206 |
1.6% |
99% |
True |
False |
28,947 |
100 |
12,529 |
10,288 |
2,241 |
17.9% |
193 |
1.5% |
99% |
True |
False |
23,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,090 |
2.618 |
12,875 |
1.618 |
12,743 |
1.000 |
12,661 |
0.618 |
12,611 |
HIGH |
12,529 |
0.618 |
12,479 |
0.500 |
12,463 |
0.382 |
12,448 |
LOW |
12,397 |
0.618 |
12,316 |
1.000 |
12,265 |
1.618 |
12,184 |
2.618 |
12,052 |
4.250 |
11,836 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,490 |
12,466 |
PP |
12,477 |
12,427 |
S1 |
12,463 |
12,389 |
|