Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,594 |
12,633 |
39 |
0.3% |
12,350 |
High |
12,668 |
12,709 |
41 |
0.3% |
12,668 |
Low |
12,553 |
12,611 |
58 |
0.5% |
12,327 |
Close |
12,654 |
12,650 |
-4 |
0.0% |
12,654 |
Range |
115 |
98 |
-17 |
-14.8% |
341 |
ATR |
161 |
157 |
-5 |
-2.8% |
0 |
Volume |
63,862 |
82,622 |
18,760 |
29.4% |
319,071 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,951 |
12,898 |
12,704 |
|
R3 |
12,853 |
12,800 |
12,677 |
|
R2 |
12,755 |
12,755 |
12,668 |
|
R1 |
12,702 |
12,702 |
12,659 |
12,729 |
PP |
12,657 |
12,657 |
12,657 |
12,670 |
S1 |
12,604 |
12,604 |
12,641 |
12,631 |
S2 |
12,559 |
12,559 |
12,632 |
|
S3 |
12,461 |
12,506 |
12,623 |
|
S4 |
12,363 |
12,408 |
12,596 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,573 |
13,454 |
12,842 |
|
R3 |
13,232 |
13,113 |
12,748 |
|
R2 |
12,891 |
12,891 |
12,717 |
|
R1 |
12,772 |
12,772 |
12,685 |
12,832 |
PP |
12,550 |
12,550 |
12,550 |
12,579 |
S1 |
12,431 |
12,431 |
12,623 |
12,491 |
S2 |
12,209 |
12,209 |
12,592 |
|
S3 |
11,868 |
12,090 |
12,560 |
|
S4 |
11,527 |
11,749 |
12,467 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,709 |
12,327 |
382 |
3.0% |
127 |
1.0% |
85% |
True |
False |
80,338 |
10 |
12,709 |
12,248 |
461 |
3.6% |
128 |
1.0% |
87% |
True |
False |
81,752 |
20 |
12,709 |
11,994 |
715 |
5.7% |
127 |
1.0% |
92% |
True |
False |
70,966 |
40 |
12,709 |
11,077 |
1,632 |
12.9% |
180 |
1.4% |
96% |
True |
False |
63,249 |
60 |
12,709 |
11,077 |
1,632 |
12.9% |
188 |
1.5% |
96% |
True |
False |
42,184 |
80 |
12,709 |
10,288 |
2,421 |
19.1% |
197 |
1.6% |
98% |
True |
False |
31,646 |
100 |
12,709 |
10,288 |
2,421 |
19.1% |
196 |
1.5% |
98% |
True |
False |
25,321 |
120 |
12,709 |
10,288 |
2,421 |
19.1% |
165 |
1.3% |
98% |
True |
False |
21,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,126 |
2.618 |
12,966 |
1.618 |
12,868 |
1.000 |
12,807 |
0.618 |
12,770 |
HIGH |
12,709 |
0.618 |
12,672 |
0.500 |
12,660 |
0.382 |
12,649 |
LOW |
12,611 |
0.618 |
12,551 |
1.000 |
12,513 |
1.618 |
12,453 |
2.618 |
12,355 |
4.250 |
12,195 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,660 |
12,633 |
PP |
12,657 |
12,615 |
S1 |
12,653 |
12,598 |
|