Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,633 |
12,650 |
17 |
0.1% |
12,350 |
High |
12,709 |
12,653 |
-56 |
-0.4% |
12,668 |
Low |
12,611 |
12,561 |
-50 |
-0.4% |
12,327 |
Close |
12,650 |
12,626 |
-24 |
-0.2% |
12,654 |
Range |
98 |
92 |
-6 |
-6.1% |
341 |
ATR |
157 |
152 |
-5 |
-2.9% |
0 |
Volume |
82,622 |
79,411 |
-3,211 |
-3.9% |
319,071 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,889 |
12,850 |
12,677 |
|
R3 |
12,797 |
12,758 |
12,651 |
|
R2 |
12,705 |
12,705 |
12,643 |
|
R1 |
12,666 |
12,666 |
12,635 |
12,640 |
PP |
12,613 |
12,613 |
12,613 |
12,600 |
S1 |
12,574 |
12,574 |
12,618 |
12,548 |
S2 |
12,521 |
12,521 |
12,609 |
|
S3 |
12,429 |
12,482 |
12,601 |
|
S4 |
12,337 |
12,390 |
12,576 |
|
|
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 |
12,397 |
312 |
2.5% |
108 |
0.9% |
73% |
False |
False |
76,060 |
10 |
12,709 |
12,248 |
461 |
3.7% |
127 |
1.0% |
82% |
False |
False |
81,848 |
20 |
12,709 |
12,069 |
640 |
5.1% |
125 |
1.0% |
87% |
False |
False |
71,959 |
40 |
12,709 |
11,077 |
1,632 |
12.9% |
177 |
1.4% |
95% |
False |
False |
65,225 |
60 |
12,709 |
11,077 |
1,632 |
12.9% |
187 |
1.5% |
95% |
False |
False |
43,507 |
80 |
12,709 |
10,288 |
2,421 |
19.2% |
195 |
1.5% |
97% |
False |
False |
32,638 |
100 |
12,709 |
10,288 |
2,421 |
19.2% |
197 |
1.6% |
97% |
False |
False |
26,115 |
120 |
12,709 |
10,288 |
2,421 |
19.2% |
165 |
1.3% |
97% |
False |
False |
21,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,044 |
2.618 |
12,894 |
1.618 |
12,802 |
1.000 |
12,745 |
0.618 |
12,710 |
HIGH |
12,653 |
0.618 |
12,618 |
0.500 |
12,607 |
0.382 |
12,596 |
LOW |
12,561 |
0.618 |
12,504 |
1.000 |
12,469 |
1.618 |
12,412 |
2.618 |
12,320 |
4.250 |
12,170 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,620 |
12,631 |
PP |
12,613 |
12,629 |
S1 |
12,607 |
12,628 |
|