Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,650 |
12,627 |
-23 |
-0.2% |
12,350 |
High |
12,653 |
12,725 |
72 |
0.6% |
12,668 |
Low |
12,561 |
12,522 |
-39 |
-0.3% |
12,327 |
Close |
12,626 |
12,688 |
62 |
0.5% |
12,654 |
Range |
92 |
203 |
111 |
120.7% |
341 |
ATR |
152 |
156 |
4 |
2.4% |
0 |
Volume |
79,411 |
110,233 |
30,822 |
38.8% |
319,071 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,254 |
13,174 |
12,800 |
|
R3 |
13,051 |
12,971 |
12,744 |
|
R2 |
12,848 |
12,848 |
12,725 |
|
R1 |
12,768 |
12,768 |
12,707 |
12,808 |
PP |
12,645 |
12,645 |
12,645 |
12,665 |
S1 |
12,565 |
12,565 |
12,670 |
12,605 |
S2 |
12,442 |
12,442 |
12,651 |
|
S3 |
12,239 |
12,362 |
12,632 |
|
S4 |
12,036 |
12,159 |
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 |
12,725 |
12,486 |
239 |
1.9% |
122 |
1.0% |
85% |
True |
False |
81,136 |
10 |
12,725 |
12,248 |
477 |
3.8% |
134 |
1.1% |
92% |
True |
False |
85,258 |
20 |
12,725 |
12,069 |
656 |
5.2% |
129 |
1.0% |
94% |
True |
False |
75,563 |
40 |
12,725 |
11,260 |
1,465 |
11.5% |
177 |
1.4% |
97% |
True |
False |
67,979 |
60 |
12,725 |
11,077 |
1,648 |
13.0% |
186 |
1.5% |
98% |
True |
False |
45,344 |
80 |
12,725 |
10,288 |
2,437 |
19.2% |
194 |
1.5% |
98% |
True |
False |
34,014 |
100 |
12,725 |
10,288 |
2,437 |
19.2% |
199 |
1.6% |
98% |
True |
False |
27,217 |
120 |
12,725 |
10,288 |
2,437 |
19.2% |
166 |
1.3% |
98% |
True |
False |
22,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,588 |
2.618 |
13,257 |
1.618 |
13,054 |
1.000 |
12,928 |
0.618 |
12,851 |
HIGH |
12,725 |
0.618 |
12,648 |
0.500 |
12,624 |
0.382 |
12,600 |
LOW |
12,522 |
0.618 |
12,397 |
1.000 |
12,319 |
1.618 |
12,194 |
2.618 |
11,991 |
4.250 |
11,659 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,667 |
12,667 |
PP |
12,645 |
12,645 |
S1 |
12,624 |
12,624 |
|