Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,627 |
12,694 |
67 |
0.5% |
12,350 |
High |
12,725 |
12,786 |
61 |
0.5% |
12,668 |
Low |
12,522 |
12,639 |
117 |
0.9% |
12,327 |
Close |
12,688 |
12,684 |
-4 |
0.0% |
12,654 |
Range |
203 |
147 |
-56 |
-27.6% |
341 |
ATR |
156 |
155 |
-1 |
-0.4% |
0 |
Volume |
110,233 |
97,486 |
-12,747 |
-11.6% |
319,071 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,144 |
13,061 |
12,765 |
|
R3 |
12,997 |
12,914 |
12,725 |
|
R2 |
12,850 |
12,850 |
12,711 |
|
R1 |
12,767 |
12,767 |
12,698 |
12,735 |
PP |
12,703 |
12,703 |
12,703 |
12,687 |
S1 |
12,620 |
12,620 |
12,671 |
12,588 |
S2 |
12,556 |
12,556 |
12,657 |
|
S3 |
12,409 |
12,473 |
12,644 |
|
S4 |
12,262 |
12,326 |
12,603 |
|
|
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 |
12,786 |
12,522 |
264 |
2.1% |
131 |
1.0% |
61% |
True |
False |
86,722 |
10 |
12,786 |
12,248 |
538 |
4.2% |
141 |
1.1% |
81% |
True |
False |
86,933 |
20 |
12,786 |
12,069 |
717 |
5.7% |
132 |
1.0% |
86% |
True |
False |
78,933 |
40 |
12,786 |
11,387 |
1,399 |
11.0% |
176 |
1.4% |
93% |
True |
False |
70,414 |
60 |
12,786 |
11,077 |
1,709 |
13.5% |
187 |
1.5% |
94% |
True |
False |
46,968 |
80 |
12,786 |
10,288 |
2,498 |
19.7% |
192 |
1.5% |
96% |
True |
False |
35,232 |
100 |
12,786 |
10,288 |
2,498 |
19.7% |
200 |
1.6% |
96% |
True |
False |
28,192 |
120 |
12,786 |
10,288 |
2,498 |
19.7% |
167 |
1.3% |
96% |
True |
False |
23,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,411 |
2.618 |
13,171 |
1.618 |
13,024 |
1.000 |
12,933 |
0.618 |
12,877 |
HIGH |
12,786 |
0.618 |
12,730 |
0.500 |
12,713 |
0.382 |
12,695 |
LOW |
12,639 |
0.618 |
12,548 |
1.000 |
12,492 |
1.618 |
12,401 |
2.618 |
12,254 |
4.250 |
12,014 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,713 |
12,674 |
PP |
12,703 |
12,664 |
S1 |
12,694 |
12,654 |
|