Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,694 |
12,680 |
-14 |
-0.1% |
12,633 |
High |
12,786 |
12,720 |
-66 |
-0.5% |
12,786 |
Low |
12,639 |
12,576 |
-63 |
-0.5% |
12,522 |
Close |
12,684 |
12,614 |
-70 |
-0.6% |
12,614 |
Range |
147 |
144 |
-3 |
-2.0% |
264 |
ATR |
155 |
154 |
-1 |
-0.5% |
0 |
Volume |
97,486 |
97,066 |
-420 |
-0.4% |
466,818 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,069 |
12,985 |
12,693 |
|
R3 |
12,925 |
12,841 |
12,654 |
|
R2 |
12,781 |
12,781 |
12,641 |
|
R1 |
12,697 |
12,697 |
12,627 |
12,667 |
PP |
12,637 |
12,637 |
12,637 |
12,622 |
S1 |
12,553 |
12,553 |
12,601 |
12,523 |
S2 |
12,493 |
12,493 |
12,588 |
|
S3 |
12,349 |
12,409 |
12,575 |
|
S4 |
12,205 |
12,265 |
12,535 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,433 |
13,287 |
12,759 |
|
R3 |
13,169 |
13,023 |
12,687 |
|
R2 |
12,905 |
12,905 |
12,663 |
|
R1 |
12,759 |
12,759 |
12,638 |
12,700 |
PP |
12,641 |
12,641 |
12,641 |
12,611 |
S1 |
12,495 |
12,495 |
12,590 |
12,436 |
S2 |
12,377 |
12,377 |
12,566 |
|
S3 |
12,113 |
12,231 |
12,542 |
|
S4 |
11,849 |
11,967 |
12,469 |
|
|
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% |
137 |
1.1% |
35% |
False |
False |
93,363 |
10 |
12,786 |
12,248 |
538 |
4.3% |
141 |
1.1% |
68% |
False |
False |
88,341 |
20 |
12,786 |
12,078 |
708 |
5.6% |
130 |
1.0% |
76% |
False |
False |
81,096 |
40 |
12,786 |
11,387 |
1,399 |
11.1% |
176 |
1.4% |
88% |
False |
False |
72,829 |
60 |
12,786 |
11,077 |
1,709 |
13.5% |
186 |
1.5% |
90% |
False |
False |
48,585 |
80 |
12,786 |
10,288 |
2,498 |
19.8% |
189 |
1.5% |
93% |
False |
False |
36,445 |
100 |
12,786 |
10,288 |
2,498 |
19.8% |
202 |
1.6% |
93% |
False |
False |
29,163 |
120 |
12,786 |
10,288 |
2,498 |
19.8% |
168 |
1.3% |
93% |
False |
False |
24,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,332 |
2.618 |
13,097 |
1.618 |
12,953 |
1.000 |
12,864 |
0.618 |
12,809 |
HIGH |
12,720 |
0.618 |
12,665 |
0.500 |
12,648 |
0.382 |
12,631 |
LOW |
12,576 |
0.618 |
12,487 |
1.000 |
12,432 |
1.618 |
12,343 |
2.618 |
12,199 |
4.250 |
11,964 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,648 |
12,654 |
PP |
12,637 |
12,641 |
S1 |
12,625 |
12,627 |
|