Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,680 |
12,625 |
-55 |
-0.4% |
12,633 |
High |
12,720 |
12,639 |
-81 |
-0.6% |
12,786 |
Low |
12,576 |
12,476 |
-100 |
-0.8% |
12,522 |
Close |
12,614 |
12,602 |
-12 |
-0.1% |
12,614 |
Range |
144 |
163 |
19 |
13.2% |
264 |
ATR |
154 |
155 |
1 |
0.4% |
0 |
Volume |
97,066 |
99,401 |
2,335 |
2.4% |
466,818 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,061 |
12,995 |
12,692 |
|
R3 |
12,898 |
12,832 |
12,647 |
|
R2 |
12,735 |
12,735 |
12,632 |
|
R1 |
12,669 |
12,669 |
12,617 |
12,621 |
PP |
12,572 |
12,572 |
12,572 |
12,548 |
S1 |
12,506 |
12,506 |
12,587 |
12,458 |
S2 |
12,409 |
12,409 |
12,572 |
|
S3 |
12,246 |
12,343 |
12,557 |
|
S4 |
12,083 |
12,180 |
12,512 |
|
|
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 |
12,476 |
310 |
2.5% |
150 |
1.2% |
41% |
False |
True |
96,719 |
10 |
12,786 |
12,327 |
459 |
3.6% |
139 |
1.1% |
60% |
False |
False |
88,529 |
20 |
12,786 |
12,134 |
652 |
5.2% |
131 |
1.0% |
72% |
False |
False |
83,493 |
40 |
12,786 |
11,661 |
1,125 |
8.9% |
166 |
1.3% |
84% |
False |
False |
75,311 |
60 |
12,786 |
11,077 |
1,709 |
13.6% |
187 |
1.5% |
89% |
False |
False |
50,242 |
80 |
12,786 |
10,562 |
2,224 |
17.6% |
187 |
1.5% |
92% |
False |
False |
37,687 |
100 |
12,786 |
10,288 |
2,498 |
19.8% |
203 |
1.6% |
93% |
False |
False |
30,157 |
120 |
12,786 |
10,288 |
2,498 |
19.8% |
169 |
1.3% |
93% |
False |
False |
25,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,332 |
2.618 |
13,066 |
1.618 |
12,903 |
1.000 |
12,802 |
0.618 |
12,740 |
HIGH |
12,639 |
0.618 |
12,577 |
0.500 |
12,558 |
0.382 |
12,538 |
LOW |
12,476 |
0.618 |
12,375 |
1.000 |
12,313 |
1.618 |
12,212 |
2.618 |
12,049 |
4.250 |
11,783 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,587 |
12,631 |
PP |
12,572 |
12,621 |
S1 |
12,558 |
12,612 |
|