Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,625 |
12,609 |
-16 |
-0.1% |
12,633 |
High |
12,639 |
12,683 |
44 |
0.3% |
12,786 |
Low |
12,476 |
12,511 |
35 |
0.3% |
12,522 |
Close |
12,602 |
12,577 |
-25 |
-0.2% |
12,614 |
Range |
163 |
172 |
9 |
5.5% |
264 |
ATR |
155 |
156 |
1 |
0.8% |
0 |
Volume |
99,401 |
97,231 |
-2,170 |
-2.2% |
466,818 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,106 |
13,014 |
12,672 |
|
R3 |
12,934 |
12,842 |
12,624 |
|
R2 |
12,762 |
12,762 |
12,609 |
|
R1 |
12,670 |
12,670 |
12,593 |
12,630 |
PP |
12,590 |
12,590 |
12,590 |
12,571 |
S1 |
12,498 |
12,498 |
12,561 |
12,458 |
S2 |
12,418 |
12,418 |
12,546 |
|
S3 |
12,246 |
12,326 |
12,530 |
|
S4 |
12,074 |
12,154 |
12,483 |
|
|
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% |
166 |
1.3% |
33% |
False |
False |
100,283 |
10 |
12,786 |
12,397 |
389 |
3.1% |
137 |
1.1% |
46% |
False |
False |
88,171 |
20 |
12,786 |
12,219 |
567 |
4.5% |
134 |
1.1% |
63% |
False |
False |
86,511 |
40 |
12,786 |
11,661 |
1,125 |
8.9% |
168 |
1.3% |
81% |
False |
False |
77,735 |
60 |
12,786 |
11,077 |
1,709 |
13.6% |
188 |
1.5% |
88% |
False |
False |
51,862 |
80 |
12,786 |
10,740 |
2,046 |
16.3% |
186 |
1.5% |
90% |
False |
False |
38,903 |
100 |
12,786 |
10,288 |
2,498 |
19.9% |
205 |
1.6% |
92% |
False |
False |
31,129 |
120 |
12,786 |
10,288 |
2,498 |
19.9% |
171 |
1.4% |
92% |
False |
False |
25,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,414 |
2.618 |
13,133 |
1.618 |
12,961 |
1.000 |
12,855 |
0.618 |
12,789 |
HIGH |
12,683 |
0.618 |
12,617 |
0.500 |
12,597 |
0.382 |
12,577 |
LOW |
12,511 |
0.618 |
12,405 |
1.000 |
12,339 |
1.618 |
12,233 |
2.618 |
12,061 |
4.250 |
11,780 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,597 |
12,598 |
PP |
12,590 |
12,591 |
S1 |
12,584 |
12,584 |
|