Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,469.96 |
12,423.12 |
-46.84 |
-0.4% |
12,359.31 |
High |
12,470.12 |
12,573.65 |
103.53 |
0.8% |
12,514.69 |
Low |
12,311.79 |
12,423.12 |
111.33 |
0.9% |
12,311.79 |
Close |
12,422.06 |
12,482.07 |
60.01 |
0.5% |
12,422.06 |
Range |
158.33 |
150.53 |
-7.80 |
-4.9% |
202.90 |
ATR |
146.13 |
146.52 |
0.39 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,944.54 |
12,863.83 |
12,564.86 |
|
R3 |
12,794.01 |
12,713.30 |
12,523.47 |
|
R2 |
12,643.48 |
12,643.48 |
12,509.67 |
|
R1 |
12,562.77 |
12,562.77 |
12,495.87 |
12,603.13 |
PP |
12,492.95 |
12,492.95 |
12,492.95 |
12,513.12 |
S1 |
12,412.24 |
12,412.24 |
12,468.27 |
12,452.60 |
S2 |
12,342.42 |
12,342.42 |
12,454.47 |
|
S3 |
12,191.89 |
12,261.71 |
12,440.67 |
|
S4 |
12,041.36 |
12,111.18 |
12,399.28 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,024.88 |
12,926.37 |
12,533.66 |
|
R3 |
12,821.98 |
12,723.47 |
12,477.86 |
|
R2 |
12,619.08 |
12,619.08 |
12,459.26 |
|
R1 |
12,520.57 |
12,520.57 |
12,440.66 |
12,569.83 |
PP |
12,416.18 |
12,416.18 |
12,416.18 |
12,440.81 |
S1 |
12,317.67 |
12,317.67 |
12,403.46 |
12,366.93 |
S2 |
12,213.28 |
12,213.28 |
12,384.86 |
|
S3 |
12,010.38 |
12,114.77 |
12,366.26 |
|
S4 |
11,807.48 |
11,911.87 |
12,310.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,573.65 |
12,311.79 |
261.86 |
2.1% |
118.25 |
0.9% |
65% |
True |
False |
|
10 |
12,573.65 |
12,221.19 |
352.46 |
2.8% |
125.26 |
1.0% |
74% |
True |
False |
|
20 |
12,573.65 |
11,735.19 |
838.46 |
6.7% |
134.96 |
1.1% |
89% |
True |
False |
|
40 |
12,573.65 |
11,231.56 |
1,342.09 |
10.8% |
170.11 |
1.4% |
93% |
True |
False |
|
60 |
12,573.65 |
11,231.56 |
1,342.09 |
10.8% |
189.40 |
1.5% |
93% |
True |
False |
|
80 |
12,573.65 |
10,404.49 |
2,169.16 |
17.4% |
208.31 |
1.7% |
96% |
True |
False |
|
100 |
12,573.65 |
10,404.49 |
2,169.16 |
17.4% |
217.18 |
1.7% |
96% |
True |
False |
|
120 |
12,573.65 |
10,404.49 |
2,169.16 |
17.4% |
237.05 |
1.9% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,213.40 |
2.618 |
12,967.74 |
1.618 |
12,817.21 |
1.000 |
12,724.18 |
0.618 |
12,666.68 |
HIGH |
12,573.65 |
0.618 |
12,516.15 |
0.500 |
12,498.39 |
0.382 |
12,480.62 |
LOW |
12,423.12 |
0.618 |
12,330.09 |
1.000 |
12,272.59 |
1.618 |
12,179.56 |
2.618 |
12,029.03 |
4.250 |
11,783.37 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,498.39 |
12,468.95 |
PP |
12,492.95 |
12,455.84 |
S1 |
12,487.51 |
12,442.72 |
|