Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,423.12 |
12,474.69 |
51.57 |
0.4% |
12,359.31 |
High |
12,573.65 |
12,582.28 |
8.63 |
0.1% |
12,514.69 |
Low |
12,423.12 |
12,453.20 |
30.08 |
0.2% |
12,311.79 |
Close |
12,482.07 |
12,578.95 |
96.88 |
0.8% |
12,422.06 |
Range |
150.53 |
129.08 |
-21.45 |
-14.2% |
202.90 |
ATR |
146.52 |
145.28 |
-1.25 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,925.38 |
12,881.25 |
12,649.94 |
|
R3 |
12,796.30 |
12,752.17 |
12,614.45 |
|
R2 |
12,667.22 |
12,667.22 |
12,602.61 |
|
R1 |
12,623.09 |
12,623.09 |
12,590.78 |
12,645.16 |
PP |
12,538.14 |
12,538.14 |
12,538.14 |
12,549.18 |
S1 |
12,494.01 |
12,494.01 |
12,567.12 |
12,516.08 |
S2 |
12,409.06 |
12,409.06 |
12,555.29 |
|
S3 |
12,279.98 |
12,364.93 |
12,543.45 |
|
S4 |
12,150.90 |
12,235.85 |
12,507.96 |
|
|
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 |
12,582.28 |
12,311.79 |
270.49 |
2.2% |
120.03 |
1.0% |
99% |
True |
False |
|
10 |
12,582.28 |
12,283.90 |
298.38 |
2.4% |
112.32 |
0.9% |
99% |
True |
False |
|
20 |
12,582.28 |
11,735.19 |
847.09 |
6.7% |
133.97 |
1.1% |
100% |
True |
False |
|
40 |
12,582.28 |
11,231.56 |
1,350.72 |
10.7% |
166.53 |
1.3% |
100% |
True |
False |
|
60 |
12,582.28 |
11,231.56 |
1,350.72 |
10.7% |
188.38 |
1.5% |
100% |
True |
False |
|
80 |
12,582.28 |
10,404.49 |
2,177.79 |
17.3% |
203.36 |
1.6% |
100% |
True |
False |
|
100 |
12,582.28 |
10,404.49 |
2,177.79 |
17.3% |
216.29 |
1.7% |
100% |
True |
False |
|
120 |
12,582.28 |
10,404.49 |
2,177.79 |
17.3% |
236.38 |
1.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,130.87 |
2.618 |
12,920.21 |
1.618 |
12,791.13 |
1.000 |
12,711.36 |
0.618 |
12,662.05 |
HIGH |
12,582.28 |
0.618 |
12,532.97 |
0.500 |
12,517.74 |
0.382 |
12,502.51 |
LOW |
12,453.20 |
0.618 |
12,373.43 |
1.000 |
12,324.12 |
1.618 |
12,244.35 |
2.618 |
12,115.27 |
4.250 |
11,904.61 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,558.55 |
12,534.98 |
PP |
12,538.14 |
12,491.01 |
S1 |
12,517.74 |
12,447.04 |
|