Trading Metrics calculated at close of trading on 19-Jan-2012 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,474.69 |
12,578.19 |
103.50 |
0.8% |
12,359.31 |
High |
12,582.28 |
12,625.80 |
43.52 |
0.3% |
12,514.69 |
Low |
12,453.20 |
12,563.58 |
110.38 |
0.9% |
12,311.79 |
Close |
12,578.95 |
12,623.98 |
45.03 |
0.4% |
12,422.06 |
Range |
129.08 |
62.22 |
-66.86 |
-51.8% |
202.90 |
ATR |
145.28 |
139.34 |
-5.93 |
-4.1% |
0.00 |
Volume |
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|
|
|
|
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Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,791.11 |
12,769.77 |
12,658.20 |
|
R3 |
12,728.89 |
12,707.55 |
12,641.09 |
|
R2 |
12,666.67 |
12,666.67 |
12,635.39 |
|
R1 |
12,645.33 |
12,645.33 |
12,629.68 |
12,656.00 |
PP |
12,604.45 |
12,604.45 |
12,604.45 |
12,609.79 |
S1 |
12,583.11 |
12,583.11 |
12,618.28 |
12,593.78 |
S2 |
12,542.23 |
12,542.23 |
12,612.57 |
|
S3 |
12,480.01 |
12,520.89 |
12,606.87 |
|
S4 |
12,417.79 |
12,458.67 |
12,589.76 |
|
|
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 |
12,625.80 |
12,311.79 |
314.01 |
2.5% |
119.76 |
0.9% |
99% |
True |
False |
|
10 |
12,625.80 |
12,283.90 |
341.90 |
2.7% |
109.27 |
0.9% |
99% |
True |
False |
|
20 |
12,625.80 |
11,768.83 |
856.97 |
6.8% |
127.55 |
1.0% |
100% |
True |
False |
|
40 |
12,625.80 |
11,231.56 |
1,394.24 |
11.0% |
165.61 |
1.3% |
100% |
True |
False |
|
60 |
12,625.80 |
11,231.56 |
1,394.24 |
11.0% |
184.92 |
1.5% |
100% |
True |
False |
|
80 |
12,625.80 |
10,404.49 |
2,221.31 |
17.6% |
202.02 |
1.6% |
100% |
True |
False |
|
100 |
12,625.80 |
10,404.49 |
2,221.31 |
17.6% |
213.91 |
1.7% |
100% |
True |
False |
|
120 |
12,625.80 |
10,404.49 |
2,221.31 |
17.6% |
235.58 |
1.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,890.24 |
2.618 |
12,788.69 |
1.618 |
12,726.47 |
1.000 |
12,688.02 |
0.618 |
12,664.25 |
HIGH |
12,625.80 |
0.618 |
12,602.03 |
0.500 |
12,594.69 |
0.382 |
12,587.35 |
LOW |
12,563.58 |
0.618 |
12,525.13 |
1.000 |
12,501.36 |
1.618 |
12,462.91 |
2.618 |
12,400.69 |
4.250 |
12,299.15 |
|
|
Fisher Pivots for day following 19-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,614.22 |
12,590.81 |
PP |
12,604.45 |
12,557.63 |
S1 |
12,594.69 |
12,524.46 |
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