Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,578.19 |
12,623.83 |
45.64 |
0.4% |
12,423.12 |
High |
12,625.80 |
12,720.48 |
94.68 |
0.7% |
12,720.48 |
Low |
12,563.58 |
12,620.76 |
57.18 |
0.5% |
12,423.12 |
Close |
12,623.98 |
12,720.48 |
96.50 |
0.8% |
12,720.48 |
Range |
62.22 |
99.72 |
37.50 |
60.3% |
297.36 |
ATR |
139.34 |
136.51 |
-2.83 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,986.40 |
12,953.16 |
12,775.33 |
|
R3 |
12,886.68 |
12,853.44 |
12,747.90 |
|
R2 |
12,786.96 |
12,786.96 |
12,738.76 |
|
R1 |
12,753.72 |
12,753.72 |
12,729.62 |
12,770.34 |
PP |
12,687.24 |
12,687.24 |
12,687.24 |
12,695.55 |
S1 |
12,654.00 |
12,654.00 |
12,711.34 |
12,670.62 |
S2 |
12,587.52 |
12,587.52 |
12,702.20 |
|
S3 |
12,487.80 |
12,554.28 |
12,693.06 |
|
S4 |
12,388.08 |
12,454.56 |
12,665.63 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,513.44 |
13,414.32 |
12,884.03 |
|
R3 |
13,216.08 |
13,116.96 |
12,802.25 |
|
R2 |
12,918.72 |
12,918.72 |
12,775.00 |
|
R1 |
12,819.60 |
12,819.60 |
12,747.74 |
12,869.16 |
PP |
12,621.36 |
12,621.36 |
12,621.36 |
12,646.14 |
S1 |
12,522.24 |
12,522.24 |
12,693.22 |
12,571.80 |
S2 |
12,324.00 |
12,324.00 |
12,665.96 |
|
S3 |
12,026.64 |
12,224.88 |
12,638.71 |
|
S4 |
11,729.28 |
11,927.52 |
12,556.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,720.48 |
12,311.79 |
408.69 |
3.2% |
119.98 |
0.9% |
100% |
True |
False |
|
10 |
12,720.48 |
12,311.79 |
408.69 |
3.2% |
104.03 |
0.8% |
100% |
True |
False |
|
20 |
12,720.48 |
11,999.44 |
721.04 |
5.7% |
115.12 |
0.9% |
100% |
True |
False |
|
40 |
12,720.48 |
11,231.56 |
1,488.92 |
11.7% |
159.56 |
1.3% |
100% |
True |
False |
|
60 |
12,720.48 |
11,231.56 |
1,488.92 |
11.7% |
184.33 |
1.4% |
100% |
True |
False |
|
80 |
12,720.48 |
10,404.49 |
2,315.99 |
18.2% |
199.69 |
1.6% |
100% |
True |
False |
|
100 |
12,720.48 |
10,404.49 |
2,315.99 |
18.2% |
210.94 |
1.7% |
100% |
True |
False |
|
120 |
12,720.48 |
10,404.49 |
2,315.99 |
18.2% |
235.09 |
1.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,144.29 |
2.618 |
12,981.55 |
1.618 |
12,881.83 |
1.000 |
12,820.20 |
0.618 |
12,782.11 |
HIGH |
12,720.48 |
0.618 |
12,682.39 |
0.500 |
12,670.62 |
0.382 |
12,658.85 |
LOW |
12,620.76 |
0.618 |
12,559.13 |
1.000 |
12,521.04 |
1.618 |
12,459.41 |
2.618 |
12,359.69 |
4.250 |
12,196.95 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,703.86 |
12,675.93 |
PP |
12,687.24 |
12,631.39 |
S1 |
12,670.62 |
12,586.84 |
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