Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,623.83 |
12,720.25 |
96.42 |
0.8% |
12,423.12 |
High |
12,720.48 |
12,764.49 |
44.01 |
0.3% |
12,720.48 |
Low |
12,620.76 |
12,665.83 |
45.07 |
0.4% |
12,423.12 |
Close |
12,720.48 |
12,708.82 |
-11.66 |
-0.1% |
12,720.48 |
Range |
99.72 |
98.66 |
-1.06 |
-1.1% |
297.36 |
ATR |
136.51 |
133.81 |
-2.70 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,009.03 |
12,957.58 |
12,763.08 |
|
R3 |
12,910.37 |
12,858.92 |
12,735.95 |
|
R2 |
12,811.71 |
12,811.71 |
12,726.91 |
|
R1 |
12,760.26 |
12,760.26 |
12,717.86 |
12,736.66 |
PP |
12,713.05 |
12,713.05 |
12,713.05 |
12,701.24 |
S1 |
12,661.60 |
12,661.60 |
12,699.78 |
12,638.00 |
S2 |
12,614.39 |
12,614.39 |
12,690.73 |
|
S3 |
12,515.73 |
12,562.94 |
12,681.69 |
|
S4 |
12,417.07 |
12,464.28 |
12,654.56 |
|
|
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 |
12,764.49 |
12,423.12 |
341.37 |
2.7% |
108.04 |
0.9% |
84% |
True |
False |
|
10 |
12,764.49 |
12,311.79 |
452.70 |
3.6% |
105.61 |
0.8% |
88% |
True |
False |
|
20 |
12,764.49 |
12,107.37 |
657.12 |
5.2% |
114.04 |
0.9% |
92% |
True |
False |
|
40 |
12,764.49 |
11,231.56 |
1,532.93 |
12.1% |
158.59 |
1.2% |
96% |
True |
False |
|
60 |
12,764.49 |
11,231.56 |
1,532.93 |
12.1% |
182.14 |
1.4% |
96% |
True |
False |
|
80 |
12,764.49 |
10,404.49 |
2,360.00 |
18.6% |
196.88 |
1.5% |
98% |
True |
False |
|
100 |
12,764.49 |
10,404.49 |
2,360.00 |
18.6% |
209.37 |
1.6% |
98% |
True |
False |
|
120 |
12,764.49 |
10,404.49 |
2,360.00 |
18.6% |
233.54 |
1.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,183.80 |
2.618 |
13,022.78 |
1.618 |
12,924.12 |
1.000 |
12,863.15 |
0.618 |
12,825.46 |
HIGH |
12,764.49 |
0.618 |
12,726.80 |
0.500 |
12,715.16 |
0.382 |
12,703.52 |
LOW |
12,665.83 |
0.618 |
12,604.86 |
1.000 |
12,567.17 |
1.618 |
12,506.20 |
2.618 |
12,407.54 |
4.250 |
12,246.53 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,715.16 |
12,693.89 |
PP |
12,713.05 |
12,678.96 |
S1 |
12,710.93 |
12,664.04 |
|