Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,720.25 |
12,708.37 |
-11.88 |
-0.1% |
12,423.12 |
High |
12,764.49 |
12,708.52 |
-55.97 |
-0.4% |
12,720.48 |
Low |
12,665.83 |
12,613.54 |
-52.29 |
-0.4% |
12,423.12 |
Close |
12,708.82 |
12,675.75 |
-33.07 |
-0.3% |
12,720.48 |
Range |
98.66 |
94.98 |
-3.68 |
-3.7% |
297.36 |
ATR |
133.81 |
131.06 |
-2.75 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,950.88 |
12,908.29 |
12,727.99 |
|
R3 |
12,855.90 |
12,813.31 |
12,701.87 |
|
R2 |
12,760.92 |
12,760.92 |
12,693.16 |
|
R1 |
12,718.33 |
12,718.33 |
12,684.46 |
12,692.14 |
PP |
12,665.94 |
12,665.94 |
12,665.94 |
12,652.84 |
S1 |
12,623.35 |
12,623.35 |
12,667.04 |
12,597.16 |
S2 |
12,570.96 |
12,570.96 |
12,658.34 |
|
S3 |
12,475.98 |
12,528.37 |
12,649.63 |
|
S4 |
12,381.00 |
12,433.39 |
12,623.51 |
|
|
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 |
12,453.20 |
311.29 |
2.5% |
96.93 |
0.8% |
71% |
False |
False |
|
10 |
12,764.49 |
12,311.79 |
452.70 |
3.6% |
107.59 |
0.8% |
80% |
False |
False |
|
20 |
12,764.49 |
12,140.17 |
624.32 |
4.9% |
115.02 |
0.9% |
86% |
False |
False |
|
40 |
12,764.49 |
11,231.56 |
1,532.93 |
12.1% |
155.08 |
1.2% |
94% |
False |
False |
|
60 |
12,764.49 |
11,231.56 |
1,532.93 |
12.1% |
180.44 |
1.4% |
94% |
False |
False |
|
80 |
12,764.49 |
10,404.49 |
2,360.00 |
18.6% |
194.06 |
1.5% |
96% |
False |
False |
|
100 |
12,764.49 |
10,404.49 |
2,360.00 |
18.6% |
208.32 |
1.6% |
96% |
False |
False |
|
120 |
12,764.49 |
10,404.49 |
2,360.00 |
18.6% |
232.12 |
1.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,112.19 |
2.618 |
12,957.18 |
1.618 |
12,862.20 |
1.000 |
12,803.50 |
0.618 |
12,767.22 |
HIGH |
12,708.52 |
0.618 |
12,672.24 |
0.500 |
12,661.03 |
0.382 |
12,649.82 |
LOW |
12,613.54 |
0.618 |
12,554.84 |
1.000 |
12,518.56 |
1.618 |
12,459.86 |
2.618 |
12,364.88 |
4.250 |
12,209.88 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,670.84 |
12,689.02 |
PP |
12,665.94 |
12,684.59 |
S1 |
12,661.03 |
12,680.17 |
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