Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,673.63 |
12,757.33 |
83.70 |
0.7% |
12,423.12 |
High |
12,778.26 |
12,841.95 |
63.69 |
0.5% |
12,720.48 |
Low |
12,580.12 |
12,695.16 |
115.04 |
0.9% |
12,423.12 |
Close |
12,756.96 |
12,734.63 |
-22.33 |
-0.2% |
12,720.48 |
Range |
198.14 |
146.79 |
-51.35 |
-25.9% |
297.36 |
ATR |
135.85 |
136.63 |
0.78 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,197.62 |
13,112.91 |
12,815.36 |
|
R3 |
13,050.83 |
12,966.12 |
12,775.00 |
|
R2 |
12,904.04 |
12,904.04 |
12,761.54 |
|
R1 |
12,819.33 |
12,819.33 |
12,748.09 |
12,788.29 |
PP |
12,757.25 |
12,757.25 |
12,757.25 |
12,741.73 |
S1 |
12,672.54 |
12,672.54 |
12,721.17 |
12,641.50 |
S2 |
12,610.46 |
12,610.46 |
12,707.72 |
|
S3 |
12,463.67 |
12,525.75 |
12,694.26 |
|
S4 |
12,316.88 |
12,378.96 |
12,653.90 |
|
|
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 |
12,841.95 |
12,580.12 |
261.83 |
2.1% |
127.66 |
1.0% |
59% |
True |
False |
|
10 |
12,841.95 |
12,311.79 |
530.16 |
4.2% |
123.71 |
1.0% |
80% |
True |
False |
|
20 |
12,841.95 |
12,140.17 |
701.78 |
5.5% |
122.96 |
1.0% |
85% |
True |
False |
|
40 |
12,841.95 |
11,517.04 |
1,324.91 |
10.4% |
152.21 |
1.2% |
92% |
True |
False |
|
60 |
12,841.95 |
11,231.56 |
1,610.39 |
12.6% |
177.86 |
1.4% |
93% |
True |
False |
|
80 |
12,841.95 |
10,404.49 |
2,437.46 |
19.1% |
191.52 |
1.5% |
96% |
True |
False |
|
100 |
12,841.95 |
10,404.49 |
2,437.46 |
19.1% |
207.64 |
1.6% |
96% |
True |
False |
|
120 |
12,841.95 |
10,404.49 |
2,437.46 |
19.1% |
228.94 |
1.8% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,465.81 |
2.618 |
13,226.25 |
1.618 |
13,079.46 |
1.000 |
12,988.74 |
0.618 |
12,932.67 |
HIGH |
12,841.95 |
0.618 |
12,785.88 |
0.500 |
12,768.56 |
0.382 |
12,751.23 |
LOW |
12,695.16 |
0.618 |
12,604.44 |
1.000 |
12,548.37 |
1.618 |
12,457.65 |
2.618 |
12,310.86 |
4.250 |
12,071.30 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,768.56 |
12,726.77 |
PP |
12,757.25 |
12,718.90 |
S1 |
12,745.94 |
12,711.04 |
|