Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,757.33 |
12,733.95 |
-23.38 |
-0.2% |
12,720.25 |
High |
12,841.95 |
12,733.95 |
-108.00 |
-0.8% |
12,841.95 |
Low |
12,695.16 |
12,630.72 |
-64.44 |
-0.5% |
12,580.12 |
Close |
12,734.63 |
12,660.46 |
-74.17 |
-0.6% |
12,660.46 |
Range |
146.79 |
103.23 |
-43.56 |
-29.7% |
261.83 |
ATR |
136.63 |
134.29 |
-2.34 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,984.73 |
12,925.83 |
12,717.24 |
|
R3 |
12,881.50 |
12,822.60 |
12,688.85 |
|
R2 |
12,778.27 |
12,778.27 |
12,679.39 |
|
R1 |
12,719.37 |
12,719.37 |
12,669.92 |
12,697.21 |
PP |
12,675.04 |
12,675.04 |
12,675.04 |
12,663.96 |
S1 |
12,616.14 |
12,616.14 |
12,651.00 |
12,593.98 |
S2 |
12,571.81 |
12,571.81 |
12,641.53 |
|
S3 |
12,468.58 |
12,512.91 |
12,632.07 |
|
S4 |
12,365.35 |
12,409.68 |
12,603.68 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,479.67 |
13,331.89 |
12,804.47 |
|
R3 |
13,217.84 |
13,070.06 |
12,732.46 |
|
R2 |
12,956.01 |
12,956.01 |
12,708.46 |
|
R1 |
12,808.23 |
12,808.23 |
12,684.46 |
12,751.21 |
PP |
12,694.18 |
12,694.18 |
12,694.18 |
12,665.66 |
S1 |
12,546.40 |
12,546.40 |
12,636.46 |
12,489.38 |
S2 |
12,432.35 |
12,432.35 |
12,612.46 |
|
S3 |
12,170.52 |
12,284.57 |
12,588.46 |
|
S4 |
11,908.69 |
12,022.74 |
12,516.45 |
|
|
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% |
128.36 |
1.0% |
31% |
False |
False |
|
10 |
12,841.95 |
12,311.79 |
530.16 |
4.2% |
124.17 |
1.0% |
66% |
False |
False |
|
20 |
12,841.95 |
12,152.09 |
689.86 |
5.4% |
120.18 |
0.9% |
74% |
False |
False |
|
40 |
12,841.95 |
11,559.27 |
1,282.68 |
10.1% |
152.11 |
1.2% |
86% |
False |
False |
|
60 |
12,841.95 |
11,231.56 |
1,610.39 |
12.7% |
175.00 |
1.4% |
89% |
False |
False |
|
80 |
12,841.95 |
10,404.49 |
2,437.46 |
19.3% |
188.73 |
1.5% |
93% |
False |
False |
|
100 |
12,841.95 |
10,404.49 |
2,437.46 |
19.3% |
205.86 |
1.6% |
93% |
False |
False |
|
120 |
12,841.95 |
10,404.49 |
2,437.46 |
19.3% |
226.33 |
1.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,172.68 |
2.618 |
13,004.21 |
1.618 |
12,900.98 |
1.000 |
12,837.18 |
0.618 |
12,797.75 |
HIGH |
12,733.95 |
0.618 |
12,694.52 |
0.500 |
12,682.34 |
0.382 |
12,670.15 |
LOW |
12,630.72 |
0.618 |
12,566.92 |
1.000 |
12,527.49 |
1.618 |
12,463.69 |
2.618 |
12,360.46 |
4.250 |
12,191.99 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,682.34 |
12,711.04 |
PP |
12,675.04 |
12,694.18 |
S1 |
12,667.75 |
12,677.32 |
|