Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,733.95 |
12,659.17 |
-74.78 |
-0.6% |
12,720.25 |
High |
12,733.95 |
12,659.32 |
-74.63 |
-0.6% |
12,841.95 |
Low |
12,630.72 |
12,529.41 |
-101.31 |
-0.8% |
12,580.12 |
Close |
12,660.46 |
12,653.72 |
-6.74 |
-0.1% |
12,660.46 |
Range |
103.23 |
129.91 |
26.68 |
25.8% |
261.83 |
ATR |
134.29 |
134.06 |
-0.23 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,003.88 |
12,958.71 |
12,725.17 |
|
R3 |
12,873.97 |
12,828.80 |
12,689.45 |
|
R2 |
12,744.06 |
12,744.06 |
12,677.54 |
|
R1 |
12,698.89 |
12,698.89 |
12,665.63 |
12,656.52 |
PP |
12,614.15 |
12,614.15 |
12,614.15 |
12,592.97 |
S1 |
12,568.98 |
12,568.98 |
12,641.81 |
12,526.61 |
S2 |
12,484.24 |
12,484.24 |
12,629.90 |
|
S3 |
12,354.33 |
12,439.07 |
12,617.99 |
|
S4 |
12,224.42 |
12,309.16 |
12,582.27 |
|
|
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 |
12,529.41 |
312.54 |
2.5% |
134.61 |
1.1% |
40% |
False |
True |
|
10 |
12,841.95 |
12,423.12 |
418.83 |
3.3% |
121.33 |
1.0% |
55% |
False |
False |
|
20 |
12,841.95 |
12,213.78 |
628.17 |
5.0% |
119.58 |
0.9% |
70% |
False |
False |
|
40 |
12,841.95 |
11,735.19 |
1,106.76 |
8.7% |
143.20 |
1.1% |
83% |
False |
False |
|
60 |
12,841.95 |
11,231.56 |
1,610.39 |
12.7% |
171.80 |
1.4% |
88% |
False |
False |
|
80 |
12,841.95 |
10,738.10 |
2,103.85 |
16.6% |
185.10 |
1.5% |
91% |
False |
False |
|
100 |
12,841.95 |
10,404.49 |
2,437.46 |
19.3% |
204.11 |
1.6% |
92% |
False |
False |
|
120 |
12,841.95 |
10,404.49 |
2,437.46 |
19.3% |
222.22 |
1.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,211.44 |
2.618 |
12,999.42 |
1.618 |
12,869.51 |
1.000 |
12,789.23 |
0.618 |
12,739.60 |
HIGH |
12,659.32 |
0.618 |
12,609.69 |
0.500 |
12,594.37 |
0.382 |
12,579.04 |
LOW |
12,529.41 |
0.618 |
12,449.13 |
1.000 |
12,399.50 |
1.618 |
12,319.22 |
2.618 |
12,189.31 |
4.250 |
11,977.29 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,633.94 |
12,685.68 |
PP |
12,614.15 |
12,675.03 |
S1 |
12,594.37 |
12,664.37 |
|