Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
12,659.17 |
12,654.78 |
-4.39 |
0.0% |
12,720.25 |
High |
12,659.32 |
12,720.10 |
60.78 |
0.5% |
12,841.95 |
Low |
12,529.41 |
12,567.33 |
37.92 |
0.3% |
12,580.12 |
Close |
12,653.72 |
12,632.91 |
-20.81 |
-0.2% |
12,660.46 |
Range |
129.91 |
152.77 |
22.86 |
17.6% |
261.83 |
ATR |
134.06 |
135.40 |
1.34 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,098.42 |
13,018.44 |
12,716.93 |
|
R3 |
12,945.65 |
12,865.67 |
12,674.92 |
|
R2 |
12,792.88 |
12,792.88 |
12,660.92 |
|
R1 |
12,712.90 |
12,712.90 |
12,646.91 |
12,676.51 |
PP |
12,640.11 |
12,640.11 |
12,640.11 |
12,621.92 |
S1 |
12,560.13 |
12,560.13 |
12,618.91 |
12,523.74 |
S2 |
12,487.34 |
12,487.34 |
12,604.90 |
|
S3 |
12,334.57 |
12,407.36 |
12,590.90 |
|
S4 |
12,181.80 |
12,254.59 |
12,548.89 |
|
|
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% |
146.17 |
1.2% |
33% |
False |
False |
|
10 |
12,841.95 |
12,453.20 |
388.75 |
3.1% |
121.55 |
1.0% |
46% |
False |
False |
|
20 |
12,841.95 |
12,221.19 |
620.76 |
4.9% |
123.40 |
1.0% |
66% |
False |
False |
|
40 |
12,841.95 |
11,735.19 |
1,106.76 |
8.8% |
144.82 |
1.1% |
81% |
False |
False |
|
60 |
12,841.95 |
11,231.56 |
1,610.39 |
12.7% |
170.71 |
1.4% |
87% |
False |
False |
|
80 |
12,841.95 |
10,858.67 |
1,983.28 |
15.7% |
184.35 |
1.5% |
89% |
False |
False |
|
100 |
12,841.95 |
10,404.49 |
2,437.46 |
19.3% |
202.87 |
1.6% |
91% |
False |
False |
|
120 |
12,841.95 |
10,404.49 |
2,437.46 |
19.3% |
218.16 |
1.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,369.37 |
2.618 |
13,120.05 |
1.618 |
12,967.28 |
1.000 |
12,872.87 |
0.618 |
12,814.51 |
HIGH |
12,720.10 |
0.618 |
12,661.74 |
0.500 |
12,643.72 |
0.382 |
12,625.69 |
LOW |
12,567.33 |
0.618 |
12,472.92 |
1.000 |
12,414.56 |
1.618 |
12,320.15 |
2.618 |
12,167.38 |
4.250 |
11,918.06 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
12,643.72 |
12,632.50 |
PP |
12,640.11 |
12,632.09 |
S1 |
12,636.51 |
12,631.68 |
|