Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,169.0 |
4,180.0 |
11.0 |
0.3% |
4,090.0 |
High |
4,171.0 |
4,182.0 |
11.0 |
0.3% |
4,182.0 |
Low |
4,138.0 |
4,160.0 |
22.0 |
0.5% |
4,062.0 |
Close |
4,152.0 |
4,180.0 |
28.0 |
0.7% |
4,180.0 |
Range |
33.0 |
22.0 |
-11.0 |
-33.3% |
120.0 |
ATR |
60.4 |
58.3 |
-2.2 |
-3.6% |
0.0 |
Volume |
20,662 |
15,400 |
-5,262 |
-25.5% |
114,190 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,240.0 |
4,232.0 |
4,192.1 |
|
R3 |
4,218.0 |
4,210.0 |
4,186.1 |
|
R2 |
4,196.0 |
4,196.0 |
4,184.0 |
|
R1 |
4,188.0 |
4,188.0 |
4,182.0 |
4,191.0 |
PP |
4,174.0 |
4,174.0 |
4,174.0 |
4,175.5 |
S1 |
4,166.0 |
4,166.0 |
4,178.0 |
4,169.0 |
S2 |
4,152.0 |
4,152.0 |
4,176.0 |
|
S3 |
4,130.0 |
4,144.0 |
4,174.0 |
|
S4 |
4,108.0 |
4,122.0 |
4,167.9 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,501.3 |
4,460.7 |
4,246.0 |
|
R3 |
4,381.3 |
4,340.7 |
4,213.0 |
|
R2 |
4,261.3 |
4,261.3 |
4,202.0 |
|
R1 |
4,220.7 |
4,220.7 |
4,191.0 |
4,241.0 |
PP |
4,141.3 |
4,141.3 |
4,141.3 |
4,151.5 |
S1 |
4,100.7 |
4,100.7 |
4,169.0 |
4,121.0 |
S2 |
4,021.3 |
4,021.3 |
4,158.0 |
|
S3 |
3,901.3 |
3,980.7 |
4,147.0 |
|
S4 |
3,781.3 |
3,860.7 |
4,114.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,182.0 |
4,062.0 |
120.0 |
2.9% |
37.2 |
0.9% |
98% |
True |
False |
22,838 |
10 |
4,185.0 |
4,015.0 |
170.0 |
4.1% |
45.2 |
1.1% |
97% |
False |
False |
21,636 |
20 |
4,190.0 |
4,015.0 |
175.0 |
4.2% |
44.4 |
1.1% |
94% |
False |
False |
23,303 |
40 |
4,311.0 |
3,963.0 |
348.0 |
8.3% |
38.4 |
0.9% |
62% |
False |
False |
15,753 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.1% |
31.3 |
0.7% |
51% |
False |
False |
10,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,275.5 |
2.618 |
4,239.6 |
1.618 |
4,217.6 |
1.000 |
4,204.0 |
0.618 |
4,195.6 |
HIGH |
4,182.0 |
0.618 |
4,173.6 |
0.500 |
4,171.0 |
0.382 |
4,168.4 |
LOW |
4,160.0 |
0.618 |
4,146.4 |
1.000 |
4,138.0 |
1.618 |
4,124.4 |
2.618 |
4,102.4 |
4.250 |
4,066.5 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,177.0 |
4,172.7 |
PP |
4,174.0 |
4,165.3 |
S1 |
4,171.0 |
4,158.0 |
|