Trading Metrics calculated at close of trading on 16-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
16-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,180.0 |
4,144.0 |
-36.0 |
-0.9% |
4,090.0 |
High |
4,182.0 |
4,144.0 |
-38.0 |
-0.9% |
4,182.0 |
Low |
4,160.0 |
4,109.0 |
-51.0 |
-1.2% |
4,062.0 |
Close |
4,180.0 |
4,128.0 |
-52.0 |
-1.2% |
4,180.0 |
Range |
22.0 |
35.0 |
13.0 |
59.1% |
120.0 |
ATR |
58.3 |
59.2 |
0.9 |
1.6% |
0.0 |
Volume |
15,400 |
21,964 |
6,564 |
42.6% |
114,190 |
|
Daily Pivots for day following 16-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,232.0 |
4,215.0 |
4,147.3 |
|
R3 |
4,197.0 |
4,180.0 |
4,137.6 |
|
R2 |
4,162.0 |
4,162.0 |
4,134.4 |
|
R1 |
4,145.0 |
4,145.0 |
4,131.2 |
4,136.0 |
PP |
4,127.0 |
4,127.0 |
4,127.0 |
4,122.5 |
S1 |
4,110.0 |
4,110.0 |
4,124.8 |
4,101.0 |
S2 |
4,092.0 |
4,092.0 |
4,121.6 |
|
S3 |
4,057.0 |
4,075.0 |
4,118.4 |
|
S4 |
4,022.0 |
4,040.0 |
4,108.8 |
|
|
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 |
4,094.0 |
88.0 |
2.1% |
33.8 |
0.8% |
39% |
False |
False |
21,995 |
10 |
4,185.0 |
4,062.0 |
123.0 |
3.0% |
42.3 |
1.0% |
54% |
False |
False |
22,715 |
20 |
4,185.0 |
4,015.0 |
170.0 |
4.1% |
44.3 |
1.1% |
66% |
False |
False |
22,198 |
40 |
4,311.0 |
3,963.0 |
348.0 |
8.4% |
39.3 |
1.0% |
47% |
False |
False |
16,302 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.3% |
31.9 |
0.8% |
39% |
False |
False |
10,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,292.8 |
2.618 |
4,235.6 |
1.618 |
4,200.6 |
1.000 |
4,179.0 |
0.618 |
4,165.6 |
HIGH |
4,144.0 |
0.618 |
4,130.6 |
0.500 |
4,126.5 |
0.382 |
4,122.4 |
LOW |
4,109.0 |
0.618 |
4,087.4 |
1.000 |
4,074.0 |
1.618 |
4,052.4 |
2.618 |
4,017.4 |
4.250 |
3,960.3 |
|
|
Fisher Pivots for day following 16-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,127.5 |
4,145.5 |
PP |
4,127.0 |
4,139.7 |
S1 |
4,126.5 |
4,133.8 |
|