Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,144.0 |
4,143.0 |
-1.0 |
0.0% |
4,090.0 |
High |
4,144.0 |
4,194.0 |
50.0 |
1.2% |
4,182.0 |
Low |
4,109.0 |
4,143.0 |
34.0 |
0.8% |
4,062.0 |
Close |
4,128.0 |
4,186.0 |
58.0 |
1.4% |
4,180.0 |
Range |
35.0 |
51.0 |
16.0 |
45.7% |
120.0 |
ATR |
59.2 |
59.7 |
0.5 |
0.8% |
0.0 |
Volume |
21,964 |
24,732 |
2,768 |
12.6% |
114,190 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,327.3 |
4,307.7 |
4,214.1 |
|
R3 |
4,276.3 |
4,256.7 |
4,200.0 |
|
R2 |
4,225.3 |
4,225.3 |
4,195.4 |
|
R1 |
4,205.7 |
4,205.7 |
4,190.7 |
4,215.5 |
PP |
4,174.3 |
4,174.3 |
4,174.3 |
4,179.3 |
S1 |
4,154.7 |
4,154.7 |
4,181.3 |
4,164.5 |
S2 |
4,123.3 |
4,123.3 |
4,176.7 |
|
S3 |
4,072.3 |
4,103.7 |
4,172.0 |
|
S4 |
4,021.3 |
4,052.7 |
4,158.0 |
|
|
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 |
4,194.0 |
4,109.0 |
85.0 |
2.0% |
36.8 |
0.9% |
91% |
True |
False |
21,642 |
10 |
4,194.0 |
4,062.0 |
132.0 |
3.2% |
45.2 |
1.1% |
94% |
True |
False |
24,080 |
20 |
4,194.0 |
4,015.0 |
179.0 |
4.3% |
44.5 |
1.1% |
96% |
True |
False |
21,939 |
40 |
4,311.0 |
3,963.0 |
348.0 |
8.3% |
40.6 |
1.0% |
64% |
False |
False |
16,919 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.1% |
32.7 |
0.8% |
53% |
False |
False |
11,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,410.8 |
2.618 |
4,327.5 |
1.618 |
4,276.5 |
1.000 |
4,245.0 |
0.618 |
4,225.5 |
HIGH |
4,194.0 |
0.618 |
4,174.5 |
0.500 |
4,168.5 |
0.382 |
4,162.5 |
LOW |
4,143.0 |
0.618 |
4,111.5 |
1.000 |
4,092.0 |
1.618 |
4,060.5 |
2.618 |
4,009.5 |
4.250 |
3,926.3 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,180.2 |
4,174.5 |
PP |
4,174.3 |
4,163.0 |
S1 |
4,168.5 |
4,151.5 |
|