Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,220.0 |
4,228.0 |
8.0 |
0.2% |
4,144.0 |
High |
4,237.0 |
4,230.0 |
-7.0 |
-0.2% |
4,237.0 |
Low |
4,182.0 |
4,192.0 |
10.0 |
0.2% |
4,109.0 |
Close |
4,197.0 |
4,219.0 |
22.0 |
0.5% |
4,219.0 |
Range |
55.0 |
38.0 |
-17.0 |
-30.9% |
128.0 |
ATR |
57.5 |
56.1 |
-1.4 |
-2.4% |
0.0 |
Volume |
24,423 |
18,594 |
-5,829 |
-23.9% |
115,091 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,327.7 |
4,311.3 |
4,239.9 |
|
R3 |
4,289.7 |
4,273.3 |
4,229.5 |
|
R2 |
4,251.7 |
4,251.7 |
4,226.0 |
|
R1 |
4,235.3 |
4,235.3 |
4,222.5 |
4,224.5 |
PP |
4,213.7 |
4,213.7 |
4,213.7 |
4,208.3 |
S1 |
4,197.3 |
4,197.3 |
4,215.5 |
4,186.5 |
S2 |
4,175.7 |
4,175.7 |
4,212.0 |
|
S3 |
4,137.7 |
4,159.3 |
4,208.6 |
|
S4 |
4,099.7 |
4,121.3 |
4,198.1 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,572.3 |
4,523.7 |
4,289.4 |
|
R3 |
4,444.3 |
4,395.7 |
4,254.2 |
|
R2 |
4,316.3 |
4,316.3 |
4,242.5 |
|
R1 |
4,267.7 |
4,267.7 |
4,230.7 |
4,292.0 |
PP |
4,188.3 |
4,188.3 |
4,188.3 |
4,200.5 |
S1 |
4,139.7 |
4,139.7 |
4,207.3 |
4,164.0 |
S2 |
4,060.3 |
4,060.3 |
4,195.5 |
|
S3 |
3,932.3 |
4,011.7 |
4,183.8 |
|
S4 |
3,804.3 |
3,883.7 |
4,148.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,237.0 |
4,109.0 |
128.0 |
3.0% |
42.2 |
1.0% |
86% |
False |
False |
23,018 |
10 |
4,237.0 |
4,062.0 |
175.0 |
4.1% |
39.7 |
0.9% |
90% |
False |
False |
22,928 |
20 |
4,237.0 |
4,015.0 |
222.0 |
5.3% |
43.7 |
1.0% |
92% |
False |
False |
21,065 |
40 |
4,311.0 |
3,963.0 |
348.0 |
8.2% |
41.7 |
1.0% |
74% |
False |
False |
18,623 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
33.4 |
0.8% |
60% |
False |
False |
12,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,391.5 |
2.618 |
4,329.5 |
1.618 |
4,291.5 |
1.000 |
4,268.0 |
0.618 |
4,253.5 |
HIGH |
4,230.0 |
0.618 |
4,215.5 |
0.500 |
4,211.0 |
0.382 |
4,206.5 |
LOW |
4,192.0 |
0.618 |
4,168.5 |
1.000 |
4,154.0 |
1.618 |
4,130.5 |
2.618 |
4,092.5 |
4.250 |
4,030.5 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,216.3 |
4,214.0 |
PP |
4,213.7 |
4,209.0 |
S1 |
4,211.0 |
4,204.0 |
|