Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,228.0 |
4,218.0 |
-10.0 |
-0.2% |
4,144.0 |
High |
4,230.0 |
4,223.0 |
-7.0 |
-0.2% |
4,237.0 |
Low |
4,192.0 |
4,187.0 |
-5.0 |
-0.1% |
4,109.0 |
Close |
4,219.0 |
4,192.0 |
-27.0 |
-0.6% |
4,219.0 |
Range |
38.0 |
36.0 |
-2.0 |
-5.3% |
128.0 |
ATR |
56.1 |
54.7 |
-1.4 |
-2.6% |
0.0 |
Volume |
18,594 |
13,847 |
-4,747 |
-25.5% |
115,091 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,308.7 |
4,286.3 |
4,211.8 |
|
R3 |
4,272.7 |
4,250.3 |
4,201.9 |
|
R2 |
4,236.7 |
4,236.7 |
4,198.6 |
|
R1 |
4,214.3 |
4,214.3 |
4,195.3 |
4,207.5 |
PP |
4,200.7 |
4,200.7 |
4,200.7 |
4,197.3 |
S1 |
4,178.3 |
4,178.3 |
4,188.7 |
4,171.5 |
S2 |
4,164.7 |
4,164.7 |
4,185.4 |
|
S3 |
4,128.7 |
4,142.3 |
4,182.1 |
|
S4 |
4,092.7 |
4,106.3 |
4,172.2 |
|
|
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 |
4,143.0 |
94.0 |
2.2% |
42.4 |
1.0% |
52% |
False |
False |
21,394 |
10 |
4,237.0 |
4,094.0 |
143.0 |
3.4% |
38.1 |
0.9% |
69% |
False |
False |
21,695 |
20 |
4,237.0 |
4,015.0 |
222.0 |
5.3% |
44.1 |
1.1% |
80% |
False |
False |
20,549 |
40 |
4,311.0 |
3,963.0 |
348.0 |
8.3% |
41.1 |
1.0% |
66% |
False |
False |
18,964 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.1% |
33.8 |
0.8% |
54% |
False |
False |
12,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,376.0 |
2.618 |
4,317.2 |
1.618 |
4,281.2 |
1.000 |
4,259.0 |
0.618 |
4,245.2 |
HIGH |
4,223.0 |
0.618 |
4,209.2 |
0.500 |
4,205.0 |
0.382 |
4,200.8 |
LOW |
4,187.0 |
0.618 |
4,164.8 |
1.000 |
4,151.0 |
1.618 |
4,128.8 |
2.618 |
4,092.8 |
4.250 |
4,034.0 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,205.0 |
4,209.5 |
PP |
4,200.7 |
4,203.7 |
S1 |
4,196.3 |
4,197.8 |
|