Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,218.0 |
4,221.0 |
3.0 |
0.1% |
4,144.0 |
High |
4,223.0 |
4,222.0 |
-1.0 |
0.0% |
4,237.0 |
Low |
4,187.0 |
4,181.0 |
-6.0 |
-0.1% |
4,109.0 |
Close |
4,192.0 |
4,192.0 |
0.0 |
0.0% |
4,219.0 |
Range |
36.0 |
41.0 |
5.0 |
13.9% |
128.0 |
ATR |
54.7 |
53.7 |
-1.0 |
-1.8% |
0.0 |
Volume |
13,847 |
18,271 |
4,424 |
31.9% |
115,091 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,321.3 |
4,297.7 |
4,214.6 |
|
R3 |
4,280.3 |
4,256.7 |
4,203.3 |
|
R2 |
4,239.3 |
4,239.3 |
4,199.5 |
|
R1 |
4,215.7 |
4,215.7 |
4,195.8 |
4,207.0 |
PP |
4,198.3 |
4,198.3 |
4,198.3 |
4,194.0 |
S1 |
4,174.7 |
4,174.7 |
4,188.2 |
4,166.0 |
S2 |
4,157.3 |
4,157.3 |
4,184.5 |
|
S3 |
4,116.3 |
4,133.7 |
4,180.7 |
|
S4 |
4,075.3 |
4,092.7 |
4,169.5 |
|
|
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 |
4,171.0 |
66.0 |
1.6% |
40.4 |
1.0% |
32% |
False |
False |
20,102 |
10 |
4,237.0 |
4,109.0 |
128.0 |
3.1% |
38.6 |
0.9% |
65% |
False |
False |
20,872 |
20 |
4,237.0 |
4,015.0 |
222.0 |
5.3% |
44.4 |
1.1% |
80% |
False |
False |
20,407 |
40 |
4,311.0 |
3,963.0 |
348.0 |
8.3% |
41.6 |
1.0% |
66% |
False |
False |
19,419 |
60 |
4,387.0 |
3,963.0 |
424.0 |
10.1% |
33.4 |
0.8% |
54% |
False |
False |
12,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,396.3 |
2.618 |
4,329.3 |
1.618 |
4,288.3 |
1.000 |
4,263.0 |
0.618 |
4,247.3 |
HIGH |
4,222.0 |
0.618 |
4,206.3 |
0.500 |
4,201.5 |
0.382 |
4,196.7 |
LOW |
4,181.0 |
0.618 |
4,155.7 |
1.000 |
4,140.0 |
1.618 |
4,114.7 |
2.618 |
4,073.7 |
4.250 |
4,006.8 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,201.5 |
4,205.5 |
PP |
4,198.3 |
4,201.0 |
S1 |
4,195.2 |
4,196.5 |
|