Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,221.0 |
4,214.0 |
-7.0 |
-0.2% |
4,144.0 |
High |
4,222.0 |
4,243.0 |
21.0 |
0.5% |
4,237.0 |
Low |
4,181.0 |
4,205.0 |
24.0 |
0.6% |
4,109.0 |
Close |
4,192.0 |
4,239.0 |
47.0 |
1.1% |
4,219.0 |
Range |
41.0 |
38.0 |
-3.0 |
-7.3% |
128.0 |
ATR |
53.7 |
53.5 |
-0.2 |
-0.4% |
0.0 |
Volume |
18,271 |
24,149 |
5,878 |
32.2% |
115,091 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,343.0 |
4,329.0 |
4,259.9 |
|
R3 |
4,305.0 |
4,291.0 |
4,249.5 |
|
R2 |
4,267.0 |
4,267.0 |
4,246.0 |
|
R1 |
4,253.0 |
4,253.0 |
4,242.5 |
4,260.0 |
PP |
4,229.0 |
4,229.0 |
4,229.0 |
4,232.5 |
S1 |
4,215.0 |
4,215.0 |
4,235.5 |
4,222.0 |
S2 |
4,191.0 |
4,191.0 |
4,232.0 |
|
S3 |
4,153.0 |
4,177.0 |
4,228.6 |
|
S4 |
4,115.0 |
4,139.0 |
4,218.1 |
|
|
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 |
4,243.0 |
4,181.0 |
62.0 |
1.5% |
41.6 |
1.0% |
94% |
True |
False |
19,856 |
10 |
4,243.0 |
4,109.0 |
134.0 |
3.2% |
38.1 |
0.9% |
97% |
True |
False |
20,742 |
20 |
4,243.0 |
4,015.0 |
228.0 |
5.4% |
44.7 |
1.1% |
98% |
True |
False |
20,924 |
40 |
4,311.0 |
4,015.0 |
296.0 |
7.0% |
41.2 |
1.0% |
76% |
False |
False |
20,021 |
60 |
4,360.0 |
3,963.0 |
397.0 |
9.4% |
33.2 |
0.8% |
70% |
False |
False |
13,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,404.5 |
2.618 |
4,342.5 |
1.618 |
4,304.5 |
1.000 |
4,281.0 |
0.618 |
4,266.5 |
HIGH |
4,243.0 |
0.618 |
4,228.5 |
0.500 |
4,224.0 |
0.382 |
4,219.5 |
LOW |
4,205.0 |
0.618 |
4,181.5 |
1.000 |
4,167.0 |
1.618 |
4,143.5 |
2.618 |
4,105.5 |
4.250 |
4,043.5 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,234.0 |
4,230.0 |
PP |
4,229.0 |
4,221.0 |
S1 |
4,224.0 |
4,212.0 |
|