Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,214.0 |
4,251.0 |
37.0 |
0.9% |
4,218.0 |
High |
4,243.0 |
4,286.0 |
43.0 |
1.0% |
4,286.0 |
Low |
4,205.0 |
4,243.0 |
38.0 |
0.9% |
4,181.0 |
Close |
4,239.0 |
4,250.0 |
11.0 |
0.3% |
4,250.0 |
Range |
38.0 |
43.0 |
5.0 |
13.2% |
105.0 |
ATR |
53.5 |
53.0 |
-0.5 |
-0.9% |
0.0 |
Volume |
24,149 |
26,271 |
2,122 |
8.8% |
82,538 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,388.7 |
4,362.3 |
4,273.7 |
|
R3 |
4,345.7 |
4,319.3 |
4,261.8 |
|
R2 |
4,302.7 |
4,302.7 |
4,257.9 |
|
R1 |
4,276.3 |
4,276.3 |
4,253.9 |
4,268.0 |
PP |
4,259.7 |
4,259.7 |
4,259.7 |
4,255.5 |
S1 |
4,233.3 |
4,233.3 |
4,246.1 |
4,225.0 |
S2 |
4,216.7 |
4,216.7 |
4,242.1 |
|
S3 |
4,173.7 |
4,190.3 |
4,238.2 |
|
S4 |
4,130.7 |
4,147.3 |
4,226.4 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.0 |
4,507.0 |
4,307.8 |
|
R3 |
4,449.0 |
4,402.0 |
4,278.9 |
|
R2 |
4,344.0 |
4,344.0 |
4,269.3 |
|
R1 |
4,297.0 |
4,297.0 |
4,259.6 |
4,320.5 |
PP |
4,239.0 |
4,239.0 |
4,239.0 |
4,250.8 |
S1 |
4,192.0 |
4,192.0 |
4,240.4 |
4,215.5 |
S2 |
4,134.0 |
4,134.0 |
4,230.8 |
|
S3 |
4,029.0 |
4,087.0 |
4,221.1 |
|
S4 |
3,924.0 |
3,982.0 |
4,192.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,286.0 |
4,181.0 |
105.0 |
2.5% |
39.2 |
0.9% |
66% |
True |
False |
20,226 |
10 |
4,286.0 |
4,109.0 |
177.0 |
4.2% |
39.1 |
0.9% |
80% |
True |
False |
21,302 |
20 |
4,286.0 |
4,015.0 |
271.0 |
6.4% |
42.7 |
1.0% |
87% |
True |
False |
21,389 |
40 |
4,311.0 |
4,015.0 |
296.0 |
7.0% |
41.5 |
1.0% |
79% |
False |
False |
20,676 |
60 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
33.9 |
0.8% |
72% |
False |
False |
13,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,468.8 |
2.618 |
4,398.6 |
1.618 |
4,355.6 |
1.000 |
4,329.0 |
0.618 |
4,312.6 |
HIGH |
4,286.0 |
0.618 |
4,269.6 |
0.500 |
4,264.5 |
0.382 |
4,259.4 |
LOW |
4,243.0 |
0.618 |
4,216.4 |
1.000 |
4,200.0 |
1.618 |
4,173.4 |
2.618 |
4,130.4 |
4.250 |
4,060.3 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,264.5 |
4,244.5 |
PP |
4,259.7 |
4,239.0 |
S1 |
4,254.8 |
4,233.5 |
|