Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,251.0 |
4,247.0 |
-4.0 |
-0.1% |
4,218.0 |
High |
4,286.0 |
4,263.0 |
-23.0 |
-0.5% |
4,286.0 |
Low |
4,243.0 |
4,230.0 |
-13.0 |
-0.3% |
4,181.0 |
Close |
4,250.0 |
4,245.0 |
-5.0 |
-0.1% |
4,250.0 |
Range |
43.0 |
33.0 |
-10.0 |
-23.3% |
105.0 |
ATR |
53.0 |
51.6 |
-1.4 |
-2.7% |
0.0 |
Volume |
26,271 |
23,369 |
-2,902 |
-11.0% |
82,538 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,345.0 |
4,328.0 |
4,263.2 |
|
R3 |
4,312.0 |
4,295.0 |
4,254.1 |
|
R2 |
4,279.0 |
4,279.0 |
4,251.1 |
|
R1 |
4,262.0 |
4,262.0 |
4,248.0 |
4,254.0 |
PP |
4,246.0 |
4,246.0 |
4,246.0 |
4,242.0 |
S1 |
4,229.0 |
4,229.0 |
4,242.0 |
4,221.0 |
S2 |
4,213.0 |
4,213.0 |
4,239.0 |
|
S3 |
4,180.0 |
4,196.0 |
4,235.9 |
|
S4 |
4,147.0 |
4,163.0 |
4,226.9 |
|
|
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% |
38.2 |
0.9% |
61% |
False |
False |
21,181 |
10 |
4,286.0 |
4,109.0 |
177.0 |
4.2% |
40.2 |
0.9% |
77% |
False |
False |
22,099 |
20 |
4,286.0 |
4,015.0 |
271.0 |
6.4% |
42.7 |
1.0% |
85% |
False |
False |
21,868 |
40 |
4,311.0 |
4,015.0 |
296.0 |
7.0% |
41.1 |
1.0% |
78% |
False |
False |
21,253 |
60 |
4,360.0 |
3,963.0 |
397.0 |
9.4% |
34.3 |
0.8% |
71% |
False |
False |
14,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,403.3 |
2.618 |
4,349.4 |
1.618 |
4,316.4 |
1.000 |
4,296.0 |
0.618 |
4,283.4 |
HIGH |
4,263.0 |
0.618 |
4,250.4 |
0.500 |
4,246.5 |
0.382 |
4,242.6 |
LOW |
4,230.0 |
0.618 |
4,209.6 |
1.000 |
4,197.0 |
1.618 |
4,176.6 |
2.618 |
4,143.6 |
4.250 |
4,089.8 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,246.5 |
4,245.5 |
PP |
4,246.0 |
4,245.3 |
S1 |
4,245.5 |
4,245.2 |
|