Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
4,247.0 |
4,233.0 |
-14.0 |
-0.3% |
4,218.0 |
High |
4,263.0 |
4,257.0 |
-6.0 |
-0.1% |
4,286.0 |
Low |
4,230.0 |
4,221.0 |
-9.0 |
-0.2% |
4,181.0 |
Close |
4,245.0 |
4,226.0 |
-19.0 |
-0.4% |
4,250.0 |
Range |
33.0 |
36.0 |
3.0 |
9.1% |
105.0 |
ATR |
51.6 |
50.5 |
-1.1 |
-2.2% |
0.0 |
Volume |
23,369 |
28,217 |
4,848 |
20.7% |
82,538 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,342.7 |
4,320.3 |
4,245.8 |
|
R3 |
4,306.7 |
4,284.3 |
4,235.9 |
|
R2 |
4,270.7 |
4,270.7 |
4,232.6 |
|
R1 |
4,248.3 |
4,248.3 |
4,229.3 |
4,241.5 |
PP |
4,234.7 |
4,234.7 |
4,234.7 |
4,231.3 |
S1 |
4,212.3 |
4,212.3 |
4,222.7 |
4,205.5 |
S2 |
4,198.7 |
4,198.7 |
4,219.4 |
|
S3 |
4,162.7 |
4,176.3 |
4,216.1 |
|
S4 |
4,126.7 |
4,140.3 |
4,206.2 |
|
|
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% |
43% |
False |
False |
24,055 |
10 |
4,286.0 |
4,143.0 |
143.0 |
3.4% |
40.3 |
1.0% |
58% |
False |
False |
22,725 |
20 |
4,286.0 |
4,062.0 |
224.0 |
5.3% |
41.3 |
1.0% |
73% |
False |
False |
22,720 |
40 |
4,311.0 |
4,015.0 |
296.0 |
7.0% |
40.9 |
1.0% |
71% |
False |
False |
21,956 |
60 |
4,360.0 |
3,963.0 |
397.0 |
9.4% |
34.5 |
0.8% |
66% |
False |
False |
14,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,410.0 |
2.618 |
4,351.2 |
1.618 |
4,315.2 |
1.000 |
4,293.0 |
0.618 |
4,279.2 |
HIGH |
4,257.0 |
0.618 |
4,243.2 |
0.500 |
4,239.0 |
0.382 |
4,234.8 |
LOW |
4,221.0 |
0.618 |
4,198.8 |
1.000 |
4,185.0 |
1.618 |
4,162.8 |
2.618 |
4,126.8 |
4.250 |
4,068.0 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
4,239.0 |
4,253.5 |
PP |
4,234.7 |
4,244.3 |
S1 |
4,230.3 |
4,235.2 |
|