Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,400.0 |
6,427.0 |
27.0 |
0.4% |
6,278.0 |
High |
6,427.0 |
6,440.0 |
13.0 |
0.2% |
6,440.0 |
Low |
6,336.0 |
6,376.0 |
40.0 |
0.6% |
6,267.5 |
Close |
6,411.0 |
6,440.0 |
29.0 |
0.5% |
6,440.0 |
Range |
91.0 |
64.0 |
-27.0 |
-29.7% |
172.5 |
ATR |
140.1 |
134.7 |
-5.4 |
-3.9% |
0.0 |
Volume |
139,910 |
141,060 |
1,150 |
0.8% |
594,884 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,610.7 |
6,589.3 |
6,475.2 |
|
R3 |
6,546.7 |
6,525.3 |
6,457.6 |
|
R2 |
6,482.7 |
6,482.7 |
6,451.7 |
|
R1 |
6,461.3 |
6,461.3 |
6,445.9 |
6,472.0 |
PP |
6,418.7 |
6,418.7 |
6,418.7 |
6,424.0 |
S1 |
6,397.3 |
6,397.3 |
6,434.1 |
6,408.0 |
S2 |
6,354.7 |
6,354.7 |
6,428.3 |
|
S3 |
6,290.7 |
6,333.3 |
6,422.4 |
|
S4 |
6,226.7 |
6,269.3 |
6,404.8 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,900.0 |
6,842.5 |
6,534.9 |
|
R3 |
6,727.5 |
6,670.0 |
6,487.4 |
|
R2 |
6,555.0 |
6,555.0 |
6,471.6 |
|
R1 |
6,497.5 |
6,497.5 |
6,455.8 |
6,526.3 |
PP |
6,382.5 |
6,382.5 |
6,382.5 |
6,396.9 |
S1 |
6,325.0 |
6,325.0 |
6,424.2 |
6,353.8 |
S2 |
6,210.0 |
6,210.0 |
6,408.4 |
|
S3 |
6,037.5 |
6,152.5 |
6,392.6 |
|
S4 |
5,865.0 |
5,980.0 |
6,345.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,440.0 |
6,067.0 |
373.0 |
5.8% |
110.5 |
1.7% |
100% |
True |
False |
155,404 |
10 |
6,440.0 |
5,992.5 |
447.5 |
6.9% |
109.9 |
1.7% |
100% |
True |
False |
148,960 |
20 |
6,440.0 |
5,774.0 |
666.0 |
10.3% |
106.7 |
1.7% |
100% |
True |
False |
114,643 |
40 |
6,440.0 |
5,382.0 |
1,058.0 |
16.4% |
143.1 |
2.2% |
100% |
True |
False |
80,219 |
60 |
6,456.0 |
5,382.0 |
1,074.0 |
16.7% |
163.2 |
2.5% |
99% |
False |
False |
53,671 |
80 |
6,456.0 |
5,147.5 |
1,308.5 |
20.3% |
167.2 |
2.6% |
99% |
False |
False |
40,398 |
100 |
6,456.0 |
4,988.0 |
1,468.0 |
22.8% |
174.4 |
2.7% |
99% |
False |
False |
33,121 |
120 |
6,802.5 |
4,988.0 |
1,814.5 |
28.2% |
188.9 |
2.9% |
80% |
False |
False |
27,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,712.0 |
2.618 |
6,607.6 |
1.618 |
6,543.6 |
1.000 |
6,504.0 |
0.618 |
6,479.6 |
HIGH |
6,440.0 |
0.618 |
6,415.6 |
0.500 |
6,408.0 |
0.382 |
6,400.4 |
LOW |
6,376.0 |
0.618 |
6,336.4 |
1.000 |
6,312.0 |
1.618 |
6,272.4 |
2.618 |
6,208.4 |
4.250 |
6,104.0 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
6,429.3 |
6,414.3 |
PP |
6,418.7 |
6,388.5 |
S1 |
6,408.0 |
6,362.8 |
|