Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,427.0 |
6,415.5 |
-11.5 |
-0.2% |
6,278.0 |
High |
6,440.0 |
6,480.0 |
40.0 |
0.6% |
6,440.0 |
Low |
6,376.0 |
6,355.5 |
-20.5 |
-0.3% |
6,267.5 |
Close |
6,440.0 |
6,437.0 |
-3.0 |
0.0% |
6,440.0 |
Range |
64.0 |
124.5 |
60.5 |
94.5% |
172.5 |
ATR |
134.7 |
133.9 |
-0.7 |
-0.5% |
0.0 |
Volume |
141,060 |
136,047 |
-5,013 |
-3.6% |
594,884 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,797.7 |
6,741.8 |
6,505.5 |
|
R3 |
6,673.2 |
6,617.3 |
6,471.2 |
|
R2 |
6,548.7 |
6,548.7 |
6,459.8 |
|
R1 |
6,492.8 |
6,492.8 |
6,448.4 |
6,520.8 |
PP |
6,424.2 |
6,424.2 |
6,424.2 |
6,438.1 |
S1 |
6,368.3 |
6,368.3 |
6,425.6 |
6,396.3 |
S2 |
6,299.7 |
6,299.7 |
6,414.2 |
|
S3 |
6,175.2 |
6,243.8 |
6,402.8 |
|
S4 |
6,050.7 |
6,119.3 |
6,368.5 |
|
|
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 |
6,480.0 |
6,267.5 |
212.5 |
3.3% |
95.9 |
1.5% |
80% |
True |
False |
146,186 |
10 |
6,480.0 |
5,992.5 |
487.5 |
7.6% |
108.0 |
1.7% |
91% |
True |
False |
148,756 |
20 |
6,480.0 |
5,774.0 |
706.0 |
11.0% |
108.4 |
1.7% |
94% |
True |
False |
116,715 |
40 |
6,480.0 |
5,382.0 |
1,098.0 |
17.1% |
142.3 |
2.2% |
96% |
True |
False |
83,591 |
60 |
6,480.0 |
5,382.0 |
1,098.0 |
17.1% |
161.0 |
2.5% |
96% |
True |
False |
55,920 |
80 |
6,480.0 |
5,147.5 |
1,332.5 |
20.7% |
166.6 |
2.6% |
97% |
True |
False |
42,095 |
100 |
6,480.0 |
4,988.0 |
1,492.0 |
23.2% |
174.4 |
2.7% |
97% |
True |
False |
34,480 |
120 |
6,487.0 |
4,988.0 |
1,499.0 |
23.3% |
186.0 |
2.9% |
97% |
False |
False |
28,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,009.1 |
2.618 |
6,805.9 |
1.618 |
6,681.4 |
1.000 |
6,604.5 |
0.618 |
6,556.9 |
HIGH |
6,480.0 |
0.618 |
6,432.4 |
0.500 |
6,417.8 |
0.382 |
6,403.1 |
LOW |
6,355.5 |
0.618 |
6,278.6 |
1.000 |
6,231.0 |
1.618 |
6,154.1 |
2.618 |
6,029.6 |
4.250 |
5,826.4 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
6,430.6 |
6,427.3 |
PP |
6,424.2 |
6,417.7 |
S1 |
6,417.8 |
6,408.0 |
|