Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,415.5 |
6,412.0 |
-3.5 |
-0.1% |
6,278.0 |
High |
6,480.0 |
6,429.5 |
-50.5 |
-0.8% |
6,440.0 |
Low |
6,355.5 |
6,338.0 |
-17.5 |
-0.3% |
6,267.5 |
Close |
6,437.0 |
6,423.5 |
-13.5 |
-0.2% |
6,440.0 |
Range |
124.5 |
91.5 |
-33.0 |
-26.5% |
172.5 |
ATR |
133.9 |
131.4 |
-2.5 |
-1.9% |
0.0 |
Volume |
136,047 |
141,366 |
5,319 |
3.9% |
594,884 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,671.5 |
6,639.0 |
6,473.8 |
|
R3 |
6,580.0 |
6,547.5 |
6,448.7 |
|
R2 |
6,488.5 |
6,488.5 |
6,440.3 |
|
R1 |
6,456.0 |
6,456.0 |
6,431.9 |
6,472.3 |
PP |
6,397.0 |
6,397.0 |
6,397.0 |
6,405.1 |
S1 |
6,364.5 |
6,364.5 |
6,415.1 |
6,380.8 |
S2 |
6,305.5 |
6,305.5 |
6,406.7 |
|
S3 |
6,214.0 |
6,273.0 |
6,398.3 |
|
S4 |
6,122.5 |
6,181.5 |
6,373.2 |
|
|
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 |
6,285.5 |
194.5 |
3.0% |
97.9 |
1.5% |
71% |
False |
False |
144,184 |
10 |
6,480.0 |
6,067.0 |
413.0 |
6.4% |
108.0 |
1.7% |
86% |
False |
False |
149,559 |
20 |
6,480.0 |
5,774.0 |
706.0 |
11.0% |
108.6 |
1.7% |
92% |
False |
False |
121,286 |
40 |
6,480.0 |
5,585.0 |
895.0 |
13.9% |
140.7 |
2.2% |
94% |
False |
False |
87,073 |
60 |
6,480.0 |
5,382.0 |
1,098.0 |
17.1% |
160.5 |
2.5% |
95% |
False |
False |
58,272 |
80 |
6,480.0 |
5,147.5 |
1,332.5 |
20.7% |
165.5 |
2.6% |
96% |
False |
False |
43,852 |
100 |
6,480.0 |
4,988.0 |
1,492.0 |
23.2% |
174.0 |
2.7% |
96% |
False |
False |
35,891 |
120 |
6,480.0 |
4,988.0 |
1,492.0 |
23.2% |
184.3 |
2.9% |
96% |
False |
False |
29,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,818.4 |
2.618 |
6,669.0 |
1.618 |
6,577.5 |
1.000 |
6,521.0 |
0.618 |
6,486.0 |
HIGH |
6,429.5 |
0.618 |
6,394.5 |
0.500 |
6,383.8 |
0.382 |
6,373.0 |
LOW |
6,338.0 |
0.618 |
6,281.5 |
1.000 |
6,246.5 |
1.618 |
6,190.0 |
2.618 |
6,098.5 |
4.250 |
5,949.1 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
6,410.3 |
6,418.7 |
PP |
6,397.0 |
6,413.8 |
S1 |
6,383.8 |
6,409.0 |
|