Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,459.5 |
6,524.0 |
64.5 |
1.0% |
6,415.5 |
High |
6,564.5 |
6,579.0 |
14.5 |
0.2% |
6,579.0 |
Low |
6,433.5 |
6,486.0 |
52.5 |
0.8% |
6,338.0 |
Close |
6,542.0 |
6,523.0 |
-19.0 |
-0.3% |
6,523.0 |
Range |
131.0 |
93.0 |
-38.0 |
-29.0% |
241.0 |
ATR |
131.1 |
128.4 |
-2.7 |
-2.1% |
0.0 |
Volume |
146,401 |
140,742 |
-5,659 |
-3.9% |
695,727 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,808.3 |
6,758.7 |
6,574.2 |
|
R3 |
6,715.3 |
6,665.7 |
6,548.6 |
|
R2 |
6,622.3 |
6,622.3 |
6,540.1 |
|
R1 |
6,572.7 |
6,572.7 |
6,531.5 |
6,551.0 |
PP |
6,529.3 |
6,529.3 |
6,529.3 |
6,518.5 |
S1 |
6,479.7 |
6,479.7 |
6,514.5 |
6,458.0 |
S2 |
6,436.3 |
6,436.3 |
6,506.0 |
|
S3 |
6,343.3 |
6,386.7 |
6,497.4 |
|
S4 |
6,250.3 |
6,293.7 |
6,471.9 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,203.0 |
7,104.0 |
6,655.6 |
|
R3 |
6,962.0 |
6,863.0 |
6,589.3 |
|
R2 |
6,721.0 |
6,721.0 |
6,567.2 |
|
R1 |
6,622.0 |
6,622.0 |
6,545.1 |
6,671.5 |
PP |
6,480.0 |
6,480.0 |
6,480.0 |
6,504.8 |
S1 |
6,381.0 |
6,381.0 |
6,500.9 |
6,430.5 |
S2 |
6,239.0 |
6,239.0 |
6,478.8 |
|
S3 |
5,998.0 |
6,140.0 |
6,456.7 |
|
S4 |
5,757.0 |
5,899.0 |
6,390.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,579.0 |
6,338.0 |
241.0 |
3.7% |
110.3 |
1.7% |
77% |
True |
False |
139,145 |
10 |
6,579.0 |
6,067.0 |
512.0 |
7.8% |
110.4 |
1.7% |
89% |
True |
False |
147,275 |
20 |
6,579.0 |
5,822.0 |
757.0 |
11.6% |
110.9 |
1.7% |
93% |
True |
False |
133,472 |
40 |
6,579.0 |
5,614.5 |
964.5 |
14.8% |
131.0 |
2.0% |
94% |
True |
False |
97,455 |
60 |
6,579.0 |
5,382.0 |
1,197.0 |
18.4% |
155.5 |
2.4% |
95% |
True |
False |
65,227 |
80 |
6,579.0 |
5,382.0 |
1,197.0 |
18.4% |
162.5 |
2.5% |
95% |
True |
False |
49,056 |
100 |
6,579.0 |
4,988.0 |
1,591.0 |
24.4% |
172.4 |
2.6% |
96% |
True |
False |
40,065 |
120 |
6,579.0 |
4,988.0 |
1,591.0 |
24.4% |
173.9 |
2.7% |
96% |
True |
False |
33,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,974.3 |
2.618 |
6,822.5 |
1.618 |
6,729.5 |
1.000 |
6,672.0 |
0.618 |
6,636.5 |
HIGH |
6,579.0 |
0.618 |
6,543.5 |
0.500 |
6,532.5 |
0.382 |
6,521.5 |
LOW |
6,486.0 |
0.618 |
6,428.5 |
1.000 |
6,393.0 |
1.618 |
6,335.5 |
2.618 |
6,242.5 |
4.250 |
6,090.8 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
6,532.5 |
6,506.7 |
PP |
6,529.3 |
6,490.3 |
S1 |
6,526.2 |
6,474.0 |
|