Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,524.0 |
6,492.0 |
-32.0 |
-0.5% |
6,415.5 |
High |
6,579.0 |
6,496.5 |
-82.5 |
-1.3% |
6,579.0 |
Low |
6,486.0 |
6,416.0 |
-70.0 |
-1.1% |
6,338.0 |
Close |
6,523.0 |
6,478.0 |
-45.0 |
-0.7% |
6,523.0 |
Range |
93.0 |
80.5 |
-12.5 |
-13.4% |
241.0 |
ATR |
128.4 |
126.8 |
-1.5 |
-1.2% |
0.0 |
Volume |
140,742 |
125,790 |
-14,952 |
-10.6% |
695,727 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,705.0 |
6,672.0 |
6,522.3 |
|
R3 |
6,624.5 |
6,591.5 |
6,500.1 |
|
R2 |
6,544.0 |
6,544.0 |
6,492.8 |
|
R1 |
6,511.0 |
6,511.0 |
6,485.4 |
6,487.3 |
PP |
6,463.5 |
6,463.5 |
6,463.5 |
6,451.6 |
S1 |
6,430.5 |
6,430.5 |
6,470.6 |
6,406.8 |
S2 |
6,383.0 |
6,383.0 |
6,463.2 |
|
S3 |
6,302.5 |
6,350.0 |
6,455.9 |
|
S4 |
6,222.0 |
6,269.5 |
6,433.7 |
|
|
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% |
101.5 |
1.6% |
58% |
False |
False |
137,094 |
10 |
6,579.0 |
6,267.5 |
311.5 |
4.8% |
98.7 |
1.5% |
68% |
False |
False |
141,640 |
20 |
6,579.0 |
5,880.0 |
699.0 |
10.8% |
111.1 |
1.7% |
86% |
False |
False |
137,962 |
40 |
6,579.0 |
5,614.5 |
964.5 |
14.9% |
130.4 |
2.0% |
90% |
False |
False |
100,475 |
60 |
6,579.0 |
5,382.0 |
1,197.0 |
18.5% |
150.4 |
2.3% |
92% |
False |
False |
67,310 |
80 |
6,579.0 |
5,382.0 |
1,197.0 |
18.5% |
160.9 |
2.5% |
92% |
False |
False |
50,615 |
100 |
6,579.0 |
4,988.0 |
1,591.0 |
24.6% |
171.7 |
2.6% |
94% |
False |
False |
41,312 |
120 |
6,579.0 |
4,988.0 |
1,591.0 |
24.6% |
171.4 |
2.6% |
94% |
False |
False |
34,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,838.6 |
2.618 |
6,707.2 |
1.618 |
6,626.7 |
1.000 |
6,577.0 |
0.618 |
6,546.2 |
HIGH |
6,496.5 |
0.618 |
6,465.7 |
0.500 |
6,456.3 |
0.382 |
6,446.8 |
LOW |
6,416.0 |
0.618 |
6,366.3 |
1.000 |
6,335.5 |
1.618 |
6,285.8 |
2.618 |
6,205.3 |
4.250 |
6,073.9 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
6,470.8 |
6,497.5 |
PP |
6,463.5 |
6,491.0 |
S1 |
6,456.3 |
6,484.5 |
|