Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
6,492.0 |
6,484.0 |
-8.0 |
-0.1% |
6,415.5 |
High |
6,496.5 |
6,538.0 |
41.5 |
0.6% |
6,579.0 |
Low |
6,416.0 |
6,453.5 |
37.5 |
0.6% |
6,338.0 |
Close |
6,478.0 |
6,468.5 |
-9.5 |
-0.1% |
6,523.0 |
Range |
80.5 |
84.5 |
4.0 |
5.0% |
241.0 |
ATR |
126.8 |
123.8 |
-3.0 |
-2.4% |
0.0 |
Volume |
125,790 |
141,133 |
15,343 |
12.2% |
695,727 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,740.2 |
6,688.8 |
6,515.0 |
|
R3 |
6,655.7 |
6,604.3 |
6,491.7 |
|
R2 |
6,571.2 |
6,571.2 |
6,484.0 |
|
R1 |
6,519.8 |
6,519.8 |
6,476.2 |
6,503.3 |
PP |
6,486.7 |
6,486.7 |
6,486.7 |
6,478.4 |
S1 |
6,435.3 |
6,435.3 |
6,460.8 |
6,418.8 |
S2 |
6,402.2 |
6,402.2 |
6,453.0 |
|
S3 |
6,317.7 |
6,350.8 |
6,445.3 |
|
S4 |
6,233.2 |
6,266.3 |
6,422.0 |
|
|
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 |
6,369.0 |
210.0 |
3.2% |
100.1 |
1.5% |
47% |
False |
False |
137,047 |
10 |
6,579.0 |
6,285.5 |
293.5 |
4.5% |
99.0 |
1.5% |
62% |
False |
False |
140,615 |
20 |
6,579.0 |
5,992.5 |
586.5 |
9.1% |
105.2 |
1.6% |
81% |
False |
False |
142,248 |
40 |
6,579.0 |
5,614.5 |
964.5 |
14.9% |
129.6 |
2.0% |
89% |
False |
False |
103,984 |
60 |
6,579.0 |
5,382.0 |
1,197.0 |
18.5% |
148.0 |
2.3% |
91% |
False |
False |
69,657 |
80 |
6,579.0 |
5,382.0 |
1,197.0 |
18.5% |
160.3 |
2.5% |
91% |
False |
False |
52,376 |
100 |
6,579.0 |
4,988.0 |
1,591.0 |
24.6% |
170.0 |
2.6% |
93% |
False |
False |
42,704 |
120 |
6,579.0 |
4,988.0 |
1,591.0 |
24.6% |
169.3 |
2.6% |
93% |
False |
False |
35,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,897.1 |
2.618 |
6,759.2 |
1.618 |
6,674.7 |
1.000 |
6,622.5 |
0.618 |
6,590.2 |
HIGH |
6,538.0 |
0.618 |
6,505.7 |
0.500 |
6,495.8 |
0.382 |
6,485.8 |
LOW |
6,453.5 |
0.618 |
6,401.3 |
1.000 |
6,369.0 |
1.618 |
6,316.8 |
2.618 |
6,232.3 |
4.250 |
6,094.4 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
6,495.8 |
6,497.5 |
PP |
6,486.7 |
6,487.8 |
S1 |
6,477.6 |
6,478.2 |
|