Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,415 |
8,455 |
40 |
0.5% |
8,350 |
High |
8,505 |
8,510 |
5 |
0.1% |
8,505 |
Low |
8,405 |
8,355 |
-50 |
-0.6% |
8,300 |
Close |
8,470 |
8,480 |
10 |
0.1% |
8,470 |
Range |
100 |
155 |
55 |
55.0% |
205 |
ATR |
108 |
111 |
3 |
3.1% |
0 |
Volume |
7,079 |
6,117 |
-962 |
-13.6% |
22,271 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,913 |
8,852 |
8,565 |
|
R3 |
8,758 |
8,697 |
8,523 |
|
R2 |
8,603 |
8,603 |
8,509 |
|
R1 |
8,542 |
8,542 |
8,494 |
8,573 |
PP |
8,448 |
8,448 |
8,448 |
8,464 |
S1 |
8,387 |
8,387 |
8,466 |
8,418 |
S2 |
8,293 |
8,293 |
8,452 |
|
S3 |
8,138 |
8,232 |
8,438 |
|
S4 |
7,983 |
8,077 |
8,395 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,040 |
8,960 |
8,583 |
|
R3 |
8,835 |
8,755 |
8,527 |
|
R2 |
8,630 |
8,630 |
8,508 |
|
R1 |
8,550 |
8,550 |
8,489 |
8,590 |
PP |
8,425 |
8,425 |
8,425 |
8,445 |
S1 |
8,345 |
8,345 |
8,451 |
8,385 |
S2 |
8,220 |
8,220 |
8,433 |
|
S3 |
8,015 |
8,140 |
8,414 |
|
S4 |
7,810 |
7,935 |
8,357 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,510 |
8,355 |
155 |
1.8% |
101 |
1.2% |
81% |
True |
True |
5,140 |
10 |
8,600 |
8,300 |
300 |
3.5% |
98 |
1.2% |
60% |
False |
False |
4,449 |
20 |
8,600 |
8,275 |
325 |
3.8% |
103 |
1.2% |
63% |
False |
False |
3,473 |
40 |
8,755 |
8,110 |
645 |
7.6% |
104 |
1.2% |
57% |
False |
False |
3,031 |
60 |
9,075 |
8,110 |
965 |
11.4% |
76 |
0.9% |
38% |
False |
False |
2,026 |
80 |
9,075 |
8,110 |
965 |
11.4% |
59 |
0.7% |
38% |
False |
False |
1,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,169 |
2.618 |
8,916 |
1.618 |
8,761 |
1.000 |
8,665 |
0.618 |
8,606 |
HIGH |
8,510 |
0.618 |
8,451 |
0.500 |
8,433 |
0.382 |
8,414 |
LOW |
8,355 |
0.618 |
8,259 |
1.000 |
8,200 |
1.618 |
8,104 |
2.618 |
7,949 |
4.250 |
7,696 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,464 |
8,464 |
PP |
8,448 |
8,448 |
S1 |
8,433 |
8,433 |
|