Trading Metrics calculated at close of trading on 19-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,490 |
8,595 |
105 |
1.2% |
8,350 |
High |
8,625 |
8,745 |
120 |
1.4% |
8,505 |
Low |
8,465 |
8,585 |
120 |
1.4% |
8,300 |
Close |
8,590 |
8,730 |
140 |
1.6% |
8,470 |
Range |
160 |
160 |
0 |
0.0% |
205 |
ATR |
115 |
118 |
3 |
2.8% |
0 |
Volume |
6,364 |
5,071 |
-1,293 |
-20.3% |
22,271 |
|
Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,167 |
9,108 |
8,818 |
|
R3 |
9,007 |
8,948 |
8,774 |
|
R2 |
8,847 |
8,847 |
8,759 |
|
R1 |
8,788 |
8,788 |
8,745 |
8,818 |
PP |
8,687 |
8,687 |
8,687 |
8,701 |
S1 |
8,628 |
8,628 |
8,715 |
8,658 |
S2 |
8,527 |
8,527 |
8,701 |
|
S3 |
8,367 |
8,468 |
8,686 |
|
S4 |
8,207 |
8,308 |
8,642 |
|
|
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 |
8,745 |
8,355 |
390 |
4.5% |
132 |
1.5% |
96% |
True |
False |
6,092 |
10 |
8,745 |
8,300 |
445 |
5.1% |
116 |
1.3% |
97% |
True |
False |
4,804 |
20 |
8,745 |
8,300 |
445 |
5.1% |
110 |
1.3% |
97% |
True |
False |
3,698 |
40 |
8,755 |
8,110 |
645 |
7.4% |
109 |
1.3% |
96% |
False |
False |
3,316 |
60 |
9,075 |
8,110 |
965 |
11.1% |
81 |
0.9% |
64% |
False |
False |
2,216 |
80 |
9,075 |
8,110 |
965 |
11.1% |
63 |
0.7% |
64% |
False |
False |
1,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,425 |
2.618 |
9,164 |
1.618 |
9,004 |
1.000 |
8,905 |
0.618 |
8,844 |
HIGH |
8,745 |
0.618 |
8,684 |
0.500 |
8,665 |
0.382 |
8,646 |
LOW |
8,585 |
0.618 |
8,486 |
1.000 |
8,425 |
1.618 |
8,326 |
2.618 |
8,166 |
4.250 |
7,905 |
|
|
Fisher Pivots for day following 19-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,708 |
8,670 |
PP |
8,687 |
8,610 |
S1 |
8,665 |
8,550 |
|