Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,595 |
8,720 |
125 |
1.5% |
8,455 |
High |
8,745 |
8,790 |
45 |
0.5% |
8,790 |
Low |
8,585 |
8,715 |
130 |
1.5% |
8,355 |
Close |
8,730 |
8,775 |
45 |
0.5% |
8,775 |
Range |
160 |
75 |
-85 |
-53.1% |
435 |
ATR |
118 |
115 |
-3 |
-2.6% |
0 |
Volume |
5,071 |
4,505 |
-566 |
-11.2% |
22,057 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,985 |
8,955 |
8,816 |
|
R3 |
8,910 |
8,880 |
8,796 |
|
R2 |
8,835 |
8,835 |
8,789 |
|
R1 |
8,805 |
8,805 |
8,782 |
8,820 |
PP |
8,760 |
8,760 |
8,760 |
8,768 |
S1 |
8,730 |
8,730 |
8,768 |
8,745 |
S2 |
8,685 |
8,685 |
8,761 |
|
S3 |
8,610 |
8,655 |
8,755 |
|
S4 |
8,535 |
8,580 |
8,734 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,945 |
9,795 |
9,014 |
|
R3 |
9,510 |
9,360 |
8,895 |
|
R2 |
9,075 |
9,075 |
8,855 |
|
R1 |
8,925 |
8,925 |
8,815 |
9,000 |
PP |
8,640 |
8,640 |
8,640 |
8,678 |
S1 |
8,490 |
8,490 |
8,735 |
8,565 |
S2 |
8,205 |
8,205 |
8,695 |
|
S3 |
7,770 |
8,055 |
8,656 |
|
S4 |
7,335 |
7,620 |
8,536 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,790 |
8,355 |
435 |
5.0% |
130 |
1.5% |
97% |
True |
False |
5,827 |
10 |
8,790 |
8,300 |
490 |
5.6% |
116 |
1.3% |
97% |
True |
False |
4,850 |
20 |
8,790 |
8,300 |
490 |
5.6% |
105 |
1.2% |
97% |
True |
False |
3,750 |
40 |
8,790 |
8,110 |
680 |
7.7% |
109 |
1.2% |
98% |
True |
False |
3,428 |
60 |
9,075 |
8,110 |
965 |
11.0% |
82 |
0.9% |
69% |
False |
False |
2,291 |
80 |
9,075 |
8,110 |
965 |
11.0% |
64 |
0.7% |
69% |
False |
False |
1,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,109 |
2.618 |
8,986 |
1.618 |
8,911 |
1.000 |
8,865 |
0.618 |
8,836 |
HIGH |
8,790 |
0.618 |
8,761 |
0.500 |
8,753 |
0.382 |
8,744 |
LOW |
8,715 |
0.618 |
8,669 |
1.000 |
8,640 |
1.618 |
8,594 |
2.618 |
8,519 |
4.250 |
8,396 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,768 |
8,726 |
PP |
8,760 |
8,677 |
S1 |
8,753 |
8,628 |
|