Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,720 |
8,770 |
50 |
0.6% |
8,455 |
High |
8,790 |
8,820 |
30 |
0.3% |
8,790 |
Low |
8,715 |
8,745 |
30 |
0.3% |
8,355 |
Close |
8,775 |
8,800 |
25 |
0.3% |
8,775 |
Range |
75 |
75 |
0 |
0.0% |
435 |
ATR |
115 |
112 |
-3 |
-2.5% |
0 |
Volume |
4,505 |
3,771 |
-734 |
-16.3% |
22,057 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,013 |
8,982 |
8,841 |
|
R3 |
8,938 |
8,907 |
8,821 |
|
R2 |
8,863 |
8,863 |
8,814 |
|
R1 |
8,832 |
8,832 |
8,807 |
8,848 |
PP |
8,788 |
8,788 |
8,788 |
8,796 |
S1 |
8,757 |
8,757 |
8,793 |
8,773 |
S2 |
8,713 |
8,713 |
8,786 |
|
S3 |
8,638 |
8,682 |
8,780 |
|
S4 |
8,563 |
8,607 |
8,759 |
|
|
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 |
8,820 |
8,355 |
465 |
5.3% |
125 |
1.4% |
96% |
True |
False |
5,165 |
10 |
8,820 |
8,300 |
520 |
5.9% |
108 |
1.2% |
96% |
True |
False |
4,809 |
20 |
8,820 |
8,300 |
520 |
5.9% |
103 |
1.2% |
96% |
True |
False |
3,778 |
40 |
8,820 |
8,110 |
710 |
8.1% |
110 |
1.3% |
97% |
True |
False |
3,522 |
60 |
9,075 |
8,110 |
965 |
11.0% |
83 |
0.9% |
72% |
False |
False |
2,354 |
80 |
9,075 |
8,110 |
965 |
11.0% |
65 |
0.7% |
72% |
False |
False |
1,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,139 |
2.618 |
9,016 |
1.618 |
8,941 |
1.000 |
8,895 |
0.618 |
8,866 |
HIGH |
8,820 |
0.618 |
8,791 |
0.500 |
8,783 |
0.382 |
8,774 |
LOW |
8,745 |
0.618 |
8,699 |
1.000 |
8,670 |
1.618 |
8,624 |
2.618 |
8,549 |
4.250 |
8,426 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,794 |
8,768 |
PP |
8,788 |
8,735 |
S1 |
8,783 |
8,703 |
|