Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,770 |
8,805 |
35 |
0.4% |
8,455 |
High |
8,820 |
8,820 |
0 |
0.0% |
8,790 |
Low |
8,745 |
8,760 |
15 |
0.2% |
8,355 |
Close |
8,800 |
8,815 |
15 |
0.2% |
8,775 |
Range |
75 |
60 |
-15 |
-20.0% |
435 |
ATR |
112 |
108 |
-4 |
-3.3% |
0 |
Volume |
3,771 |
4,026 |
255 |
6.8% |
22,057 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,978 |
8,957 |
8,848 |
|
R3 |
8,918 |
8,897 |
8,832 |
|
R2 |
8,858 |
8,858 |
8,826 |
|
R1 |
8,837 |
8,837 |
8,821 |
8,848 |
PP |
8,798 |
8,798 |
8,798 |
8,804 |
S1 |
8,777 |
8,777 |
8,810 |
8,788 |
S2 |
8,738 |
8,738 |
8,804 |
|
S3 |
8,678 |
8,717 |
8,799 |
|
S4 |
8,618 |
8,657 |
8,782 |
|
|
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 |
8,465 |
355 |
4.0% |
106 |
1.2% |
99% |
True |
False |
4,747 |
10 |
8,820 |
8,355 |
465 |
5.3% |
104 |
1.2% |
99% |
True |
False |
4,944 |
20 |
8,820 |
8,300 |
520 |
5.9% |
100 |
1.1% |
99% |
True |
False |
3,822 |
40 |
8,820 |
8,110 |
710 |
8.1% |
112 |
1.3% |
99% |
True |
False |
3,622 |
60 |
9,075 |
8,110 |
965 |
10.9% |
83 |
0.9% |
73% |
False |
False |
2,421 |
80 |
9,075 |
8,110 |
965 |
10.9% |
66 |
0.7% |
73% |
False |
False |
1,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,075 |
2.618 |
8,977 |
1.618 |
8,917 |
1.000 |
8,880 |
0.618 |
8,857 |
HIGH |
8,820 |
0.618 |
8,797 |
0.500 |
8,790 |
0.382 |
8,783 |
LOW |
8,760 |
0.618 |
8,723 |
1.000 |
8,700 |
1.618 |
8,663 |
2.618 |
8,603 |
4.250 |
8,505 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,807 |
8,799 |
PP |
8,798 |
8,783 |
S1 |
8,790 |
8,768 |
|