Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,805 |
8,825 |
20 |
0.2% |
8,455 |
High |
8,820 |
8,910 |
90 |
1.0% |
8,790 |
Low |
8,760 |
8,810 |
50 |
0.6% |
8,355 |
Close |
8,815 |
8,880 |
65 |
0.7% |
8,775 |
Range |
60 |
100 |
40 |
66.7% |
435 |
ATR |
108 |
108 |
-1 |
-0.6% |
0 |
Volume |
4,026 |
5,783 |
1,757 |
43.6% |
22,057 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,167 |
9,123 |
8,935 |
|
R3 |
9,067 |
9,023 |
8,908 |
|
R2 |
8,967 |
8,967 |
8,898 |
|
R1 |
8,923 |
8,923 |
8,889 |
8,945 |
PP |
8,867 |
8,867 |
8,867 |
8,878 |
S1 |
8,823 |
8,823 |
8,871 |
8,845 |
S2 |
8,767 |
8,767 |
8,862 |
|
S3 |
8,667 |
8,723 |
8,853 |
|
S4 |
8,567 |
8,623 |
8,825 |
|
|
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 |
8,910 |
8,585 |
325 |
3.7% |
94 |
1.1% |
91% |
True |
False |
4,631 |
10 |
8,910 |
8,355 |
555 |
6.3% |
102 |
1.1% |
95% |
True |
False |
5,262 |
20 |
8,910 |
8,300 |
610 |
6.9% |
101 |
1.1% |
95% |
True |
False |
4,043 |
40 |
8,910 |
8,275 |
635 |
7.2% |
112 |
1.3% |
95% |
True |
False |
3,766 |
60 |
9,075 |
8,110 |
965 |
10.9% |
84 |
0.9% |
80% |
False |
False |
2,517 |
80 |
9,075 |
8,110 |
965 |
10.9% |
67 |
0.8% |
80% |
False |
False |
1,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,335 |
2.618 |
9,172 |
1.618 |
9,072 |
1.000 |
9,010 |
0.618 |
8,972 |
HIGH |
8,910 |
0.618 |
8,872 |
0.500 |
8,860 |
0.382 |
8,848 |
LOW |
8,810 |
0.618 |
8,748 |
1.000 |
8,710 |
1.618 |
8,648 |
2.618 |
8,548 |
4.250 |
8,385 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,873 |
8,863 |
PP |
8,867 |
8,845 |
S1 |
8,860 |
8,828 |
|