Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,855 |
8,825 |
-30 |
-0.3% |
8,770 |
High |
8,890 |
8,835 |
-55 |
-0.6% |
8,920 |
Low |
8,805 |
8,750 |
-55 |
-0.6% |
8,745 |
Close |
8,835 |
8,770 |
-65 |
-0.7% |
8,835 |
Range |
85 |
85 |
0 |
0.0% |
175 |
ATR |
104 |
103 |
-1 |
-1.3% |
0 |
Volume |
3,460 |
5,668 |
2,208 |
63.8% |
21,977 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,040 |
8,990 |
8,817 |
|
R3 |
8,955 |
8,905 |
8,794 |
|
R2 |
8,870 |
8,870 |
8,786 |
|
R1 |
8,820 |
8,820 |
8,778 |
8,803 |
PP |
8,785 |
8,785 |
8,785 |
8,776 |
S1 |
8,735 |
8,735 |
8,762 |
8,718 |
S2 |
8,700 |
8,700 |
8,755 |
|
S3 |
8,615 |
8,650 |
8,747 |
|
S4 |
8,530 |
8,565 |
8,723 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,358 |
9,272 |
8,931 |
|
R3 |
9,183 |
9,097 |
8,883 |
|
R2 |
9,008 |
9,008 |
8,867 |
|
R1 |
8,922 |
8,922 |
8,851 |
8,965 |
PP |
8,833 |
8,833 |
8,833 |
8,855 |
S1 |
8,747 |
8,747 |
8,819 |
8,790 |
S2 |
8,658 |
8,658 |
8,803 |
|
S3 |
8,483 |
8,572 |
8,787 |
|
S4 |
8,308 |
8,397 |
8,739 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,920 |
8,750 |
170 |
1.9% |
82 |
0.9% |
12% |
False |
True |
4,774 |
10 |
8,920 |
8,355 |
565 |
6.4% |
104 |
1.2% |
73% |
False |
False |
4,970 |
20 |
8,920 |
8,300 |
620 |
7.1% |
97 |
1.1% |
76% |
False |
False |
4,485 |
40 |
8,920 |
8,275 |
645 |
7.4% |
108 |
1.2% |
77% |
False |
False |
4,102 |
60 |
8,920 |
8,110 |
810 |
9.2% |
88 |
1.0% |
81% |
False |
False |
2,751 |
80 |
9,075 |
8,110 |
965 |
11.0% |
70 |
0.8% |
68% |
False |
False |
2,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,196 |
2.618 |
9,058 |
1.618 |
8,973 |
1.000 |
8,920 |
0.618 |
8,888 |
HIGH |
8,835 |
0.618 |
8,803 |
0.500 |
8,793 |
0.382 |
8,783 |
LOW |
8,750 |
0.618 |
8,698 |
1.000 |
8,665 |
1.618 |
8,613 |
2.618 |
8,528 |
4.250 |
8,389 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,793 |
8,835 |
PP |
8,785 |
8,813 |
S1 |
8,778 |
8,792 |
|