Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
8,825 |
8,775 |
-50 |
-0.6% |
8,770 |
High |
8,835 |
8,840 |
5 |
0.1% |
8,920 |
Low |
8,750 |
8,770 |
20 |
0.2% |
8,745 |
Close |
8,770 |
8,810 |
40 |
0.5% |
8,835 |
Range |
85 |
70 |
-15 |
-17.6% |
175 |
ATR |
103 |
101 |
-2 |
-2.3% |
0 |
Volume |
5,668 |
3,928 |
-1,740 |
-30.7% |
21,977 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,017 |
8,983 |
8,849 |
|
R3 |
8,947 |
8,913 |
8,829 |
|
R2 |
8,877 |
8,877 |
8,823 |
|
R1 |
8,843 |
8,843 |
8,817 |
8,860 |
PP |
8,807 |
8,807 |
8,807 |
8,815 |
S1 |
8,773 |
8,773 |
8,804 |
8,790 |
S2 |
8,737 |
8,737 |
8,797 |
|
S3 |
8,667 |
8,703 |
8,791 |
|
S4 |
8,597 |
8,633 |
8,772 |
|
|
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% |
84 |
1.0% |
35% |
False |
False |
4,755 |
10 |
8,920 |
8,465 |
455 |
5.2% |
95 |
1.1% |
76% |
False |
False |
4,751 |
20 |
8,920 |
8,300 |
620 |
7.0% |
97 |
1.1% |
82% |
False |
False |
4,600 |
40 |
8,920 |
8,275 |
645 |
7.3% |
109 |
1.2% |
83% |
False |
False |
4,191 |
60 |
8,920 |
8,110 |
810 |
9.2% |
89 |
1.0% |
86% |
False |
False |
2,813 |
80 |
9,075 |
8,110 |
965 |
11.0% |
71 |
0.8% |
73% |
False |
False |
2,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,138 |
2.618 |
9,023 |
1.618 |
8,953 |
1.000 |
8,910 |
0.618 |
8,883 |
HIGH |
8,840 |
0.618 |
8,813 |
0.500 |
8,805 |
0.382 |
8,797 |
LOW |
8,770 |
0.618 |
8,727 |
1.000 |
8,700 |
1.618 |
8,657 |
2.618 |
8,587 |
4.250 |
8,473 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
8,808 |
8,820 |
PP |
8,807 |
8,817 |
S1 |
8,805 |
8,813 |
|